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Model-based dose finding under model uncertainty using general parametric models
Model-based model uncertainty parametric models
2013/6/13
Statistical methodology for the design and analysis of clinical Phase II dose response studies, with related software implementation, are well developed for the case of a normally distributed, homosce...
GPfit: An R package for Gaussian Process Model Fitting using a New Optimization Algorithm
Computer experiments, clustering, near-singularity, nugget
2013/6/13
Gaussian process (GP) models are commonly used statistical metamodels for emulating expensive computer simulators. Fitting a GP model can be numerically unstable if any pair of design points in the in...
Model Selection for High-Dimensional Regression under the Generalized Irrepresentability Condition
Model Selection High-Dimensional Regression Generalized Irrepresentability Condition
2013/6/13
In the high-dimensional regression model a response variable is linearly related to $p$ covariates, but the sample size $n$ is smaller than $p$. We assume that only a small subset of covariates is `ac...
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...
Complexity penalized hydraulic fracture localization and moment tensor estimation under limited model information
Complexity penalized hydraulic fracture localization moment tensor estimation limited model information
2013/6/14
In this paper we present a novel technique for micro-seismic localization using a group sparse penalization that is robust to the focal mechanism of the source and requires only a velocity model of th...
Statistical Model Building, Machine Learning, and the Ah-Ha Moment
Statistical Model Building Machine Learning the Ah-Ha Moment
2013/4/28
The Committee of Presidents of Statistical Societies (COPSS) will celebrate its 50th Anniversary in 2013. As part of its celebration, COPSS intends to publish a book with contributions from the past r...
Parameter Tuning for a Multi-Fidelity Dynamical Model of the Magnetosphere
Computer Experiments Expected Improvement Geomagnetic Storm Inverse Problem Lorenz ‘96 Model Fidelity Sequential Design Uncertainty Quantification
2013/4/28
Geomagnetic storms play a critical role in space weather physics with the potential for far reaching economic impacts including power grid outages, air traffic re-routing, satellite damage and GPS dis...
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...
A Robust Bayesian Dynamic Linear Model to Detect Abrupt Changes in an Economic Time Series: The Case of Puerto Rico
Dynamic Models Consumer Price Index Bayesian Robustness
2013/4/28
Economic indicators time series are usually complex with high frequency data. The traditional time series methodology requires at least a preliminary transformation of the data to get stationarity. On...
Markov Switching Component ARCH Model: Stability and Forecasting
ARCH models Markov process Stability Component GARCH models Forecasting Bayesian inference Griddy Gibbs sampling
2013/4/28
This paper introduces an extension of the Markov switching ARCH model where the volatility in each state is a convex combination of two different ARCH components with time varying weights with differe...
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 closed-form estimator for the multivariate GARCH(1,1) model
Multivariate GARCH(1,1) VARMA Temporal Aggregation Es-timation
2013/4/27
We provide a closed-form estimator based on the VARMA representation for the unrestricted multivariate GARCH(1,1). We show that all parameters can be derived using basic linear algebra tools. We show ...
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...
Towards Automatic Model Comparison: An Adaptive Sequential Monte Carlo Approach
Adaptive Monte Carlo algorithms Bayesian model comparison Normalising constants Path sampling Thermodynamic integration
2013/4/27
Model comparison for the purposes of selection, averaging and validation is a problem found throughout statistics and related disciplines. Within the Bayesian paradigm, these problems all require the ...