论文检索

具有一类单纯形约束的离散分布估计AI 解读

Simplex constraints, such as monotonicity and convexity or concavity on the probabilities of a set of discrete distributions, are useful for modeling and analyzing discrete data. This article considers both maximum likelihood estimation and Bayesian estimation of discrete distribution with a class of simplex constraints using the Expectation-Maximization (EM) algorithm and the data augmentation (DA) algorithm. The formulation and implementation of EM and DA for binomial,…

结局缺失、辅助变量及全有或全无依从下的随机癌症预防试验分析AI 解读

The Prostate Cancer Prevention Trial is a randomized chemoprevention trial designed to compare the effect of daily finasteride versus placebo on prostate cancer determined by biopsy. Investigators have scheduled a biopsy at the end of the trial in 7 years or following a positive prostate-specific antigen (PSA) on annual screening. The analysis will need to adjust for two likely complications. First, some subjects will not receive a biopsy, depending in part on whether or not…

随机过程的遍历性与稳定性AI 解读

Harris Markov chains ergodicity of non-Harris chains stochastic recursive sequences Markov chains in random environment multidimensional Markov processes two dimensional random walks three (and more) dimensional random walks continuous time Markov processes ergodicity of communication and queueing networks.

摘要暂缺

双抽样框调查的统计推断AI 解读

In a dual frame survey, samples are drawn independently from two overlapping frames that together cover the population of interest. Several estimators for population totals in dual frame surveys are discussed and compared under a unified setup. We propose jackknife variance estimators, establish their design consistency, and explore their finite-sample performance in a simulation study.

摘要暂缺

主研究与验证研究设计下含协变量误分类和测量误差的逻辑回归AI 解读

In epidemiological studies, continuous covariates often are measured with error and categorical covariates often are misclassified. Using the logistic regression model to represent the relationship between the binary outcome and the perfectly measured and classified covariates, the model for the observed main study data is derived. This derivation relies on the assumption that the error in the continuous covariates is multivariate normally distributed and uses a chain of…

心理学中的零假设检验争论AI 解读

A controversy concerning the usefulness of “null” hypothesis tests in scientific inference has continued in articles within psychology since 1960 and has recently come to a head, with serious proposals offered for a test ban or something close to it. This article sketches some of the views of statistical theory and practice among different groups of psychologists, reviews a recent book offering multiple perspectives on null hypothesis tests, and argues that the debate within…

基于秩的自回归阶数识别AI 解读

Optimal rank-based procedures have been derived for testing arbitrary linear restrictions on the parameters of autoregressive moving average (ARMA) models with unspecified innovation densities. The finite-sample performances of these procedures are investigated here in the context of AR order identification and compared to those of classical (partial correlograms and Lagrange multipliers) methods. The results achieved by rank-based methods are quite comparable, in the…

多变量判别分析AI 解读

Many statistical methods for discriminant analysis do not adapt well or easily to situations where the number of variables is large, possibly even exceeding the number of cases in the training set. We explore a variety of methods for providing robust identification of future samples in this situation. We develop a range of flexible Bayesian methods, and primarily a new hierarchical covariance compromise method, akin to regularized discriminant analysis. Although the methods…

非线性或非正态回归分析：基于似然的简便精确p值近似AI 解读

We develop simple approximations for the p values to use with regression models having linear or nonlinear parameter structure and normal or nonnormal error distribution; computer iteration then gives confidence intervals. Both frequentist and Bayesian versions are given. The approximations are derived from recent developments in likelihood analysis and have third-order accuracy. Also, for very small and medium-sized samples, the accuracy can typically be high. The…

方差分量模型的贝叶斯因子及其近似AI 解读

In this article we consider tests of variance components using Bayes factors. Such tests arise in many fields of application, including medicine, agriculture, and engineering. When using Bayes factors, the choice of prior distribution on the parameter of interest is of great importance; we propose a “unit-information” reference method for variance component models. The calculation of Bayes factors in this context is not straightforward; there are well-documented difficulties…

复发事件时间数据的条件回归分析AI 解读

Recurrence time data can be regarded as a specific type of correlated survival data in which recurrent event times of a subject are stochastically ordered. Given the ordinal nature of recurrence times, this article focuses on conditional regression analysis. A semiparametric hazards model, including the structural and episode-specific parameters, is proposed for recurrence time data. In this model the order of episodes serves as the stratification variable. Estimation of the…

多元分类响应的关联—边际建模：极大似然方法AI 解读

Generalized log-linear models can be used to describe the association structure and/or the marginal distributions of multivariate categorical responses. We simultaneously model the association structure and marginal distributions using association-marginal (AM) models, which are specially formulated generalized log-linear models that combine two models: an association (A) model, which describes the association among all the responses; and a marginal (M) model, which…

脑电轨迹的评价与比较：非平稳时间序列的潜在结构AI 解读

We explore and illustrate the use of time series decomposition methods for evaluating and comparing latent structure in nonstationary electroencephalographic (EEG) traces obtained from depressed patients during brain seizures induced as part of electroconvulsive therapy (ECT). Analysis of the patterns of change over time in the frequency structure of such EEG data provides insight into the neurophysiological mechanisms of action of this effective but poorly understood…

美国各州失业率的层级贝叶斯估计AI 解读

Under a federal-state cooperative program, the U.S. Bureau of Labor Statistics (BLS) publishes monthly unemployment rate estimates for its 50 states and the District of Columbia. The primary source of data for this estimation problem is the Current Population Survey (CPS). However, the CPS state unemployment rate estimates are unreliable, because the survey provides relatively few observations per state. Various federal agencies use state-level unemployment rate estimates…

流行病学分型数据建模与疾病传播的似然推断AI 解读

A model for epidemiologic typing data is introduced, and likelihood ratio methods are developed for evaluating these data as evidence about disease spread. The observed data consist of microorganism subtypes from an index case of infectious disease, cases clustered with the index case, and a reference sample. The likelihood methods are evaluated via probabilities of observing epidemiologic subtypes that represent strong and sometimes misleading evidence favoring one…

多准则决策合并：原住民捕鲸管理程序的竞争性开发AI 解读

International Whaling Commission management of aboriginal subsistence whaling will eventually use an aboriginal whaling management procedure (AWMP) chosen from a collection of candidate procedures after grueling simulation testing. An AWMP is a fully automatic algorithm designed to operate on the results of an assessment (i.e., a statistical estimation problem relying on sparse series of whale abundance data) to produce a catch limit in each year of real or simulated…

摘要暂缺

非可分时空平稳协方差函数类AI 解读

Suppose that a random process Z(s;t), indexed in space and time, has spatio-temporal stationary covariance C(h;u), where h ∈ ℝd (d ≥ 1) is a spatial lag and u ∈ ℝ is a temporal lag. Separable spatio-temporal covariances have the property that they can be written as a product of a purely spatial covariance and a purely temporal covariance. Their ease of definition is counterbalanced by the rather limited class of random processes to which they correspond. In this article we…

分位数回归的拟合优度及相关推断过程AI 解读

We introduce a goodness-of-fit process for quantile regression analogous to the conventional R2 statistic of least squares regression. Several related inference processes designed to test composite hypotheses about the combined effect of several covariates over an entire range of conditional quantile functions are also formulated. The asymptotic behavior of the inference processes is shown to be closely related to earlier p-sample goodness-of-fit theory involving Bessel…

单指标系数回归模型AI 解读

In this article we investigate a class of single-index coefficient regression models under dependence. This includes many existing models, such as the smooth transition threshold autoregressive (STAR) model of Chan and Tong, the functional-coefficient autoregressive (FAR) model of Chen and Tsay, and the single-index model of Ichimura. Compared to the varying-coefficient model of Hastie and Tibshirani, our model can avoid the curse of dimensionality in multivariate…

数据增广的参数扩展AI 解读

Viewing the observed data of a statistical model as incomplete and augmenting its missing parts are useful for clarifying concepts and central to the invention of two well-known statistical algorithms: expectation-maximization (EM) and data augmentation. Recently, Liu, Rubin, and Wu demonstrated that expanding the parameter space along with augmenting the missing data is useful for accelerating iterative computation in an EM algorithm. The main purpose of this article is to…

协方差矩阵的非共轭贝叶斯估计及其在层级模型中的应用AI 解读

The problem of estimating a covariance matrix in small samples has been considered by several authors following early work by Stein. This problem can be especially important in hierarchical models where the standard errors of fixed and random effects depend on estimation of the covariance matrix of the distribution of the random effects. We propose a set of hierarchical priors (HPs) for the covariance matrix that produce posterior shrinkage toward a specified structure—here…