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狄利克雷过程混合模型的边际似然与贝叶斯因子AI 解读

We present a method for comparing semiparametric Bayesian models, constructed under the Dirichlet process mixture (DPM) framework, with alternative semiparameteric or parameteric Bayesian models. A distinctive feature of the method is that it can be applied to semiparametric models containing covariates and hierarchical prior structures, and is apparently the first method of its kind. Formally, the method is based on the marginal likelihood estimation approach of Chib (1995)…

全基因组 DNA 匹配中的异常检测与错误发现率AI 解读

We define a statistic, called the matching statistic, for locating regions of the genome that exhibit excess similarity among cases when compared to controls. Such regions are reasonable candidates for harboring disease genes. We find the asymptotic distribution of the statistic while accounting for correlations among sampled individuals. We then use the Benjamini and Hochberg false discovery rate (FDR) method for multiple hypothesis testing to find regions of excess…

广义自回归移动平均模型AI 解读

A class of generalized autoregressive moving average (GARMA) models is developed that extends the univariate Gaussian ARMA time series model to a flexible observation-driven model for non-Gaussian time series data. The dependent variable is assumed to have a conditional exponential family distribution given the past history of the process. The model estimation is carried out using an iteratively reweighted least squares algorithm. Properties of the model, including…

聚类生存数据中脆弱性测量误差模型的 SIMEX 函数型推断AI 解读

We consider frailty models for clustered survival data in the presence of measurement errors in covariates. We first show that when the measurement error is accounted for in a full likelihood analysis but the distribution of the unobserved covariate is misspecified, the maximum likelihood estimators are asymptotically biased, especially for the variance component, whose bias can be substantial. We then discuss making inference using functional estimation via the SIMEX method…

近周期马尔可夫链蒙特卡洛算法的渐近方差与收敛速度AI 解读

This article considers nearly-periodic Markov chains that may have excellent functional estimation properties but poor distributional convergence rate. It shows how simple modifications of the chain (involving using a random number of iterations) can greatly improve the distributional convergence of the chain. Various theoretical results about convergence rates of the modified chains are proven. A number of examples, including a transdimensional Markov chain Monte Carlo…

两阶段抽样回归问题的伪得分估计量AI 解读

Two-phase stratified sampling designs yield efficient estimates of population parameters in regression models while minimizing the costs of data collection. In measurement error problems, for example, error-free covariates are ascertained only for units selected in a validation sample. Estimators proposed heretofore for such designs require all units to have positive probability of being selected. We describe a new semiparametric estimator that relaxes this assumption and…

存在异方差与相关性的群组排名分布AI 解读

In one-way analysis of variance, a main interest is in differences among the groups that comprise the population. For a given parameter, such as a mean value, data yield parameter estimates for each group, as well as group rankings based on these statistics. Here ranking probabilities are studied under the assumption that parameter estimates are well approximated by a normal distribution, either in finite samples or asymptotically, with possible intergroup heteroscedasticity…

扩散估计量的重新审视及其在金融模型检验中的应用AI 解读

Time-homogeneous diffusion models have been widely used for describing the stochastic dynamics of the underlying economic variables. Recently, Stanton proposed drift and diffusion estimators based on a higher-order approximation scheme and kernel regression method. He claimed that “higher order approximations must outperform lower order approximations” and concluded nonlinearity in the instantaneous return function of short-term interest rates. To examine the impact of…

通过交替子空间张成重采样加速马尔可夫链蒙特卡洛模拟AI 解读

This article provides a simple method to accelerate Markov chain Monte Carlo sampling algorithms, such as the data augmentation algorithm and the Gibbs sampler, via alternating subspace-spanning resampling (ASSR). The ASSR algorithm often shares the simplicity of its parent sampler but has dramatically improved efficiency. The methodology is illustrated with Bayesian estimation for analysis of censored data from fractionated experiments. The relationships between ASSR and…

基于提升秩协方差矩阵的回归系数估计AI 解读

We introduce a new equivariant estimation method of the parameters of the multivariate regression model with q responses and p regressors. The estimate matrix is derived from the lift rank covariance matrix (LRCM) where the lift rank vectors are based on the Oja criterion function. The k = p + q variate ranks and k + 1 variate lift ranks are constructed using hyperplanes (or fits) going through k observations. The new LRCM regression estimate and the least squares (LS)…

部分观测多元数据的边缘检测、空间平滑与图像重建AI 解读

Situations with incomplete multivariate spatial data on a lattice are considered. The goal is to impute the missing data in the presence of edges or boundaries and recover the image. Two methods based on Bayesian hierarchical models that iterate between edge detection and spatial smoothing to impute the missing data within identified homogeneous regions are examined. Their performance is compared with another method that imputes the missing values using edge-preserving…

稳健间接推断AI 解读

In this article we develop robust indirect inference for a variety of models in a unified framework. We investigate the local robustness properties of indirect inference and derive the influence function of the indirect estimator, as well as the level and power influence functions of indirect tests. These tools are then used to design indirect inference procedures that are stable in the presence of small deviations from the assumed model. Although indirect inference was…

每日生育力标记的贝叶斯建模AI 解读

Cervical mucus hydration increases during the fertile interval before ovulation. Because sperm can only penetrate mucus having a high water content, cervical secretions provide a reliable marker of the fertile days of the menstrual cycle. This article develops a Bayesian approach for modeling of daily observations of cervical mucus and applies the approach to assess heterogeneity among women and cycles from a given woman with respect to the increase in mucus hydration during…

未控制混杂与应答偏差的先验分布对推断的影响AI 解读

This article examines the potential for misleading inferences from conventional analyses and sensitivity analyses of observational data, and describes some proposed solutions based on specifying prior distributions for uncontrolled sources of bias. The issues are illustrated in a sensitivity analysis of confounding in a study of residential wire code and childhood leukemia and in a pooled analysis of 12 studies of magnetic-field measurements and childhood leukemia. Both…

相关多变量均值的筛选AI 解读

Quantitative performance monitoring of health care providers has become an increasingly prominent activity in health care delivery. As a consequence, multidimensional “report cards” comparing the quality of services provided by diverse health care organizations have begun to appear. We present a case study examining the performance of 22 geographically defined health care systems, known as Veterans Integrated Service Networks; involving the treatment of more than 37,000…

统计逆问题的双重平滑 EM 算法AI 解读

Recent results on discretization effects in unfolding intensity function of an indirectly observed nonhomogeneous Poisson process show that a critical feasibility condition for the strong L2 consistency of the histogram sieve maximum likelihood estimates requires that the approximation error of the function of interest with step functions tend to 0 faster than the squared singular values of the discretized folding operator. This condition may not be fulfilled in some…

高维协变量下的加性条件分位数AI 解读

We investigate the estimation of the conditional quantile when many covariates are involved. In particular, we model the conditional quantile of a response as a nonlinear additive function of relevant covariates. For this setup, we propose a nonparametric smoother to estimate the unknown functions. The estimator provides direct computation of the nonlinear functions. Because it does not require any iteration, the estimator allows fast and routine data analysis. On the…

利用二代罹患率估计疫苗效力AI 解读

Epidemiologists have used secondary attack rates (SARs) to estimate the protective effects of vaccination since the 1930s. SARs can also be used to estimate the effect of vaccination on reducing infectiousness in breakthrough cases. The conventional SAR approach has been to pool the denominators and numerators across transmission units, then to use a confidence interval for a simple relative risk. We demonstrate appropriate model-based methods to estimate vaccine efficacy…

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允许序约束与边际建模的扩展 RC 关联模型AI 解读

In the context of two-way contingency tables, the RC model may be seen as a way of modeling the set of log-odds ratios for adjacent 2 × 2 subtables through row and column scores. This article presents an extended class of RC models that allows simultaneous modeling of the marginal distributions and the association between two categorical variables; these components are parameterized with logits and log-odds ratios that may be of different types (e.g., global or continuation)…

排序集样本中的秩回归AI 解读

The use of statistical methods based on ranked-set sampling can lead to a substantial improvement over analog methods associated with simple random sampling schemes. This article develops a rank-based estimator and testing procedures for linear models for ranked-set samples. The estimator is defined as the minimizer of the rank dispersion function with Wilcoxon scores. It is shown that the estimator of the regression parameter is asymptotically normal and has higher Pitman…