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Second-Order Analysis of Inhomogeneous Spatial Point Processes With Proportional Intensity Functions

强度函数成比例的非齐次空间点过程二阶分析

We consider pairs of spatial point processes with intensity functions sharing a common multiplicative term. We introduce two novel approaches to estimating the pair correlation function for one of the point processes by treating the other as a baseline so as to account for the unspecified part of the intensity functions. The first approach is based on nonparametric kernel-smoothing, whereas the second approach uses a conditional likelihood estimation approach to fit a…

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Covariate Bias Induced by Length-Biased Sampling of Failure Times

失效时间长度偏倚抽样引起的协变量偏倚

Although many authors have proposed different approaches to the analysis of length-biased survival data, a number of issues have not been fully addressed. The most important among these issues is perhaps that regarding inclusion of covariates into the analysis of length-biased lifetime data collected through cross-sectional sampling of a population. One aspect of this problem, which appears to have been neglected in the literature, concerns the effect of length bias on the…

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A Unified Approach to Nonparametric Comparison of Receiver Operating Characteristic Curves for Longitudinal and Clustered Data

纵向与聚类数据中ROC曲线非参数比较的统一方法

We present a unified approach to nonparametric comparisons of receiver operating characteristic (ROC) curves for a paired design with clustered data. Treating empirical ROC curves as stochastic processes, their asymptotic joint distribution is derived in the presence of both between-marker and within-subject correlations. A Monte Carlo method is developed to approximate their joint distribution without involving nonparametric density estimation. The developed theory is…

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Survival Analysis With Quantile Regression Models

使用分位数回归模型进行生存分析

Quantile regression offers great flexibility in assessing covariate effects on event times, thereby attracting considerable interests in its applications in survival analysis. But currently available methods often require stringent assumptions or complex algorithms. In this article we develop a new quantile regression approach for survival data subject to conditionally independent censoring. The proposed martingale-based estimating equations naturally lead to a simple…

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Cure Rate Model With Mismeasured Covariates Under Transformation

协变量变换下含测量误差的治愈率模型

Cure rate models explicitly account for the survival fraction in failure time data. When the covariates are measured with errors, naively treating mismeasured covariates as error-free would cause estimation bias and thus lead to incorrect inference. Under the proportional hazards cure model, we propose a corrected score approach as well as its generalization, and implement a transformation on the mismeasured covariates toward error additivity and/or normality. The corrected…

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Sufficient Dimension Reduction With Missing Predictors

预测变量缺失时的充分降维

In high-dimensional data analysis, sufficient dimension reduction (SDR) methods are effective in reducing the predictor dimension, while retaining full regression information and imposing no parametric models. However, it is common in high-dimensional data that a subset of predictors may have missing observations. Existing SDR methods resort to the complete-case analysis by removing all the subjects with missingness in any of the predictors under inquiry. Such an approach…

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Trimmed Comparison of Distributions

分布的修剪比较

This article introduces an analysis of similarity of distributions based on the L2-Wasserstein distance between trimmed distributions. Our main innovation is the use of the impartial trimming methodology, already considered in robust statistics, which we adapt to this setup. Instead of simply removing data at the tails to provide some robustness to the similarity analysis, we develop a data-driven trimming method aimed at maximizing similarity between distributions.…

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Penalized Clustering of Large-Scale Functional Data With Multiple Covariates

含多个协变量的大规模函数数据惩罚聚类

In this article we propose a penalized clustering method for large-scale data with multiple covariates through a functional data approach. In our proposed method, responses and covariates are linked together through nonparametric multivariate functions (fixed effects), which have great flexibility in modeling various function features, such as jump points, branching, and periodicity. Functional ANOVA is used to further decompose multivariate functions in a reproducing kernel…

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Efficient and Doubly Robust Imputation for Covariate-Dependent Missing Responses

协变量依赖的响应缺失下高效且双重稳健的插补

In this article we study a well-known response missing-data problem. Missing data is an ubiquitous problem in medical and social science studies. Imputation is one of the most popular methods for dealing with missing data. The most commonly used imputation that makes use of covariates is regression imputation, in which the regression model can be parametric, semiparametric, or nonparametric. Parametric regression imputation is efficient but is not robust against…

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Fiducial Intervals for Variance Components in an Unbalanced Two-Component Normal Mixed Linear Model

非平衡双分量正态混合线性模型中方差分量的信赖区间

In this article we propose a new method for constructing confidence intervals for σα2,σϵ2, and the intraclass correlation ρ==σα2(σα2++σε2) in a two-component mixed-effects linear model. This method is based on an extension of R. A. Fisher's fiducial argument. We conducted a simulation study to compare the resulting interval estimates with other competing confidence interval procedures from the literature. Our results demonstrate that the proposed fiducial intervals have…

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Semiparametric Analysis of Heterogeneous Data Using Varying-Scale Generalized Linear Models

利用变尺度广义线性模型对异质数据进行半参数分析

This article describes a class of heteroscedastic generalized linear regression models in which a subset of the regression parameters are rescaled nonparametrically, and develops efficient semiparametric inferences for the parametric components of the models. Such models provide a means to adapt for heterogeneity in the data due to varying exposures, varying levels of aggregation, and so on. The class of models considered includes generalized partially linear models and…

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Current Methods for Recurrent Events Data With Dependent Termination

存在依赖性终止时复发事件数据的现有分析方法

There has been a recent surge of interest in modeling and methods for analyzing recurrent events data with risk of termination dependent on the history of the recurrent events. To aid the future users in understanding the implications of modeling assumptions and modeling properties, we review the state of the art statistical methods and present novel theoretical properties, identifiability results and practical consequences of key modeling assumptions of several fully…

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Learning Causal Bayesian Network Structures From Experimental Data

从实验数据学习因果贝叶斯网络结构

We propose a method for the computational inference of directed acyclic graphical structures given data from experimental interventions. Order-space Markov chain Monte Carlo, equi-energy sampling, importance weighting, and stream-based computation are combined to create a fast algorithm for learning causal Bayesian network structures.

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Robust and Efficient Adaptive Estimation of Binary-Choice Regression Models

二元选择回归模型的稳健高效自适应估计

The binary-choice regression models, such as probit and logit, are used to describe the effect of explanatory variables on a binary response variable. Typically estimated by the maximum likelihood method, estimates are very sensitive to deviations from a model, such as heteroscedasticity and data contamination. At the same time, the traditional robust (high-breakdown point) methods, such as the maximum trimmed likelihood, are not applicable because, by trimming observations,…

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Two-Sided Estimation of Mate Preferences for Similarities in Age, Education, and Religion

年龄、教育与宗教相似性择偶偏好的双边估计

We propose a two-sided method to simultaneously estimate men's and women's preferences for relative age, education, and religious characteristics of potential mates using cross-sectional data on married couples and single individuals, in conjunction with a behavioral model developed in game theory and discrete choice estimation methods developed for simpler, one-sided choice situations. We use fixed effects to control for characteristics that are observed by the opposite sex…

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Bayesian Hidden Markov Modeling of Array CGH Data

阵列比较基因组杂交数据的贝叶斯隐马尔可夫建模

Genomic alterations have been linked to the development and progression of cancer. The technique of comparative genomic hybridization (CGH) yields data consisting of fluorescence intensity ratios of test and reference DNA samples. The intensity ratios provide information about the number of copies in DNA. Practical issues such as the contamination of tumor cells in tissue specimens and normalization errors necessitate the use of statistics for learning about the genomic…

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Inference for a Proton Accelerator Using Convolution Models

利用卷积模型对质子加速器进行统计推断

Proton beams present difficulties in analysis because of the limited data that can be collected. The study of such beams must depend on complex computer simulators that incorporate detailed physical equations. The statistical problem of interest is to infer the initial state of the beam from the limited data collected as the beam passes through a series of focusing magnets. We are thus faced with a classic inverse problem where the computer simulator links the initial state…

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Causal Inference in Hybrid Intervention Trials Involving Treatment Choice

包含治疗选择的混合干预试验中的因果推断

Randomized allocation of treatments is a cornerstone of experimental design but has drawbacks when a limited set of individuals are willing to be randomized, or the act of randomization undermines the success of the treatment. Choice-based experimental designs allow a subset of the participants to choose their treatments. We discuss here causal inferences for hybrid experimental designs in which some participants are randomly allocated to treatments and others receive their…

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Statistical Treatment Choice

统计辅助的处理方案选择

Choosing among a number of treatments the most suitable for a particular client is an issue of everyday concern. In this article two methodological advances for statistically assisted treatment choice are developed: First, it permits one to combine a dataset on previously treated clients with a dataset on new clients when the regressors available in these two datasets do not coincide. It thereby incorporates additional regressors on previously treated clients that are not…

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Toward Causal Inference With Interference

存在个体间干扰时的因果推断

A fundamental assumption usually made in causal inference is that of no interference between individuals (or units); that is, the potential outcomes of one individual are assumed to be unaffected by the treatment assignment of other individuals. However, in many settings, this assumption obviously does not hold. For example, in the dependent happenings of infectious diseases, whether one person becomes infected depends on who else in the population is vaccinated. In this…

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Laplace Periodogram for Time Series Analysis

用于时间序列分析的拉普拉斯周期图

A new type of periodogram, called the Laplace periodogram, is derived by replacing least squares with least absolute deviations in the harmonic regression procedure that produces the ordinary periodogram of a time series. An asymptotic analysis reveals a connection between the Laplace periodogram and the zero-crossing spectrum. This relationship provides a theoretical justification for use of the Laplace periodogram as a nonparametric tool for analyzing the serial dependence…

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Penalized Estimating Functions and Variable Selection in Semiparametric Regression Models

半参数回归模型中的惩罚估计函数与变量选择

We propose a general strategy for variable selection in semiparametric regression models by penalizing appropriate estimating functions. Important applications include semiparametric linear regression with censored responses and semiparametric regression with missing predictors. Unlike the existing penalized maximum likelihood estimators, the proposed penalized estimating functions may not pertain to the derivatives of any objective functions and may be discrete in the…

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Estimation of Space–Time Branching Process Models in Seismology Using an EM–Type Algorithm

利用 EM 类算法估计地震学中的时空分枝过程模型

Maximum likelihood estimation of branching point process models via numerical optimization procedures can be unstable and computationally intensive. We explore an alternative estimation method based on the expectation-maximization algorithm. The method involves viewing the estimation of such branching processes as analogous to incomplete data problems. Using an application from seismology, we show how the epidemic-type aftershock sequence (ETAS) model can, in fact, be…

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Computer Model Calibration Using High-Dimensional Output

利用高维输出校准计算机模型

This work focuses on combining observations from field experiments with detailed computer simulations of a physical process to carry out statistical inference. Of particular interest here is determining uncertainty in resulting predictions. This typically involves calibration of parameters in the computer simulator as well as accounting for inadequate physics in the simulator. The problem is complicated by the fact that simulation code is sufficiently demanding that only a…

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