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Convergence properties of a general algorithm for calculating variational Bayesian estimates for a normal mixture model
Mixture model Variational Bayes Local convergence Laplace approximation
2009/9/21
In this paper we propose a generalised iterative algorithm for calcu-
lating variational Bayesian estimates for a normal mixture model and investigate
its convergence properties. It is shown theoret...
A family of symmetric stable-like processes and its global path properties
Stablelike processes recurrence transience
2009/9/21
We extend the idea of the symmetric stable-like processes
so that it includes the Brownian motion as well as the symmetric
a-stable processes. We exhbit some sufficient conditions for their recurren...
ON THE CONSTRUCTION AND PROPERTIES OF BOOTSTRAP-t PREDICTION INTERVALS FOR STATIONARY TIME SERIES
Prediction intervals sieve bootstrap-t method of sieves
2009/9/18
We consider the construction of unconditional bootstrap-
t prediction intervals for stationary time series. Our approach
relies on the sieve bootstrap resampling scheme introduced by
Biihlmann.
Ba...
ASYMPTOTIC PROPERTIES OF PERIODOGRAM FOR ALMOST PERIODICALLY CORRELATED TIME SERIES
Periodogram almost periodically correlated time series consistency
2009/9/18
The main purpose of this paper is to establish the asymptotic
properties of the expectation and variance of periodogram for nonstationary,
almost periodically correlated time series. We expand our c...
DISTRIBUTIONAL PROPERTIES OF THE NEGATIVE BINOMIAL LÉVY PROCESS
geometric distribution immigration birth process logarithmic distribution: over-dispersion
2009/9/18
The geometric distribution leads to a Lévy process parameterized
by the probability of success. The resulting negative binomial process
(NBP) is a purely jump and non-decreasing process with general...
Some Properties of Schur-Constant Survival Models and their Copulas
Properties Schur-Constant Survival Models Copulas
2009/9/17
Some Properties of Schur-Constant Survival Models and their Copulas。
Spectral Properties of Temporally Aggregated Long Memory Processes
Spectral Properties Memory Processes
2009/9/17
Spectral Properties of Temporally Aggregated Long Memory Processes。
Asymptotic properties of an estimator of the drift coefficients of multidimensional Ornstein-Uhlenbeck processes that are not necessarily stable
Ornstein-Uhlenbeck processes stable process drift coefficient matrix estimation consistency asymptotic efficiency
2009/9/16
In this paper, we investigate the consistency and asymptotic efficiency of an estimator of the drift matrix, $F$, of Ornstein-Uhlenbeck processes that are not necessarily stable. We consider all the c...
Optimal properties of some Bayesian inferences
relative surprise inferences probability of covering a false value unbiasedness Bayes factors relative belief ratios
2009/9/16
Relative surprise regions are shown to minimize, among Bayesian credible regions, the prior probability of covering a false value from the prior. Such regions are also shown to be unbiased in the sens...
Asymptotic properties of false discovery rate controlling procedures under independence
Multiple hypothesis testing Benjamini-Hochberg procedure FDP FDR
2009/9/16
We investigate the performance of a family of multiple comparison procedures for strong control of the False Discovery Rate (FDR). The FDR is the expected False Discovery Proportion (FDP), that is, th...
Theoretical properties of Cook's PFC dimension reduction algorithm for linear regression
Principal Components Principal Fitted Components random matrix theory regression
2009/9/16
We analyse the properties of the Principal Fitted Components (PFC) algorithm proposed by Cook. We derive theoretical properties of the resulting estimators, including sufficient conditions under which...
On the asymptotic properties of the group lasso estimator for linear models
Least Squares Sparsity Group-Lasso Model Selection Oracle Inequalities Persistence
2009/9/16
We establish estimation and model selection consistency, prediction and estimation bounds and persistence for the group-lasso estimator and model selector proposed by Yuan and Lin (2006) for least squ...
Congruence properties of depths in some random trees.
Some notable properties of the standard oncology phase I design
Some notable properties standard oncology design
2010/4/30
We identify three properties of the standard oncology phase I trial design or 3 + 3 design.
We show that the standard design implicitly uses isotonic regression to estimate a maximum
tolerated dose....
Basic properties of strong mixing conditions. A survey and some open questions
strong mixing conditions stationary sequences
2009/5/18
This is an update of, and a supplement to, a 1986 survey paper by the author on basic properties of strong mixing conditions.