日期精度：到日 2260 篇 · 到月 7741 篇 · 到年 0 篇
贝叶斯线性模型中收缩与选择的解耦：后验摘要视角
Selecting a subset of variables for linear models remains an active area of research. This article reviews many of the recent contributions to the Bayesian model selection and shrinkage prior literature. A posterior variable selection summary is proposed, which distills a full posterior distribution over regression coefficients into a sequence of sparse linear predictors.
利用皮层脑电时间序列研究有效脑连接的动态方向模型
We introduce a dynamic directional model (DDM) for studying brain effective connectivity based on intracranial electrocorticographic (ECoG) time series. The DDM consists of two parts: a set of differential equations describing neuronal activity of brain components (state equations), and observation equations linking the underlying neuronal states to observed data. When applied to functional MRI or EEG data, DDMs usually have complex formulations and thus can accommodate only…
幂变换成分数据的稳健主成分分析
Geochemical surveys collect sediment or rock samples, measure the concentration of chemical elements, and report these typically either in weight percent or in parts per million (ppm). There are usually a large number of elements measured and the distributions are often skewed, containing many potential outliers. We present a new robust principal component analysis (PCA) method for geochemical survey data, that involves first transforming the compositional data onto a…
订单簿数据的模拟与分析：队列反应模型
Through the analysis of a dataset of ultra high frequency order book updates, we introduce a model which accommodates the empirical properties of the full order book together with the stylized facts of lower frequency financial data. To do so, we split the time interval of interest into periods in which a well chosen reference price, typically the midprice, remains constant. Within these periods, we view the limit order book as a Markov queuing system. Indeed, we assume that…
事件何时发生影响其结果：内战持续时间与结局的 Copula 有序事件史分析
Scholars are interested in not just what event happens but also when the event happens. If there is dependence among events or dependence between time and events, however, the currently common methods (e.g., competing risks approaches) produce biased estimates. To deal with these problems, this article proposes a new method of copula-based ordered event history analysis (COEHA). A merit of working with copulas is that, whatever marginal distributions time and event variables…
通过贝叶斯平滑样条 ANOVA 校准含类别参数与相关输出的计算模型
It has become commonplace to use complex computer models to predict outcomes in regions where data do not exist. Typically these models need to be calibrated and validated using some experimental data, which often consists of multiple correlated outcomes. In addition, some of the model parameters may be categorical in nature, such as a pointer variable to alternate models (or submodels) for some of the physics of the system. Here, we present a general approach for…
统一野生动物种群捕获—再捕获与距离抽样调查的模型
A fundamental problem in wildlife ecology and management is estimation of population size or density. The two dominant methods in this area are capture-recapture (CR) and distance sampling (DS), each with its own largely separate literature. We develop a class of models that synthesizes them. It accommodates a spectrum of models ranging from nonspatial CR models (with no information on animal locations) through to DS and mark-recapture distance sampling (MRDS) models, in…
考虑多元环境因素的内陆与海上风电功率曲线估计
In the wind industry, a power curve refers to the functional relationship between the power output generated by a wind turbine and the wind speed at the time of power generation. Power curves are used in practice for a number of important tasks including predicting wind power production and assessing a turbine’s energy production efficiency. Nevertheless, actual wind power data indicate that the power output is affected by more than just wind speed. Several other…
非可忽略单调缺失纵向数据的灵活贝叶斯方法及精神分裂症试验应用
We develop a Bayesian nonparametric model for a longitudinal response in the presence of nonignorable missing data. Our general approach is to first specify a working model that flexibly models the missingness and full outcome processes jointly. We specify a Dirichlet process mixture of missing at random (MAR) models as a prior on the joint distribution of the working model. This aspect of the model governs the fit of the observed data by modeling the observed data…
分位数回归的模型稳健设计
We give methods for the construction of designs for regression models, when the purpose of the investigation is the estimation of the conditional quantile function, and the estimation method is quantile regression. The designs are robust against misspecified response functions, and against unanticipated heteroscedasticity. The methods are illustrated by example, and in a case study in which they are applied to growth charts.
利用多实验室高通量生物测量估计结构化协方差矩阵
We consider the problem of quantifying the degree of coordination between transcription and translation, in yeast. Several studies have reported a surprising lack of coordination over the years, in organisms as different as yeast and human, using diverse technologies. However, a close look at this literature suggests that the lack of reported correlation may not reflect the biology of regulation. These reports do not control for between-study biases and structure in the…
使用 ERIC 选择自适应 Lasso 的调节参数
The adaptive Lasso is a commonly applied penalty for variable selection in regression modeling. Like all penalties though, its performance depends critically on the choice of the tuning parameter. One method for choosing the tuning parameter is via information criteria, such as those based on AIC and BIC. However, these criteria were developed for use with unpenalized maximum likelihood estimators, and it is not clear that they take into account the effects of penalization.…
零膨胀与过度离散计数数据的位置、尺度和形状贝叶斯广义加性模型
Frequent problems in applied research preventing the application of the classical Poisson log-linear model for analyzing count data include overdispersion, an excess of zeros compared to the Poisson distribution, correlated responses, as well as complex predictor structures comprising nonlinear effects of continuous covariates, interactions or spatial effects. We propose a general class of Bayesian generalized additive models for zero-inflated and overdispersed count data…
椭圆轮廓逆向预测变量下的回归充分降维
There are two general approaches based on inverse regression for estimating the linear sufficient reductions for the regression of Y on X: the moment-based approach such as SIR, PIR, SAVE, and DR, and the likelihood-based approach such as principal fitted components (PFC) and likelihood acquired directions (LAD) when the inverse predictors, X|Y, are normal. By construction, these methods extract information from the first two conditional moments of X|Y; they can only…
含测量误差形状数据的大小与形状分析
We consider the problem of comparing sizes and shapes of objects when landmark data are prone to measurement error. We show that naive implementation of ordinary Procrustes analysis that ignores measurement error can compromise inference. To account for measurement error, we propose the conditional score method for matching configurations, which guarantees consistent inference under mild model assumptions. The effects of measurement error on inference from naive Procrustes…
平稳函数型时间序列的预测
This article addresses the prediction of stationary functional time series. Existing contributions to this problem have largely focused on the special case of first-order functional autoregressive processes because of their technical tractability and the current lack of advanced functional time series methodology. It is shown here how standard multivariate prediction techniques can be used in this context. The connection between functional and multivariate predictions is…
基于自适应朴素贝叶斯核机器模型的疾病风险分类
Genetic studies of complex traits have uncovered only a small number of risk markers explaining a small fraction of heritability and adding little improvement to disease risk prediction. Standard single marker methods may lack power in selecting informative markers or estimating effects. Most existing methods also typically do not account for non-linearity. Identifying markers with weak signals and estimating their joint effects among many non-informative markers remains…
高维工具变量回归的正则化方法及遗传基因组学应用
In genetical genomics studies, it is important to jointly analyze gene expression data and genetic variants in exploring their associations with complex traits, where the dimensionality of gene expressions and genetic variants can both be much larger than the sample size. Motivated by such modern applications, we consider the problem of variable selection and estimation in high-dimensional sparse instrumental variables models. To overcome the difficulty of high…
非对称独立成分分析的 R 估计
Independent component analysis (ICA) recently has attracted much attention in the statistical literature as an appealing alternative to elliptical models. Whereas k-dimensional elliptical densities depend on one single unspecified radial density, however, k-dimensional independent component distributions involve k unspecified component densities. In practice, for given sample size n and dimension k, this makes the statistical analysis much harder. We focus here on the…
变指标系数模型
It has been a long history of using interactions in regression analysis to investigate alterations in covariate-effects on response variables. In this article, we aim to address two kinds of new challenges arising from the inclusion of such high-order effects in the regression model for complex data. The first kind concerns a situation where interaction effects of individual covariates are weak but those of combined covariates are strong, and the other kind pertains to the…
兼顾效率与伦理的协变量调整响应自适应设计统一族
Response-adaptive designs have recently attracted more and more attention in the literature because of its advantages in efficiency and medical ethics. To develop personalized medicine, covariate information plays an important role in both design and analysis of clinical trials. A challenge is how to incorporate covariate information in response-adaptive designs while considering issues of both efficiency and medical ethics. To address this problem, we propose a new and…
结构化 logistic–normal 混合模型的亚组分析推断
In this article, we propose a statistical model for the purpose of identifying a subgroup that has an enhanced treatment effect as well as the variables that are predictive of the subgroup membership. The need for such subgroup identification arises in clinical trials and in market segmentation analysis. By using a structured logistic-normal mixture model, our proposed framework enables us to perform a confirmatory statistical test for the existence of subgroups, and at the…
仅用汇总统计量的异质研究多变量元分析：效率与稳健性
Meta-analysis has been widely used to synthesize evidence from multiple studies for common hypotheses or parameters of interest. However, it has not yet been fully developed for incorporating heterogeneous studies, which arise often in applications due to different study designs, populations, or outcomes. For heterogeneous studies, the parameter of interest may not be estimable for certain studies, and in such a case, these studies are typically excluded from conventional…
多个高斯图模型的贝叶斯推断
In this paper, we propose a Bayesian approach to inference on multiple Gaussian graphical models. Specifically, we address the problem of inferring multiple undirected networks in situations where some of the networks may be unrelated, while others share common features. We link the estimation of the graph structures via a Markov random field (MRF) prior which encourages common edges. We learn which sample groups have a shared graph structure by placing a spike-and-slab…