搜索结果: 1-15 共查到“统计预测理论 Estimation”相关记录28条 . 查询时间(0.181 秒)
Evaluation of somatic copy number estimation tools for whole-exome sequencing data
CNV prediction Somatic alterations The Cancer Genome Atlas CNV algorithms
2016/1/26
Evaluation of somatic copy number estimation tools for whole-exome sequencing data.
Band Width Selection for High Dimensional Covariance Matrix Estimation
Bandable covariance Banding estimator Large p, small n Ratio- consistency Tapering estimator Thresholding estimator
2016/1/25
The banding estimator of Bickel and Levina (2008a) and its tapering version of Cai, Zhang and Zhou (2010), are important high dimensional covariance esti-mators. Both estimators require choosing a ban...
On Smoothing Estimation For Seasonal Times Series With Long Cycles
Large deviation Large p, small n Optimal detection boundary Sparse signal Thresholding Weak dependence
2016/1/25
We consider two alternative tests to the Higher Criticism test of Donoho and Jin (2004) for high dimensional means under the spar-sity of the non-zero means for sub-Gaussian distributed data with unkn...
Maximum-Likelihood Estimation For Diffusion Processes Via Closed-Form Density Expansions
asymptotic expansion diffusion discrete observation maximum-likelihood estimation transition density
2016/1/25
This paper proposes a widely applicable method of approximate maximum-likelihood estimation for multivariate diffusion process from discretely sampled data. A closed-form asymptotic expansion for tran...
Estimation of Spatial Panel Data Models with Time Varying Spatial Weights Matrices
Spatial autoregression Panel data Time varying spatial weights matrices Fixed e¤ects Maximum likelihood Impact analysis
2016/1/20
This paper investigates the quasi-maximum likelihood (QML) estimation of spatial panel data models where spatial weights matrices can be time varying. We show that QML estimate is consistent and asymp...
Band Width Selection for High Dimensional Covariance Matrix Estimation
Bandable covariance Banding estimator Large p small n
2016/1/20
The banding estimator of Bickel and Levina (2008a) and its tapering version of Cai, Zhang and Zhou (2010), are important high dimensional covariance esti-mators. Both estimators require choosing a ban...
Test for Bandedness of High-Dimensional Covariance Matrices and Bandwidth Estimation
Banded covariance matrix Bandwidth estimation High data dimension Large p small n Nonparametric
2016/1/20
Motivated by the latest effort to employ banded matrices to esti-mate a high-dimensional covariance Σ, we propose a test for Σ being banded with possible diverging bandwidth. The test is adaptive to t...
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...
Global sensitivity analysis of a numerical code, more specifically estimation of Sobol indices associated with input variables, generally requires a large number of model runs.
Nonparametric estimation of multivariate extreme-value copulas
empirical copula extreme-value copula Pickands dependence function
2011/7/19
Extreme-value copulas arise in the asymptotic theory for componentwise maxima of independent random samples. An extreme-value copula is determined by its Pickands dependence function, which is a funct...
Widely Linear vs. Conventional Subspace-Based Estimation of SIMO Flat-Fading Channels: Mean-Squared Error Analysis
Subspace-Based Estimation SIMO Flat-Fading Channels: Mean-Squared Error Analysis
2011/7/7
We analyze the mean-squared error (MSE) performance of widely linear (WL) and conventional subspace-based channel estimation for single-input multiple-output (SIMO) flat-fading channels employing bina...
Covariance Estimation for Distributions with 2+εMoments
Covariance Estimation Distributions 2+εMoments
2011/7/7
We study the minimal sample size N=N(n) that suffices to estimate the covariance matrix of an n-dimensional distribution by the sample covariance matrix in the operator norm, and with an arbitrary fix...
Sparse Inverse Covariance Estimation via an Adaptive Gradient-Based Method
Sparse Covariance Estimation Adaptive Gradient-Based Method
2011/7/6
We study the problem of estimating from data, a sparse approximation to the inverse covariance matrix. Estimating a sparsity constrained inverse covariance matrix is a key component in Gaussian graphi...
Convergence rate for predictive recursion estimation of finite mixtures
Density estimation Kullback–Leibler divergence
2011/7/6
Predictive recursion (PR) is a fast stochastic algorithm for nonparametric estimation of mixing distributions in mixture models.
Copula representation of bivariate L-moments : A new estimation method for multiparameter 2-dimentional copula models
Copulas Dependence Multivariate L-moments Parametric estimation
2011/7/5
Recently, Serfling and Xiao (2007) extended the L-moment theory (Hosking, 1990) to the multivariate setting.