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宏观经济建模中的预测不确定性AI 解读

Weargue that probability forecasts convey information on the uncertainties that surround macroeconomic forecasts in a straightforward manner that is preferable to other alternatives, including the use of confidence intervals. Probability forecasts obtained using a small benchmark macroeconometric model and a number of other alternatives are presented and evaluated using recursive forecasts generated over the period 1999q1–2001q1. Out-of-sample probability forecasts of…

地震发生点过程模型的多维残差分析AI 解读

Residual analysis methods for examining the fit of multidimensional point process models are applied to point process models for the space–time–magnitude distribution of earthquake occurrences, using, in particular, the multidimensional version of Ogata's epidemic-type aftershock sequence (ETAS) model and a 30-year catalog of 580 earthquakes occurring in Bear Valley, California. One method involves rescaled residuals, obtained by transforming points along one coordinate to…

统计模型与生物恐怖袭击AI 解读

In the fall of 2001 an outbreak of inhalational anthrax occurred in the United States that was the result of bioterrorism. Letters contaminated with anthrax spores were sent through the postal system. In response to the outbreak, public health officials treated over 10,000 persons with antibiotic prophylaxis in the hopes of preventing further morbidity and mortality. No persons receiving the antibiotics subsequently developed disease. The question arises as to how many cases…

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ψ学习研究AI 解读

The concept of large margins have been recognized as an important principle in analyzing learning methodologies, including boosting, neural networks, and support vector machines (SVMs). However, this concept alone is not adequate for learning in nonseparable cases. We propose a learning methodology, called ψ-learning, that is derived from a direct consideration of generalization errors. We provide a theory for ψ-learning and show that it essentially attains the optimal rates…

确定数据集中的聚类数AI 解读

One of the most difficult problems in cluster analysis is identifying the number of groups in a dataset. Most previously suggested approaches to this problem are either somewhat ad hoc or require parametric assumptions and complicated calculations. In this article we develop a simple, yet powerful nonparametric method for choosing the number of clusters based on distortion, a quantity that measures the average distance, per dimension, between each observation and its closest…

含未知阈值参数的若干连续指数族中的似然推断AI 解读

We study likelihood-based inference in some continuous exponential families with unknown threshold parameters. The introduction of threshold parameters necessitates modification of the standard asymptotic arguments, and some possibly unexpected limiting distributions result.

使用估计区域方差构造的小区域预测量的均方误差AI 解读

In the small area estimation literature, the sampling error variances are customarily assumed to be known or to depend on a finite number of parameters. We consider the empirical best linear unbiased predictor (EBLUP) obtained by using the individual directly estimated variance for each small area. An approximation for the mean squared error (MSE) of the EBLUP that recognizes the impact on the predictors of estimation of the variance components is derived. Simulation studies…

含半连续变量的不完整数据多重插补AI 解读

We consider the application of multiple imputation to data containing not only partially missing categorical and continuous variables, but also partially missing 'semicontinuous' variables (variables that take on a single discrete value with positive probability but are otherwise continuously distributed). As an imputation model for data sets of this type, we introduce an extension of the standard general location model proposed by Olkin and Tate; our extension, the blocked…

由极大似然估计性质刻画加法封闭离散模型及其广义 Hermite 应用AI 解读

This article reports on two-parameter count distributions (satisfying very general conditions) that are closed under addition so that their maximum likelihood estimator (MLE) of the population mean is the sample mean. The most important of these in practice, the generalized Hermite distribution, is analyzed, and a necessary and sufficient condition is given to ensure that the MLE is the solution of likelihood equations. Score test to contrast the Poisson assumption is…

最优性、变异性与检验功效AI 解读

We provide a theoretical template for the comparison of response-adaptive randomization procedures for clinical trials. Using a Taylor expansion of the noncentrality parameter of the usual chi-squared test for binary responses, we show explicitly the relationship among the target allocation proportion, the bias of the randomization procedure from that target, and the variability induced by the randomization procedure. We also generalize this relationship for more than two…

多元分数协整的半参数估计AI 解读

We consider the semiparametric estimation of fractional cointegration in a multivariate process of cointegrating rank r > 0. We estimate the cointegrating relationships by the eigenvectors corresponding to the r smallest eigenvalues of an averaged periodogram matrix of tapered, differenced observations. The number of frequencies m used in the periodogram average is held fixed as the sample size grows. We first show that the averaged periodogram matrix converges in…

保序非参数回归及其条件分布与分位数函数估计应用AI 解读

In some regression problems we observe a “response” Yti to level t of a “treatment” applied to an individual with level Xi of a given characteristic, where it has been established that response is monotone increasing in the level of the treatment. A related problem arises when estimating conditional distributions, where the raw data are typically independent and identically distributed pairs (Xi, Zi), and Yti denotes the proportion of Zi's that do not exceed t. We expect the…

结肠癌发生中层级函数数据的小波非参数建模AI 解读

In this article we develop new methods for analyzing the data from an experiment using rodent models to investigate the effect of type of dietary fat on O6-methylguanine-DNA-methyltransferase (MGMT), an important biomarker in early colon carcinogenesis. The data consist of observed profiles over a spatial variable contained within a two-stage hierarchy, a structure that we dub hierarchical functional data. We present a new method providing a unified framework for modeling…

购买数量与时机的联合分布模型AI 解读

Prediction of purchase timing and quantity decisions of a household is an important element for success of any retailer. This is especially so for an online retailer, as the traditional brick-and-mortar retailer would be more concerned with total sales. A number of statistical models have been developed in the marketing literature to aid traditional retailers in predicting sales and analyzing the impact of various marketing activities on sales. However, there are two…

多维纵向数据的动态潜在特质模型AI 解读

This article presents a new approach for analysis of multidimensional longitudinal data, motivated by studies using an item response battery to measure traits of an individual repeatedly over time. A general modeling framework is proposed that allows mixtures of count, categorical, and continuous response variables. Each response is related to age-specific latent traits through a generalized linear model that accommodates item-specific measurement errors. A transition model…

遥远未来有多重要？公众减缓气候生态影响意愿的层级贝叶斯分析AI 解读

How much does the far future matter? This question lies at the heart of many important environmental policy issues, such as global climate change, biodiversity loss, and the disposal of radioactive waste. Although philosophers, experts, and others offer their viewpoints on this deep question, the solution to many environmental problems lies in the willingness of the public to bear significant costs now to make the far future a better place. Short of national plebiscites, the…

利用类星体碳 IV 吸收体估计宇宙大尺度结构AI 解读

Galaxies have long been known to form large clusters, and cosmologists are interested in characterizing this clustering as a way of studying the large-scale structure of the universe. This work is motivated by a data catalog consisting of information on lines of sight from Earth to distant quasi-stellar objects (QSO's) and the carbon IV absorbers that lie on them. The absorbers are believed to be gas clouds near galaxies too far away to be easily observed. Thus, the absorber…

阶段频数数据的参数变换估计AI 解读

We consider multistage development models that occur in the maturation of biological organisms, disease progressions, and industrial processes. The situations that we address are distinguished by the essentially destructive sampling required to assess the stage reached by each individual. We develop robust estimators of stage-dependent maturation rates and overall death rates using method of moments based on Laplace transforms, for which we develop variance estimates under…

终止事件发生时的复发事件频次AI 解读

Recurrent events arise in many longitudinal medical studies where time to a terminal event or failure is the primary endpoint. With incomplete follow-up data, the analysis of recurrent events is a challenge owing to their association with the failure. One specific quantity of interest rarely addressed in the statistical literature is the recurrence frequency at the failure time; an example is hospitalization frequency, which is often used as a rough measure of lifetime…