Unnamed: 0
int64
0
41k
title
stringlengths
4
274
category
stringlengths
5
18
summary
stringlengths
22
3.66k
theme
stringclasses
8 values
10,900
Inflated Beta Distributions
stat.ME
This paper considers the issue of modeling fractional data observed in the interval [0,1), (0,1] or [0,1]. Mixed continuous-discrete distributions are proposed. The beta distribution is used to describe the continuous component of the model since its density can have quite diferent shapes depending on the values of the...
statistics
10,901
Codage arithmetique pour la description d'une distribution
stat.ME
Using predictive adaptive arithmetic coding and the Minimum Description Length principle, we derive an efficient tool for model selection problems : the RIC information criterion. We then present an extension of these coding techniques to non-parametrical estimation of a distribution and illustrate it on the gray scale...
statistics
10,902
Variable Selection Incorporating Prior Constraint Information into Lasso
stat.ME
We propose the variable selection procedure incorporating prior constraint information into lasso. The proposed procedure combines the sample and prior information, and selects significant variables for responses in a narrower region where the true parameters lie. It increases the efficiency to choose the true model co...
statistics
10,903
Bayesian Covariance Matrix Estimation using a Mixture of Decomposable Graphical Models
stat.ME
A Bayesian approach is used to estimate the covariance matrix of Gaussian data. Ideas from Gaussian graphical models and model selection are used to construct a prior for the covariance matrix that is a mixture over all decomposable graphs. For this prior the probability of each graph size is specified by the user and ...
statistics
10,904
Sensitivity of principal Hessian direction analysis
stat.ME
We provide sensitivity comparisons for two competing versions of the dimension reduction method principal Hessian directions (pHd). These comparisons consider the effects of small perturbations on the estimation of the dimension reduction subspace via the influence function. We show that the two versions of pHd can beh...
statistics
10,905
Statistical testing procedure for the interaction effects of several controllable factors in two-valued input-output systems
stat.ME
Suppose several two-valued input-output systems are designed by setting the levels of several controllable factors. For this situation, Taguchi method has proposed to assign the controllable factors to the orthogonal array and use ANOVA model for the standardized SN ratio, which is a natural measure for evaluating the ...
statistics
10,906
Undercomplete Blind Subspace Deconvolution via Linear Prediction
stat.ME
We present a novel solution technique for the blind subspace deconvolution (BSSD) problem, where temporal convolution of multidimensional hidden independent components is observed and the task is to uncover the hidden components using the observation only. We carry out this task for the undercomplete case (uBSSD): we r...
statistics
10,907
SiZer for time series: A new approach to the analysis of trends
stat.ME
Smoothing methods and SiZer are a useful statistical tool for discovering statistically significant structure in data. Based on scale space ideas originally developed in the computer vision literature, SiZer (SIgnificant ZERo crossing of the derivatives) is a graphical device to assess which observed features are `real...
statistics
10,908
On semiparametric regression with O'Sullivan penalised splines
stat.ME
This is an expos\'e on the use of O'Sullivan penalised splines in contemporary semiparametric regression, including mixed model and Bayesian formulations. O'Sullivan penalised splines are similar to P-splines, but have an advantage of being a direct generalisation of smoothing splines. Exact expressions for the O'Sulli...
statistics
10,909
A new graphical tool of outliers detection in regression models based on recursive estimation
stat.ME
We present in this paper a new tool for outliers detection in the context of multiple regression models. This graphical tool is based on recursive estimation of the parameters. Simulations were carried out to illustrate the performance of this graphical procedure. As a conclusion, this tool is applied to real data cont...
statistics
10,910
Treelets--An adaptive multi-scale basis for sparse unordered data
stat.ME
In many modern applications, including analysis of gene expression and text documents, the data are noisy, high-dimensional, and unordered--with no particular meaning to the given order of the variables. Yet, successful learning is often possible due to sparsity: the fact that the data are typically redundant with unde...
statistics
10,911
Variable Selection and Model Averaging in Semiparametric Overdispersed Generalized Linear Models
stat.ME
We express the mean and variance terms in a double exponential regression model as additive functions of the predictors and use Bayesian variable selection to determine which predictors enter the model, and whether they enter linearly or flexibly. When the variance term is null we obtain a generalized additive model, w...
statistics
10,912
A Bayes method for a Bathtub Failure Rate via two $\mathbf{S}$-paths
stat.ME
A class of semi-parametric hazard/failure rates with a bathtub shape is of interest. It does not only provide a great deal of flexibility over existing parametric methods in the modeling aspect but also results in a closed and tractable Bayes estimator for the bathtub-shaped failure rate (BFR). Such an estimator is der...
statistics
10,913
Robust estimates in generalized partially linear models
stat.ME
In this paper, we introduce a family of robust estimates for the parametric and nonparametric components under a generalized partially linear model, where the data are modeled by $y_i|(\mathbf{x}_i,t_i)\sim F(\cdot,\mu_i)$ with $\mu_i=H(\eta(t_i)+\mathbf{x}_i^{$\mathrm{T}$}\beta)$, for some known distribution function ...
statistics
10,914
Expert Elicitation for Reliable System Design
stat.ME
This paper reviews the role of expert judgement to support reliability assessments within the systems engineering design process. Generic design processes are described to give the context and a discussion is given about the nature of the reliability assessments required in the different systems engineering phases. It ...
statistics
10,915
Comment: Expert Elicitation for Reliable System Design
stat.ME
Comment: Expert Elicitation for Reliable System Design [arXiv:0708.0279]
statistics
10,916
Comment: Expert Elicitation for Reliable System Design
stat.ME
Comment: Expert Elicitation for Reliable System Design [arXiv:0708.0279]
statistics
10,917
Comment: Expert Elicitation for Reliable System Design
stat.ME
Comment: Expert Elicitation for Reliable System Design [arXiv:0708.0279]
statistics
10,918
Rejoinder: Expert Elicitation for Reliable System Design
stat.ME
Rejoinder: Expert Elicitation for Reliable System Design [arXiv:0708.0279]
statistics
10,919
Reliability
stat.ME
This special volume of Statistical Sciences presents some innovative, if not provocative, ideas in the area of reliability, or perhaps more appropriately named, integrated system assessment. In this age of exponential growth in science, engineering and technology, the capability to evaluate the performance, reliability...
statistics
10,920
Monitoring Networked Applications With Incremental Quantile Estimation
stat.ME
Networked applications have software components that reside on different computers. Email, for example, has database, processing, and user interface components that can be distributed across a network and shared by users in different locations or work groups. End-to-end performance and reliability metrics describe the ...
statistics
10,921
Comment: Monitoring Networked Applications With Incremental Quantile Estimation
stat.ME
Comment: Monitoring Networked Applications With Incremental Quantile Estimation [arXiv:0708.0302]
statistics
10,922
Comment: Monitoring Networked Applications With Incremental Quantile Estimation
stat.ME
Our comments are in two parts. First, we make some observations regarding the methodology in Chambers et al. [arXiv:0708.0302]. Second, we briefly describe another interesting network monitoring problem that arises in the context of assessing quality of service, such as loss rates and delay distributions, in packet-swi...
statistics
10,923
Comment: Monitoring Networked Applications With Incremental Quantile Estimation
stat.ME
Comment: Monitoring Networked Applications With Incremental Quantile Estimation [arXiv:0708.0302]
statistics
10,924
Rejoinder: Monitoring Networked Applications With Incremental Quantile Estimation
stat.ME
Rejoinder: Monitoring Networked Applications With Incremental Quantile Estimation [arXiv:0708.0302]
statistics
10,925
Dynamic Modeling and Statistical Analysis of Event Times
stat.ME
This review article provides an overview of recent work in the modeling and analysis of recurrent events arising in engineering, reliability, public health, biomedicine and other areas. Recurrent event modeling possesses unique facets making it different and more difficult to handle than single event settings. For inst...
statistics
10,926
Threshold Regression for Survival Analysis: Modeling Event Times by a Stochastic Process Reaching a Boundary
stat.ME
Many researchers have investigated first hitting times as models for survival data. First hitting times arise naturally in many types of stochastic processes, ranging from Wiener processes to Markov chains. In a survival context, the state of the underlying process represents the strength of an item or the health of an...
statistics
10,927
Advances in Data Combination, Analysis and Collection for System Reliability Assessment
stat.ME
The systems that statisticians are asked to assess, such as nuclear weapons, infrastructure networks, supercomputer codes and munitions, have become increasingly complex. It is often costly to conduct full system tests. As such, we present a review of methodology that has been proposed for addressing system reliability...
statistics
10,928
On the Statistical Modeling and Analysis of Repairable Systems
stat.ME
We review basic modeling approaches for failure and maintenance data from repairable systems. In particular we consider imperfect repair models, defined in terms of virtual age processes, and the trend-renewal process which extends the nonhomogeneous Poisson process and the renewal process. In the case where several sy...
statistics
10,929
A Review of Accelerated Test Models
stat.ME
Engineers in the manufacturing industries have used accelerated test (AT) experiments for many decades. The purpose of AT experiments is to acquire reliability information quickly. Test units of a material, component, subsystem or entire systems are subjected to higher-than-usual levels of one or more accelerating vari...
statistics
10,930
A Conversation With Harry Martz
stat.ME
Harry F. Martz was born June 16, 1942 and grew up in Cumberland, Maryland. He received a Bachelor of Science degree in mathematics (with a minor in physics) from Frostburg State University in 1964, and earned a Ph.D. in statistics at Virginia Polytechnic Institute and State University in 1968. He started his statistics...
statistics
10,931
A flexible Bayesian generalized linear model for dichotomous response data with an application to text categorization
stat.ME
We present a class of sparse generalized linear models that include probit and logistic regression as special cases and offer some extra flexibility. We provide an EM algorithm for learning the parameters of these models from data. We apply our method in text classification and in simulated data and show that our metho...
statistics
10,932
Estimating the proportion of differentially expressed genes in comparative DNA microarray experiments
stat.ME
DNA microarray experiments, a well-established experimental technique, aim at understanding the function of genes in some biological processes. One of the most common experiments in functional genomics research is to compare two groups of microarray data to determine which genes are differentially expressed. In this pa...
statistics
10,933
Empirical Bayes methods for controlling the false discovery rate with dependent data
stat.ME
False discovery rate (FDR) has been widely used as an error measure in large scale multiple testing problems, but most research in the area has been focused on procedures for controlling the FDR based on independent test statistics or the properties of such procedures for test statistics with certain types of stochasti...
statistics
10,934
A smoothing model for sample disclosure risk estimation
stat.ME
When a sample frequency table is published, disclosure risk arises when some individuals can be identified on the basis of their values in certain attributes in the table called key variables, and then their values in other attributes may be inferred, and their privacy is violated. On the basis of the sample to be rele...
statistics
10,935
A comparison of the accuracy of saddlepoint conditional cumulative distribution function approximations
stat.ME
Consider a model parameterized by a scalar parameter of interest and a nuisance parameter vector. Inference about the parameter of interest may be based on the signed root of the likelihood ratio statistic R. The standard normal approximation to the conditional distribution of R typically has error of order O(n^{-1/2})...
statistics
10,936
Statistical inverse problems in active network tomography
stat.ME
The analysis of computer and communication networks gives rise to some interesting inverse problems. This paper is concerned with active network tomography where the goal is to recover information about quality-of-service (QoS) parameters at the link level from aggregate data measured on end-to-end network paths. The e...
statistics
10,937
Using data network metrics, graphics, and topology to explore network characteristics
stat.ME
Yehuda Vardi introduced the term network tomography and was the first to propose and study how statistical inverse methods could be adapted to attack important network problems (Vardi, 1996). More recently, in one of his final papers, Vardi proposed notions of metrics on networks to define and measure distances between...
statistics
10,938
Functional analysis via extensions of the band depth
stat.ME
The notion of data depth has long been in use to obtain robust location and scale estimates in a multivariate setting. The depth of an observation is a measure of its centrality, with respect to a data set or a distribution. The data depths of a set of multivariate observations translates to a center-outward ordering o...
statistics
10,939
Sparse inverse covariance estimation with the lasso
stat.ME
We consider the problem of estimating sparse graphs by a lasso penalty applied to the inverse covariance matrix. Using a coordinate descent procedure for the lasso, we develop a simple algorithm that is remarkably fast: in the worst cases, it solves a 1000 node problem (~500,000 parameters) in about a minute, and is 50...
statistics
10,940
Fisher Lecture: Dimension Reduction in Regression
stat.ME
Beginning with a discussion of R. A. Fisher's early written remarks that relate to dimension reduction, this article revisits principal components as a reductive method in regression, develops several model-based extensions and ends with descriptions of general approaches to model-based and model-free dimension reducti...
statistics
10,941
Comment: Fisher Lecture: Dimension Reduction in Regression
stat.ME
Comment: Fisher Lecture: Dimension Reduction in Regression [arXiv:0708.3774]
statistics
10,942
Comment: Fisher Lecture: Dimension Reduction in Regression
stat.ME
Comment: Fisher Lecture: Dimension Reduction in Regression [arXiv:0708.3774]
statistics
10,943
Comment: Fisher Lecture: Dimension Reduction in Regression
stat.ME
Comment: Fisher Lecture: Dimension Reduction in Regression [arXiv:0708.3774]
statistics
10,944
Rejoinder: Fisher Lecture: Dimension Reduction in Regression
stat.ME
Rejoinder: Fisher Lecture: Dimension Reduction in Regression [arXiv:0708.3774]
statistics
10,945
Embedding Population Dynamics Models in Inference
stat.ME
Increasing pressures on the environment are generating an ever-increasing need to manage animal and plant populations sustainably, and to protect and rebuild endangered populations. Effective management requires reliable mathematical models, so that the effects of management action can be predicted, and the uncertainty...
statistics
10,946
A General Framework for the Parametrization of Hierarchical Models
stat.ME
In this paper, we describe centering and noncentering methodology as complementary techniques for use in parametrization of broad classes of hierarchical models, with a view to the construction of effective MCMC algorithms for exploring posterior distributions from these models. We give a clear qualitative understandin...
statistics
10,947
Chess, Chance and Conspiracy
stat.ME
Chess and chance are seemingly strange bedfellows. Luck and/or randomness have no apparent role in move selection when the game is played at the highest levels. However, when competition is at the ultimate level, that of the World Chess Championship (WCC), chess and conspiracy are not strange bedfellows, there being a ...
statistics
10,948
Maty's Biography of Abraham De Moivre, Translated, Annotated and Augmented
stat.ME
November 27, 2004, marked the 250th anniversary of the death of Abraham De Moivre, best known in statistical circles for his famous large-sample approximation to the binomial distribution, whose generalization is now referred to as the Central Limit Theorem. De Moivre was one of the great pioneers of classical probabil...
statistics
10,949
A Conversation with Robert V. Hogg
stat.ME
Robert Vincent Hogg was born on November 8, 1924 in Hannibal, Missouri. He earned a Ph.D. in statistics at the University of Iowa in 1950, where his advisor was Allen Craig. Following graduation, he joined the mathematics faculty at the University of Iowa. He was the founding Chair when the Department of Statistics was...
statistics
10,950
Full Bayesian analysis for a class of jump-diffusion models
stat.ME
A new Bayesian significance test is adjusted for jump detection in a diffusion process. This is an advantageous procedure for temporal data having extreme valued outliers, like financial data, pluvial or tectonic forces records and others.
statistics
10,951
A new method for the estimation of variance matrix with prescribed zeros in nonlinear mixed effects models
stat.ME
We propose a new method for the Maximum Likelihood Estimator (MLE) of nonlinear mixed effects models when the variance matrix of Gaussian random effects has a prescribed pattern of zeros (PPZ). The method consists in coupling the recently developed Iterative Conditional Fitting (ICF) algorithm with the Expectation Maxi...
statistics
10,952
Networks of Polynomial Pieces with Application to the Analysis of Point Clouds and Images
stat.ME
We consider Holder smoothness classes of surfaces for which we construct piecewise polynomial approximation networks, which are graphs with polynomial pieces as nodes and edges between polynomial pieces that are in `good continuation' of each other. Little known to the community, a similar construction was used by Kolm...
statistics
10,953
Bandwidth Selection for Weighted Kernel Density Estimation
stat.ME
In the this paper, the authors propose to estimate the density of a targeted population with a weighted kernel density estimator (wKDE) based on a weighted sample. Bandwidth selection for wKDE is discussed. Three mean integrated squared error based bandwidth estimators are introduced and their performance is illustrate...
statistics
10,954
Algebraic causality: Bayes nets and beyond
stat.ME
The relationship between algebraic geometry and the inferential framework of the Bayesian Networks with hidden variables has now been fruitfully explored and exploited by a number of authors. More recently the algebraic formulation of Causal Bayesian Networks has also been investigated in this context. After reviewing ...
statistics
10,955
The causal manipulation of chain event graphs
stat.ME
Discrete Bayesian Networks have been very successful as a framework both for inference and for expressing certain causal hypotheses. In this paper we present a class of graphical models called the chain event graph (CEG) models, that generalises the class of discrete BN models. It provides a flexible and expressive fra...
statistics
10,956
Locally Adaptive Nonparametric Binary Regression
stat.ME
A nonparametric and locally adaptive Bayesian estimator is proposed for estimating a binary regression. Flexibility is obtained by modeling the binary regression as a mixture of probit regressions with the argument of each probit regression having a thin plate spline prior with its own smoothing parameter and with the ...
statistics
10,957
1953: An unrecognized summit in human genetic linkage analysis
stat.ME
This paper summarizes and discusses the methodological research in human genetic linkage analysis, leading up to and following from the paper of C. A. B. Smith presented as a Royal Statistical Society discussion paper in 1953. This paper was given as the Fisher XXVII Memorial Lecture, in Cambridge, December 4, 2006.
statistics
10,958
Estimating copula measure using ranks and subsampling: a simulation study
stat.ME
We describe here a new method to estimate copula measure. From N observations of two variables X and Y, we draw a huge number m of subsamples (size n<N), and we compute the joint ranks in these subsamples. Then, for each bivariate rank (p,q) (0<p,q<n+1), we count the number of subsamples such that there exist an observ...
statistics
10,959
Markov basis for design of experiments with three-level factors
stat.ME
We consider Markov basis arising from fractional factorial designs with three-level factors. Once we have a Markov basis, $p$ values for various conditional tests are estimated by the Markov chain Monte Carlo procedure. For designed experiments with a single count observation for each run, we formulate a generalized li...
statistics
10,960
Computation of expansions for the maximum likelihood estimator and its distribution function
stat.ME
In this paper, insight is given in the techniques used to compute asymptotic expansions. In a broad fashion the technique is described. Most of the results apply to the paper "An expansion for the maximum likelihood estimator and its distribution function", which will be submitted.
statistics
10,961
Causality and Association: The Statistical and Legal Approaches
stat.ME
This paper discusses different needs and approaches to establishing ``causation'' that are relevant in legal cases involving statistical input based on epidemiological (or more generally observational or population-based) information. We distinguish between three versions of ``cause'': the first involves negligence in ...
statistics
10,962
A Family of Generalized Beta Distributions for Income
stat.ME
The mathematical properties of a family of generalized beta distribution, including beta-normal, skewed-t, log-F, beta-exponential, beta-Weibull distributions have recently been studied in several publications. This paper applies these distributions to the modeling of the size distribution of income and computes the ma...
statistics
10,963
The Use of Unlabeled Data in Predictive Modeling
stat.ME
The incorporation of unlabeled data in regression and classification analysis is an increasing focus of the applied statistics and machine learning literatures, with a number of recent examples demonstrating the potential for unlabeled data to contribute to improved predictive accuracy. The statistical basis for this s...
statistics
10,964
Statistical and Clinical Aspects of Hospital Outcomes Profiling
stat.ME
Hospital profiling involves a comparison of a health care provider's structure, processes of care, or outcomes to a standard, often in the form of a report card. Given the ubiquity of report cards and similar consumer ratings in contemporary American culture, it is notable that these are a relatively recent phenomenon ...
statistics
10,965
A Conversation with Shoutir Kishore Chatterjee
stat.ME
Shoutir Kishore Chatterjee was born in Ranchi, a small hill station in India, on November 6, 1934. He received his B.Sc. in statistics from the Presidency College, Calcutta, in 1954, and M.Sc. and Ph.D. degrees in statistics from the University of Calcutta in 1956 and 1962, respectively. He was appointed a lecturer in ...
statistics
10,966
A Conversation with Dorothy Gilford
stat.ME
In 1946, Public Law 588 of the 79th Congress established the Office of Naval Research (ONR). Its mission was to plan, foster and encourage scientific research in support of Naval problems. The establishment of ONR predates the National Science Foundation and initiated the refocusing of scientific infrastructure in the ...
statistics
10,967
Struggles with Survey Weighting and Regression Modeling
stat.ME
The general principles of Bayesian data analysis imply that models for survey responses should be constructed conditional on all variables that affect the probability of inclusion and nonresponse, which are also the variables used in survey weighting and clustering. However, such models can quickly become very complica...
statistics
10,968
Comment: Struggles with Survey Weighting and Regression Modeling
stat.ME
Comment: Struggles with Survey Weighting and Regression Modeling [arXiv:0710.5005]
statistics
10,969
Comment: Struggles with Survey Weighting and Regression Modeling
stat.ME
Comment: Struggles with Survey Weighting and Regression Modeling [arXiv:0710.5005]
statistics
10,970
Comment: Struggles with Survey Weighting and Regression Modeling
stat.ME
Comment: Struggles with Survey Weighting and Regression Modeling [arXiv:0710.5005]
statistics
10,971
Comment: Struggles with Survey Weighting and Regression Modeling
stat.ME
Comment: Struggles with Survey Weighting and Regression Modeling [arXiv:0710.5005]
statistics
10,972
Comment: Struggles with Survey Weighting and Regression Modeling
stat.ME
Comment: Struggles with Survey Weighting and Regression Modeling [arXiv:0710.5005]
statistics
10,973
Rejoinder: Struggles with Survey Weighting and Regression Modeling
stat.ME
Rejoinder: Struggles with Survey Weighting and Regression Modeling [arXiv:0710.5005]
statistics
10,974
The William Kruskal Legacy: 1919--2005
stat.ME
William Kruskal (Bill) was a distinguished statistician who spent virtually his entire professional career at the University of Chicago, and who had a lasting impact on the Institute of Mathematical Statistics and on the field of statistics more broadly, as well as on many who came in contact with him. Bill passed away...
statistics
10,975
A Tribute to Bill Kruskal
stat.ME
Discussion of ``The William Kruskal Legacy: 1919--2005'' by Stephen E. Fienberg, Stephen M. Stigler and Judith M. Tanur [arXiv:0710.5063]
statistics
10,976
William H. Kruskal and the Development of Coordinate-Free Methods
stat.ME
Discussion of ``The William Kruskal Legacy: 1919--2005'' by Stephen E. Fienberg, Stephen M. Stigler and Judith M. Tanur [arXiv:0710.5063]
statistics
10,977
William Kruskal: My Scholarly and Scientific Model
stat.ME
Discussion of ``The William Kruskal Legacy: 1919--2005'' by Stephen E. Fienberg, Stephen M. Stigler and Judith M. Tanur [arXiv:0710.5063]
statistics
10,978
Working with Bill Kruskal: From 1950 Onward
stat.ME
Discussion of ``The William Kruskal Legacy: 1919--2005'' by Stephen E. Fienberg, Stephen M. Stigler and Judith M. Tanur [arXiv:0710.5063]
statistics
10,979
Bill Kruskal and the Committee on National Statistics
stat.ME
Discussion of ``The William Kruskal Legacy: 1919--2005'' by Stephen E. Fienberg, Stephen M. Stigler and Judith M. Tanur [arXiv:0710.5063]
statistics
10,980
William Kruskal Remembered
stat.ME
Discussion of ``The William Kruskal Legacy: 1919--2005'' by Stephen E. Fienberg, Stephen M. Stigler and Judith M. Tanur [arXiv:0710.5063]
statistics
10,981
William H. Kruskal, Mentor and Friend
stat.ME
Discussion of ``The William Kruskal Legacy: 1919--2005'' by Stephen E. Fienberg, Stephen M. Stigler and Judith M. Tanur [arXiv:0710.5063]
statistics
10,982
Parameter Estimation for Partially Observed Hypoelliptic Diffusions
stat.ME
Hypoelliptic diffusion processes can be used to model a variety of phenomena in applications ranging from molecular dynamics to audio signal analysis. We study parameter estimation for such processes in situations where we observe some components of the solution at discrete times. Since exact likelihoods for the transi...
statistics
10,983
Nonparametric Conditional Inference for Regression Coefficients with Application to Configural Polysampling
stat.ME
We consider inference procedures, conditional on an observed ancillary statistic, for regression coefficients under a linear regression setup where the unknown error distribution is specified nonparametrically. We establish conditional asymptotic normality of the regression coefficient estimators under regularity condi...
statistics
10,984
2-level fractional factorial designs which are the union of non trivial regular designs
stat.ME
Every fraction is a union of points, which are trivial regular fractions. To characterize non trivial decomposition, we derive a condition for the inclusion of a regular fraction as follows. Let $F = \sum_\alpha b_\alpha X^\alpha$ be the indicator polynomial of a generic fraction, see Fontana et al, JSPI 2000, 149-172....
statistics
10,985
Modeling homophily and stochastic equivalence in symmetric relational data
stat.ME
This article discusses a latent variable model for inference and prediction of symmetric relational data. The model, based on the idea of the eigenvalue decomposition, represents the relationship between two nodes as the weighted inner-product of node-specific vectors of latent characteristics. This ``eigenmodel'' ge...
statistics
10,986
Instantaneous and lagged measurements of linear and nonlinear dependence between groups of multivariate time series: frequency decomposition
stat.ME
Measures of linear dependence (coherence) and nonlinear dependence (phase synchronization) between any number of multivariate time series are defined. The measures are expressed as the sum of lagged dependence and instantaneous dependence. The measures are non-negative, and take the value zero only when there is indepe...
statistics
10,987
The Residual Information Criterion, Corrected
stat.ME
Shi and Tsai (JRSSB, 2002) proposed an interesting residual information criterion (RIC) for model selection in regression. Their RIC was motivated by the principle of minimizing the Kullback-Leibler discrepancy between the residual likelihoods of the true and candidate model. We show, however, under this principle, RIC...
statistics
10,988
Bootstrap Confidence Regions for Optimal Operating Conditions in Response Surface Methodology
stat.ME
This article concerns the application of bootstrap methodology to construct a likelihood-based confidence region for operating conditions associated with the maximum of a response surface constrained to a specified region. Unlike classical methods based on the stationary point, proper interpretation of this confidence ...
statistics
10,989
Robust model selection in generalized linear models
stat.ME
In this paper, we extend to generalized linear models (including logistic and other binary regression models, Poisson regression and gamma regression models) the robust model selection methodology developed by Mueller and Welsh (2005; JASA) for linear regression models. As in Mueller and Welsh (2005), we combine a robu...
statistics
10,990
An Integral Measure of Aging/Rejuvenation for Repairable and Non-repairable Systems
stat.ME
This paper introduces a simple index that helps to assess the degree of aging or rejuvenation of a (non)repairable system. The index ranges from -1 to 1 and is negative for the class of decreasing failure rate distributions (or deteriorating point processes) and is positive for the increasing failure rate distributions...
statistics
10,991
Confidence intervals in regression utilizing prior information
stat.ME
We consider a linear regression model with regression parameter beta=(beta_1,...,beta_p) and independent and identically N(0,sigma^2) distributed errors. Suppose that the parameter of interest is theta = a^T beta where a is a specified vector. Define the parameter tau=c^T beta-t where the vector c and the number t are ...
statistics
10,992
Computer model validation with functional output
stat.ME
A key question in evaluation of computer models is Does the computer model adequately represent reality? A six-step process for computer model validation is set out in Bayarri et al. [Technometrics 49 (2007) 138--154] (and briefly summarized below), based on comparison of computer model runs with field data of the proc...
statistics
10,993
Bayesian Shrinkage Variable Selection
stat.ME
Withdrawn due to extensions and submission as another paper.
statistics
10,994
Periodic Chandrasekhar recursions
stat.ME
This paper extends the Chandrasekhar-type recursions due to Morf, Sidhu, and Kailath "Some new algorithms for recursive estimation in constant, linear, discrete-time systems, IEEE Trans. Autom. Control 19 (1974) 315-323" to the case of periodic time-varying state-space models. We show that the S-lagged increments of th...
statistics
10,995
Auxiliary Information and A Priori Values in Construction of Improved Estimators
stat.ME
This volume is a collection of six papers on the use of auxiliary information and 'a priori' values in construction of improved estimators. The work included here will be of immense application for researchers and students who emply auxiliary information in any form.
statistics
10,996
Wavelet methods in statistics: Some recent developments and their applications
stat.ME
The development of wavelet theory has in recent years spawned applications in signal processing, in fast algorithms for integral transforms, and in image and function representation methods. This last application has stimulated interest in wavelet applications to statistics and to the analysis of experimental data, wit...
statistics
10,997
Stochastic adaptation of importance sampler
stat.ME
Improving efficiency of importance sampler is at the center of research in Monte Carlo methods. While adaptive approach is usually difficult within the Markov Chain Monte Carlo framework, the counterpart in importance sampling can be justified and validated easily. We propose an iterative adaptation method for learning...
statistics
10,998
Approximating Data with weighted smoothing Splines
stat.ME
Given a data set (t_i, y_i), i=1,..., n with the t_i in [0,1] non-parametric regression is concerned with the problem of specifying a suitable function f_n:[0,1] -> R such that the data can be reasonably approximated by the points (t_i, f_n(t_i)), i=1,..., n. If a data set exhibits large variations in local behaviour, ...
statistics
10,999
Analysis of nonlinear modes of variation for functional data
stat.ME
A set of curves or images of similar shape is an increasingly common functional data set collected in the sciences. Principal Component Analysis (PCA) is the most widely used technique to decompose variation in functional data. However, the linear modes of variation found by PCA are not always interpretable by the expe...
statistics