Nonparametric Estimation of a Survivorship Function with Doubly Censored Data
双侧删失数据下生存函数的非参数估计AI 解读 ↓
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双侧删失数据下生存函数的非参数估计AI 解读 ↓
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A simple iterative procedure is proposed for obtaining estimates of a response time distribution when some of the data are censored on the left and some on the right. The procedure is based on the product-limit method of Kaplan and Meier [15], and it also uses the idea of self-consistency due to Efron [8]. Under fairly general assumptions, the method is shown to yield unique consistent maximum likelihood estimators. Asymptotic expressions for their variances and covariances are derived and an extension to the case of arbitrary censoring is suggested.
RBF 核高斯过程最大似然估计的精确渐近理论
Gaussian processes (GPs) are widely used across machine learning, spatial statistics, time-series analysis, optimization, Bayesian statistics, and scientific applications. A central component of a GP model is its kernel, which is typically specified through a parametric family. Among the most widely used choices is the radial basis function (RBF), also known as the squared exponential or Gaussian kernel, owing to its simple form, smoothness, and flexibility. In practice, the…
有限状态嵌套 Markov 模型的递归头几何与无序有效推断
Exploiting the equality restrictions that nested Markov models encode requires their tangent-space geometry. For strictly positive finite-state models on arbitrary acyclic directed mixed graphs (ADMGs), we differentiate the recursive-head chart and prove that the range of its score map is the full tangent space. Intrinsic-set coordinate blocks form an algebraic direct sum, blocks of distinct districts are orthogonal, and the resulting Gram projection needs neither…
必须追求效率:模糊性、模型误设与变分偏好
This article introduces a framework for evaluating statistical decisions under both prior ambiguity and likelihood misspecification. We begin with an ambiguity set - a frequentist model that pairs a possibly misspecified likelihood with every possible prior - and uniformly expand it by a Kullback-Leibler radius to accommodate likelihood misspecification. We show that optimal decisions under this framework are equivalent to minimax decisions with an exponentially tilted loss…
弱依赖非线性时间序列模型准似然估计量的一致高斯近似
We study estimation and inference for a semiparametric class of time series models that specify only the conditional expectation, which is a known link function applied to a linear combination of past observations and covariates. The class covers count, binary, bounded and conditionally heteroskedastic responses within a single formulation, and the parameter is estimated by a quasi-likelihood estimating equation based on the first conditional moment. Under stationarity and a…
利用多分位数稳健检验多变量波动率的结构变化
We propose an omnibus nonparametric test for structural changes in the multivariate volatility matrix. The test aggregates bounded generalized quantile scores over a range of quantile levels and has a weighted leave-$q$-out $U$-statistic representation. Deleting nearby index pairs renders the centering effect induced by serial dependence asymptotically negligible. All quantities required for implementation, including the variance estimator used for standardization, are…
靶向深度生存对比:神经网络下处理特定生存收益的有效推断
Neural survival models are increasingly asked to support counterfactual claims---how much a treatment would change survival in a population---rather than only prognostic risk scores. Answering such questions from observational data requires valid inference for treatment-specific survival contrasts under confounding and covariate-dependent censoring, targets for which standard deep survival estimators are biased and provide no honest uncertainty. We propose Targeted Deep…