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纵向数据的简约协方差矩阵估计AI 解读

This article proposes a data-driven method to identify parsimony in the covariance matrix of longitudinal data and to exploit any such parsimony to produce a statistically efficient estimator of the covariance matrix. The approach parameterizes the covariance matrix through the Cholesky decomposition of its inverse. For longitudinal data, this is a one-step-ahead predictive representation, and the Cholesky factor is likely to have off-diagonal elements that are zero or close…

空间信号的非参数假设检验AI 解读

Nonparametric hypothesis testing for a spatial signal can involve a large number of hypotheses. For instance, two satellite images of the same scene, taken before and after an event, could be used to test a hypothesis that the event has no environmental impact. This is equivalent to testing that the mean difference of “after-before” is zero at each of the (typically thousands of) pixels that make up the scene. In such a situation, conventional testing procedures that control…

病态逆问题中基于坐标的类经验似然估计AI 解读

In the context of a semiparametric regression model with underlying probability distribution unspecified, an extremum estimator formulation is proposed that makes use of empirical likelihood and information theoretic estimation and inference concepts to mitigate the problem of an ill-conditioned design matrix. A squared error loss measure is used to assess estimator performance in finite samples. In large samples, the estimator can be designed to be consistent and…

多重比较秩统计量的精确分布AI 解读

Computation of exact p values of multiple comparisons rank statistics is often a very time-consuming task. In some cases approximations are available, but they are often unsatisfactory when samples are small or the number of ties is large. Some existing tables of exact critical values contain errors and are limited to small samples without ties and to Wilcoxon scores. Therefore, this article proposes a new algorithm to compute exact p values of generalized Steel statistics…

用 Pólya 树混合建模回归误差AI 解读

We model the error distribution in the standard linear model as a mixture of absolutely continuous Polya trees constrained to have median 0. By considering a mixture, we smooth out the partitioning effects of a simple Polya tree and the predictive error density has a derivative everywhere except 0. The error distribution is centered around a standard parametric family of distributions and thus may be viewed as a generalization of standard models in which important,…

含删失与协变量测量误差的非线性混合效应联合模型：艾滋病研究应用AI 解读

In recent years AIDS researchers have shown great interest in the study of HIV viral dynamics. Nonlinear mixed-effects models (NLMEs) have been proposed for modeling intrapatient and interpatient variations in viral load measurements. The interpatient variation often receives great attention and may be partially explained by time-varying covariates, such as CD4 cell counts. Statistical analyses in these studies are complicated by the following problems: (a) the viral load…

利用大量预测变量的主成分进行预测AI 解读

This article considers forecasting a single time series when there are many predictors (N) and time series observations (T). When the data follow an approximate factor model, the predictors can be summarized by a small number of indexes, which we estimate using principal components. Feasible forecasts are shown to be asymptotically efficient in the sense that the difference between the feasible forecasts and the infeasible forecasts constructed using the actual values of the…

半参数线性混合模型的独立同分布蒙特卡洛算法AI 解读

Hybrid versions of independent and identically distributed weighted Chinese restaurant (WCR) algorithms are developed for inference in semiparametric linear mixed models under minimal assumptions for the random-effects distributions. The WCR method of working with the posterior partition structure leads to Rao–Blackwell estimates for higher-order moments of random effects, such as skewness and kurtosis, and can be used to estimate densities for random effects. A key feature…

评价疾病生物标志物的半参数ROC分析AI 解读

The receiver operating characteristic (ROC) curve is a popular method for characterizing the accuracy of diagnostic tests when test results are not binary. Various methodologies for estimating and comparing ROC curves have been developed. One approach, due to Pepe, uses a parametric regression model ROCx(u) = g(h0(u) + θ'0x) with the baseline function h0(u) specified up to a finite-dimensional parameter. In this article we extend the regression models by allowing arbitrary…

社会网络分析的潜在空间方法AI 解读

Network models are widely used to represent relational information among interacting units. In studies of social networks, recent emphasis has been placed on random graph models where the nodes usually represent individual social actors and the edges represent the presence of a specified relation between actors. We develop a class of models where the probability of a relation between actors depends on the positions of individuals in an unobserved “social space.” We make…

聚类不完整纵向数据的边际分析方法AI 解读

Inverse probability–weighted generalized estimating equations are commonly used to deal with incomplete longitudinal data arising from a missing-at-random mechanism when the marginal means are of primary interest. In many cases, however, the repeated measurements themselves may arise in clusters, which leads to both a cross-sectional and a longitudinal correlation structure. In some applications, the degree of these types of correlation may become of scientific interest.…

部分线性单指标模型的惩罚样条估计AI 解读

Single-index models are potentially important tools for multivariate nonparametric regression. They generalize linear regression by replacing the linear combination α0Tx with a nonparametric component, η0(α0Tx), where η0(·) is an unknown univariate link function. By reducing the dimensionality from that of a general covariate vector x to a univariate index α0Tx, single-index models avoid the so-called “curse of dimensionality.” We propose penalized spline (P-spline)…

两阶段自适应设计的统一理论AI 解读

Adaptation of a clinical trial occurs when there is a change from the planned course of action in design, sample size, or method of analysis. There are many proposed adaptations in the literature, but no comprehensive mathematical theory to support them. The standard Neyman–Pearson theory is not suitable for the setting, and its use may result in invalid inference. This article provides a general formulation of adaptation, under which its validity can be broadly and…

最近邻方差估计（NNVE）AI 解读

Robust covariance estimation commonly proceeds by downweighting outliers. In this article we measure the “outlyingness” of a data point by the standardized distance between the point and its Kth nearest neighbor. The appropriate weights for robust estimation are found by a model-based mixture modeling approach that follows from considering the data cloud as a realization of a high-dimensional point process. To correct a potential bias when there are no outliers, we introduce…

品牌选择行为的半参数估计AI 解读

In the marketing literature there does not seem to be a widely accepted answer to the question of whether, when purchasing brands in a given product category, consumers react differently to a reduction in price and an increase in the deal discount. Previous studies that have attempted to address this issue have assumed that prices and deals have a linear effect on a brand's indirect utility. In this article, we estimate the utility of price and discount nonparametrically.…

发现与癌症相关的基因组异常组合AI 解读

This article introduces a model-based statistical methodology for the analysis of copy-number variations in cancer genomes measured by comparative genomic hybridization. The methodology allows one to infer combinations of genomic aberrations associated with the cancer phenotype. The stochastic model conjoins two features of cancer biology to infuse some context into an otherwise unsupervised learning problem. It asserts random genomic instability in a potential progenitor…

Satterthwaite 比值类的鞍点近似与自助法推断AI 解读

Saddlepoint approximations are developed for the distributions of Satterthwaite F-type statistics that arise in ANOVA with balanced random-effects models. Such statistics are commonly used in variance component testing and confidence interval construction, because exact F pivotals usually do not exist. The approximations are shown to be uniform in their right tails, and the limiting relative errors for distribution approximations are determined. Based on these…

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二元平均剩余寿命函数的非参数估计AI 解读

In many statistical studies involving failure data, mean residual life function is of prime importance. The bivariate mean residual life function has received relatively less attention in the literature. In this article we use a simple nonparametric estimator for a bivariate mean residual life function. The estimator is shown to be uniformly strongly consistent and, on proper normalization, converges weakly to a zero-mean bivariate Gaussian process. Numerical studies…

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广义线性模型中的预测式变量选择AI 解读

Here we extend predictive method for model selection of Laud and Ibrahim to the generalized linear model. This prescription avoids the need to directly specify prior probabilities of models and prior densities for the parameters. Instead, a prior prediction for the response induces the required priors. We propose normal and conjugate priors for generalized linear models, each using a single prior prediction for the mean response to induce suitable priors for each…

随访时间的最优设计AI 解读

Studies of time-to-event are often conducted using follow-up sessions with subjects at risk. When these sessions must be widely spaced, their timing can significantly affect the efficiency of a study design. In this article we analyze the optimal timing of follow-up from a Bayesian decision theoretic standpoint. The article has two goals: (1) to develop the necessary distributional theory and computational approaches to determine optimal sequential and nonsequential…

中位数回归模型线性性的自适应速率最优检验AI 解读

This article is concerned with testing the hypothesis that a conditional median function is linear against a nonparametric alternative with unknown smoothness. We develop a test that is uniformly consistent against alternatives whose distance from the linear model converges to zero at the fastest possible rate. The test does not require knowledge of the distribution of the model's random noise component, and it permits conditional heteroscedasticity of unknown form. The…