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Analysis of elliptical copula correlation factor model with Kendall's tau
Elliptical copula correlation matrix factor model Kendall’s tau nuclear norm penalty oracle inequality primal-dual certificate
2013/6/14
We study a factor model for the correlation matrix $\Sigma\in\RR^{d\times d}$ of an elliptical copula. The correlations are connected to Kendall's tau and a natural estimation procedure is to plug-in ...
Adapting the Stochastic Block Model to Edge-Weighted Networks
Adapting Stochastic Block Model Edge-Weighted Networks
2013/6/14
We generalize the stochastic block model to the important case in which edges are annotated with weights drawn from an exponential family distribution. This generalization introduces several technical...
A Penalized Multi-trait Mixed Model for Association Mapping in Pedigree-based GWAS
Multivariate linear mixed model Penalization approach Feature selection 1 arXiv:1305.4413v1 [stat.ME] 19 May 2013 GWAS
2013/6/14
In genome-wide association studies (GWAS), penalization is an important approach for identifying genetic markers associated with trait while mixed model is successful in accounting for a complicated d...
Functional and Parametric Estimation in a Semi- and Nonparametric Model with Application to Mass-Spectrometry Data
Local linear regression Bandwidth selection Nonparamet-ric estimation
2013/6/13
Motivated by modeling and analysis of mass-spectrometry data, a semi- and nonparametric model is proposed that consists of a linear parametric component for individual location and scale and a nonpara...
Moment based estimation of supOU processes and a related stochastic volatility model
generalized method of moments Ornstein-Uhlenbeck type process L
2013/6/14
After a quick review of superpositions of OU (supOU) processes, integrated supOU processes and the supOU SV model we estimate these processes by using the generalized method of moments. We show that t...
Species dynamics in the two-parameter Poisson-Dirichlet diffusion model
alpha diversity infinite-alleles model infinite dimensional dimensional diffusion mutation rate Poisson-Dirichlet distribution weak convergence
2013/6/14
The recently introduced two-parameter infinitely-many neutral alleles model extends the celebrated one-parameter version, related to Kingman's distribution, to diffusive two-parameter Poisson-Dirichle...
Distribution and Symmetric Distribution Regression Model for Histogram-Valued Variables
data with variability linear regression Symbolic Data Analysis quantile functions Mallows distance
2013/4/28
Histogram-valued variables are a particular kind of variables studied in Symbolic Data Analysis where to each entity under analysis corresponds a distribution that may be represented by a histogram or...
The Identification of Thresholds and Time Delay in Self-Exciting Threshold a Model by Wavelet
threshold autoregressive model threshold time delay wavelet
2013/5/2
In this paper we studied about the wavelet identification of the thresholds and time delay for more general case without the constraint that the time delay is smaller than the order of the model. Here...
Asymptotic Normality of Estimates in Flexible Seasonal Time Series Model with Weak Dependent Error Terms
seasonal time series model local linear estimates consistency and asymptotic
2013/5/2
In this paper we considered a general seasonal time series model with K-dependent and \rambda-dependent errors, which are new concepts of dependence. In this model we derived consistency and asymptoti...
A Greedy Approximation of Bayesian Reinforcement Learning with Probably Optimistic Transition Model
Reinforcement Learning Uncertain Knowledge Probabilistic Reasoning Optimal Behavior in Polynomial Time
2013/5/2
Bayesian Reinforcement Learning (RL) is capable of not only incorporating domain knowledge, but also solving the exploration-exploitation dilemma in a natural way. As Bayesian RL is intractable except...
Consistent Model Selection of Discrete Bayesian Networks from Incomplete Data
Discrete Bayesian Networks Consistent Model Incomplete Data node-variables
2011/6/20
A maximum likelihood based model selection of discrete Bayesian
networks is considered. The model selection is performed through scoring
function S, which, for a given network G and n-sample Dn, is ...
Adaptive Density Estimation in the Pile-up Model Involving Measurement Errors
Adaptive nonparametric estimation Deconvolution Fluorescence lifetimes
2010/11/8
Motivated by fluorescence lifetime measurements this paper considers the problem of nonparametric density estimation in the pile-up model. Adaptive nonparametric estimators are proposed for the pile-u...
Efficient robust nonparametric estimation in a semimartingale regression model
Non-asymptotic estimation Robust risk Model selection
2010/10/19
The paper considers the problem of robust estimating a periodic function in a continuous time regression model with dependent disturbances given by a general square integrable semimartingale with unk...
Analysis of 24-Hour Ambulatory Blood Pressure Monitoring Data using Orthonormal Polynomials in the Linear Mixed Model
Cubic Spline DASH Study Graphical Display
2010/10/19
The use of 24-hour ambulatory blood pressure monitoring (ABPM) in clinical practice and observational epidemiological studies has grown considerably in the past 25 years. ABPM is a very effective tech...