论文检索

贝叶斯方法的经验有效性AI 解读

SUMMARY The ideas in Kolmogorov's programme for algorithmic substantiation of applications of probability make it possible to define a measure of disagreement between the probability distribution representing the attitude of a coherent individual towards a random experiment and the outcome of the experiment. When there is agreement we say that the probability distribution is empirically valid. We prove quantitatively that formulae of Bayesian statistics transform empirically…

球面中位轴AI 解读

SUMMARY In an earlier paper, Fisher defined the notion of a median direction for data from a unimodal distribution of three-dimensional unit vectors and studied its statistical properties. Corresponding notions of a median axis for bipolar axial or great circle data were also suggested but not analysed. This paper gives a statistical treatment of spherical median axes, including their asymptotic relative efficiencies, and a comparison with the customary principal or polar…

连续比例向量的时间序列模型AI 解读

SUMMARY A vector of continuous proportions consists of the proportions of some total accounted for by its constituent components. An example is the proportions of world motor vehicle production by Japan, the USA and all other countries. We consider the situation where time series data are available and where interest focuses on the proportions rather than the actual amounts. Reasons for analysing such times series include estimation of the underlying trend, estimation of the…

两个正则假设的析取下 Wald 统计量的行为AI 解读

SUMMARY Occasionally hypotheses arise which, although not themselves regular, have the logical structure of the disjunction of two, or in general several, regular hypotheses. An example of such a hypothesis is that of collapsibility in a three-way contingency table as defined by Whittemore. When such a hypothesis is to be tested, a Wald test appears, superficially, to offer a convenient solution. However, closer inspection reveals that the irregularity intrinsic to such…

逻辑回归模型的稳健性AI 解读

SUMMARY We investigate robustness in the logistic regression model. Copas has studied two forms of robust estimator: A robust-resistant estimate of Pregibon and an estimate based on a misclassification model. He concluded that robust-resistant estimates are much more biased in small samples than the usual logistic estimate is and recommends a bias-corrected version of the misclassification estimate. We show that there are other versions of robust-resistant estimates which…

次序统计量的对偶原理AI 解读

SUMMARY We establish a duality principle for order statistics in the arbitrary case, using which many known dual results on order statistics can be deduced without a formal proof. The literature on order statistics is rich with such dual pairs derived under different assumptions such as continuity, absolute continuity, exchangeability, etc.

各向异性粒子问题的形状分析AI 解读

SUMMARY The problem of inferring the shape distribution of anisotropically oriented spheroidal particles from their elliptical traces in planar samples is addressed by generalizing a size-shape independence condition suggested by Wicksell in his original discussion of the corpuscle problem. Shape statistics are introduced through which the eccentricities of the sampled ellipses may be related to some suitably defined moments of the underlying particle shape distribution,…

广义线性模型的改进得分检验AI 解读

SUMMARY We present, in matrix notation, an asymptotic expansion for the null distribution of the score statistic in generalized linear models, corrected up to order n −1 where n is the sample size. The expansion has advantages for numerical purposes because it requires only simple operations on matrices. It is also sufficiently simple to be used analytically to obtain several closed form expressions, analogous to Bartlett corrections, in a variety of important score tests.…

连续体回归与岭回归AI 解读

SUMMARY We demonstrate the close relationship between first-factor continuum regression and standard ridge regression. The difference is that continuum regression inserts a scalar compensation factor for that part of the shrinkage in ridge regression that has no connection with tendencies towards collinearity. We interpret this to mean that first-factor continuum regression is preferable in principle to ridge regression if we want protection against near collinearity but do…

插值构造的非参数预测区间与置信区间AI 解读

SUMMARY In several important statistical problems, prediction intervals and confidence intervals can be constructed with coverage levels which are known precisely but cannot be rendered equal to predetermined levels such as 0.95. One solution to this difficulty is to interpolate between such intervals. We show that simple linear interpolation reduces the order of coverage error, but that higher orders of interpolation produce no further improvement. The error is reduced by a…

动态层级模型AI 解读

SUMMARY An analysis of a time series of cross-sectional data is considered under a Bayesian perspective. Information is modelled in terms of prior distributions and stratified parametric linear models developed by Lindley and Smith and dynamic linear models developed by Harrison and Stevens are merged into a general framework. This is shown to include many models proposed in econometrics and experimental design. Properties of the model are derived and shrinkage estimators…

渐近展开的符号计算工具AI 解读

SUMMARY This paper describes a collection of procedures for the systematic computation of asymptotic expansions that are common in statistical theory and practice: expansions of functions of sums of independent and identically distributed random variables. The procedures permit the expansion of maximum likelihood estimates, the associated deviance or drop in likelihood and more general functions of random variables with distributions involving one or more parameters. The…

从图像去模糊到最优投资：正性线性逆问题的极大似然解法AI 解读

SUMMARY The problem of recovering an input signal from a blurred output, in an input-output system with linear distortion, is ubiquitous in science and technology. When the blurred output is not degraded by statistical noise the problem is entirely deterministic and amounts to a mathematical inversion of a linear system with positive parameters, subject to positivity constraints on the solution. We show that all such linear inverse problems with positivity restrictions…

曲线数据的典型相关分析AI 解读

SUMMARY It is not immediately straightforward to extend canonical correlation analysis to the context of functional data analysis, where the data are themselves curves or functions. The obvious approach breaks down, and it is necessary to use a method involving smoothing in some way. Such a method is introduced and discussed with reference to a data set on human gait. The breakdown of the unsmoothed method is illustrated in a practical context and is demonstrated…

时间序列中的异常值检测AI 解读

SUMMARY The estimation and detection of outliers in a time series generated by a Gaussian auto-regressive moving average process is considered. It is shown that the estimation of additive outliers is directly related to the estimation of missing or deleted observations. A recursive procedure for computing the estimates is given. Likelihood ratio and score criteria for detecting additive outliers are examined and are shown to be closely related to the leave-k-out diagnostics…

利用非参数回归检验线性关系AI 解读

SUMMARY The problem of checking the linearity of a regression relationship is addressed through the idea of smoothing of a residual plot. A pseudolikelihood ratio test statistic, which measures the distance between the nonparametric and the parametric models, is derived as a ratio of quadratic forms. The distribution of this statistic under the null hypothesis of linearity is calculated numerically by using Johnson curves. A power study shows the new statistic to be more…

针对非线性备择关系的相关性检验AI 解读

SUMMARY A new class of statistics for detecting association between two variables is proposed. The statistics improve on traditional correlation coefficients by being sensitive to U-shaped and other non-linear relationships between the variables. If both variables are one dimensional, they can be simply defined in terms of ranks, so that their null distributions can in principle be tabulated. Asymptotic discrimination of order n− 1/2 is obtained for any alternative of a…

同时具有置信区间性质的贝叶斯区间估计AI 解读

SUMMARY Let Y 1, . . ., Yn denote independent observations each distributed according to a distribution depending on a scalar parameter θ suppose that we are interested in constructing an interval estimate for θ. One approach is to use Bayesian inference. For a given prior density, we can construct an interval such that the posterior probability that θ lies in the interval is some specified value. In this paper, a method is given for constructing a Bayesian interval estimate…

密度估计非参数反卷积的傅里叶方法AI 解读

SUMMARY We consider the problem of constructing a nonparametric estimate of a probability density function h from independent random samples of observations from densities a and f, when a represents the convolution of h and f. Our approach is based on truncated Fourier inversion, in which the truncation point plays the role of a smoothing parameter. We derive the asymptotic mean integrated squared error of the estimate and use this formula to suggest a simple practical…

通过层析成像进行多维密度估计AI 解读

SUMMARY The paper explores the application of the filtered backprojection algorithm of computerized tomography to statistical smoothing of multidimensional densities. The method makes use of automated one-dimensional density smoothers to obtain an automated smoothed multidimensional density. No structural assumptions such as additivity or log-additivity are used. An important computational aspect of this method is its inherently parallel structure. We demonstrate linear…

方差异质性建模：残差最大似然与诊断AI 解读

SUMMARY The assumption of equal variance in the normal regression model is not always appropriate. to attempt to eliminate unequal variance a transformation is often used but if the transformation is not successful, or the variances are of intrinsic interest, it may be necessary to model the variances in some way. We consider the normal regression model when log-linear dependence of the variances on explanatory variables is suspected. Detection of the dependence, estimation…

用交互样条模型拟合多元回归函数AI 解读

SUMMARY In nonparametric multivariate regression analysis, we seek methods to reduce the dimensionality of the regression function to bypass the difficulty caused by the curse of dimensionality. The original additive models approximate a regression function by additive univariate functions, which overcome successfully the difficulty caused by the curse of dimensionality and have a clear interpretation. But since they ignore any interactions between regressors they are not…

调整剖面似然计算的一则说明AI 解读

SUMMARY An adjustment to the profile likelihood examined by Cox and Reid required orthogonalization of the nuisance parameters with respect to the parameter of interest. An approximation to the adjusted profile likelihood not requiring explicit orthogonalization is derived and exemplified.

利用分块 Levinson 方法计算多元 ARMA 模型的理论自协方差AI 解读

SUMMARY A closed form expression relating the theoretical autocovariances of a multivariate autoregressive moving average (ARMA) model to the ARMA parameters in terms of a system of linear equations has been presented recently. Using this result and the special Hankel plus Toeplitz structure of the coefficient matrix obtained after suitable partitioning, this paper presents a method for computing multivariate autocovariance functions that is based on a block Levinson…