检索结果-内蒙古大学图书馆

Sparse Estimation of High-Dimensional Inverse Covariance Matrices with Explicit Eigenvalue Constraints

Journal of the Operations Research Society of China 2021年第3期9卷 543-568页

作者： Yun-Hai Xiao Pei-Li Li Sha Lu Institute of Applied Mathematics College of Mathematics and StatisticsHenan UniversityKaifeng 475000HenanChina School of Statistics Key Laboratory of Advanced Theory and Application in Statistics and Data Science-MOEEast China Normal UniversityShanghai 200062China Department of Mathematics Nanning Normal UniversityNanning 530299GuangxiChina

Firstly,this paper proposes a generalized log-determinant optimization model with the purpose of estimating the high-dimensional sparse inverse covariance *** the normality assumption,the zero components in the inverse covariance matrices represent the conditional independence between pairs of variables given all the other *** generalized model considered in this study,because of the setting of the eigenvalue bounded constraints,covers a large number of existing estimators as special ***,rather than directly tracking the challenging optimization problem,this paper uses a couple of alternating direction methods of multipliers(ADMM)to solve its dual model where 5 separable structures are *** first implemented algorithm is based on a single Gauss–Seidel iteration,but it does not necessarily converge *** contrast,the second algorithm employs the symmetric Gauss–Seidel(sGS)based ADMM which is equivalent to the 2-block iterative scheme from the latest sGS decomposition ***,we do numerical simulations using the synthetic data and the real data set which show that both algorithms are very effective in estimating high-dimensional sparse inverse covariance matrix.

关键词： Non-smooth convex minimization Inverse covariance matrix Maximum likelihood estimation Augmented Lagrangian function Symmetric Gauss–Seidel iteration

来源：评论

学校读者我要写书评

暂无评论

Convergence rate of principal component analysis with local-linear smoother for functional data under a unified weighing scheme

引用

Statistical theory and Related Fields 2020年第1期4卷 55-65页

作者： Xingyu Yan Xiaolong Pu Yingchun Zhou Xiaolei Xun Key Laboratory of Advanced Theory and Application in Statistics and Data Science-MOESchool of StatisticsEast China Normal UniversityShanghaiPeople’s Republic of China School of Data Science Fudan UniversityShanghaiPeople’s Republic of China

The unified weighing scheme for the local-linear smoother in analysing functional data can deal with data that are dense,sparse or of neither *** this paper,we focus on the convergence rate of functional principal component analysis using this *** sure asymptotic consistency and rates of convergence for the estimators of eigenvalues and eigenfunctions have been *** also provide the convergence rate of the variance estimation of the measurement *** on the results,the number of observations within each curve can be of any rate relative to the sample size,which is consistent with the earlier conclusions about the asymptotic properties of the mean and covariance estimators.

关键词： Functional principal components asymptotic properties local-linear smoothing weighing scheme

来源：评论

学校读者我要写书评

暂无评论

Nonparametrie Quantile Inference for Cause-specific Residual Life Function Under Length-biased Sampling

引用

Acta Mathematicae Applicatae Sinica 2020年第4期36卷 902-916页

作者： Fei-Peng ZHANG Cai-Yun FAN Yong ZHOU School of Economics and Finance Xi'an Jiaotong UniversityXi'an 710049China School of Statistics and Information Shanghai University of International Business and EconomicsShanghai 201620China Key Laboratory of Advanced Theory and Application in Statistics and Data Science MOE&Academy of Statistics and Interdisciplinary SciencesEast China Normal UniversityShanghai 200062China

This paper considers a competing risks model for right-censored and length-biased survival data from prevalent *** propose a nonparametric quantile inference procedure for cause-specific residual life distribution with competing risks *** also derive the asymptotic properties of the proposed estimators of this quantile *** studies and the unemployment data demonstrate the practical utility of the methodology.

关键词： Length-biased data competing risks quantile residual life estimating equation

来源：评论

学校读者我要写书评

暂无评论

Semiparametric quantile-difference estimation for length-biased and right-censored data

引用

science China Mathematics 2019年第9期62卷 1823-1838页

作者： Yutao Liu Shucong Zhang Yong Zhou School of Statistics and Mathematics Central University of Finance and EconomicsBeijing100081China School of Statistics and Management Shanghai University of Finance and EconomicsShanghai200433China Key Laboratory of Advanced Theory and Application in Statistics and Data Science(MOE) Institute of Statistics and Interdisciplinary Sciences and School of StatisticsEast China Normal UniversityShanghai200241China

Prevalent cohort studies frequently involve length-biased and right-censored data, a fact that has drawn considerable attention in survival analysis. In this article, we consider survival data arising from lengthbiased sampling, and propose a new semiparametric-model-based approach to estimate quantile differences of failure time. We establish the asymptotic properties of our new estimators theoretically under mild technical conditions, and propose a resampling method for estimating their asymptotic variance. We then conduct simulations to evaluate the empirical performance and efficiency of the proposed estimators, and demonstrate their application by a real data analysis.

关键词： quantile differences length-biased sampling right-censored proportional hazards model

来源：评论

学校读者我要写书评

暂无评论

A class of admissible estimators of multiple regression coefficient with an unknown variance

引用

Statistical theory and Related Fields 2020年第2期4卷 190-201页

作者： Chengyuan Song Dongchu Sun Key Laboratory of Advanced Theory and Application in Statistics and Data Science-MOE School of StatisticsEast China Normal UniversityShanghaiPeople’s Republic of China Department of Statistics University of Nebraska-LincolnLincolnNEUSA

Suppose that we observe y|θ,τ∼N_(p)(Xθ,τ^(−1)I_(p)),where θ is an unknown vector with unknown precisionτ.Estimating the regression coefficient θ with known τ has been well ***,statistical properties such as admissibility in estimating θ with unknownτare not well ***[(2009).Topics in shrinkage estimation and in causal inference(PhD thesis).Warton School,University of Pennsylvania]appears to be the first to consider the problem,developing sufficient conditions for the admissibility of estimating means of multivariate normal distributions with unknown *** generalise the sufficient conditions for admissibility and apply these results to the normal linear regression model.2-level and 3-level hierarchical models with unknown precisionτare investigated when a standard class of hierarchical priors leads to admissible estimators of θ under the normalised squared error *** reason to consider this problem is the importance of admissibility in the hierarchical prior selection,and we expect that our study could be helpful in providing some reference for choosing hierarchical priors.

关键词： Admissible estimators unknown variance multivariate normal distributions hierarchical models

来源：评论

学校读者我要写书评

暂无评论

The kth Power Expectile Estimation and Testing

引用

Communications in Mathematics and statistics 2024年第4期12卷 573-615页

作者： Fuming Lin Yingying Jiang Yong Zhou College of Mathematics and Statistics Sichuan University of Science and EngineeringZigongSichuanPeople’s Republic of China South Sichuan Center for Applied Mathematics ZigongSichuanPeople’s Republic of China Key Laboratory of Advanced Theory and Application in Statistics and Data Science MOEand Academy of Statistics and Interdisciplinary Sciences and School of StatisticsEast China Normal UniversityShanghaiPeople’s Republic of China

This paper develops the theory of the kth power expectile estimation and considers its relevant hypothesis tests for coefficients of linear regression *** prove that the asymptotic covariance matrix of kth power expectile regression converges to that of quantile regression as k converges to one and hence promise a moment estimator of asymptotic matrix of quantile *** kth power expectile regression is then utilized to test for homoskedasticity and conditional symmetry of the *** comparisons of the local power among the kth power expectile regression tests,the quantile regression test,and the expectile regression test have been *** the underlying distribution is not standard normal,results show that the optimal k are often larger than 1 and smaller than 2,which suggests the general kth power expectile regression is ***,the methods are illustrated by a real example.

关键词： The kth power expectiles Expectiles Quantiles Testing for homoskedasticity Testing for conditional symmetry Estimating asymptotic matrix of quantile regression

来源：评论

学校读者我要写书评

暂无评论

Research on a quantification model of online learning cognitive load based on eye-tracking technology

引用

Multimedia Tools and applications 2024年 1-15页

作者： Xue, Yaofeng Zhu, Fangqing Li, Jiaxuan Department of Educational Information Technology and Shanghai Engineering Research Center of Digital Educational Equipment East China Normal University Shanghai200062 China Key Laboratory of Advanced Theory and Application in Statistics and Data Science-MOE East China Normal University Shanghai China

Online learning is characterized by a high degree of complexity and a wealth of information when compared to traditional classroom learning. This can have an adverse influence on the learning outcomes of online learners. The paper builds a quantification model of online learning cognitive load based on non-invasive eye-tracking technology by combining three eye-movement indicators: fixation time, fixation count, and pupil diameter. This is based on the analysis of cognitive load and eye-tracking technology. The study then uses a significant amount of eye movement experimental data in conjunction with the cognitive load test that students take in an online learning environment to confirm the viability and effectiveness of the quantification methodology. The paper builds a quantification model of online learning cognitive load based on non-invasive eye-tracking technology by combining three eye-movement indicators: fixation time, fixation count, and pupil diameter. This is based on the analysis of cognitive load and eye-tracking technology. The study then uses a significant amount of eye movement experimental data in conjunction with the cognitive load test that students take in an online learning environment to confirm the viability and effectiveness of the quantification methodology. © The Author(s), under exclusive licence to Springer science+Business Media, LLC, part of Springer Nature 2024.

关键词： Eye movements

来源：评论

学校读者我要写书评

暂无评论

Exponential tilted likelihood for stationary time series models

引用

Statistical theory and Related Fields 2022年第3期6卷 254-263页

作者： Xiuzhen Zhang Yukun Liu Riquan Zhang Zhiping Lu Key Laboratory of Advanced Theory and Application in Statistics and Data Science MOESchool of StatisticsEast China Normal UniversityShanghaiPeople’s Republic of China School of Mathematics and Statistics Shanxi Datong UniversityDatongPeople’s Republic of China

Depending on the asymptotical independence of periodograms,exponential tilted(ET)likelihood,as an effective nonparametric statistical method,is developed to deal with time series in this *** to empirical likelihood(EL),it still suffers from two drawbacks:the nondefinition problem of the likelihood function and the under-coverage probability of confidence *** overcome these two problems,we further proposed the adjusted ET(AET)*** a specific adjustment level,our simulation studies indicate that the AET method achieves a higher-order coverage precision than the unadjusted ET *** addition,due to the good performance of ET under moment model misspecification[Schennach,S.M.(2007).Point estimation with exponentially tilted empirical *** Annals of statistics,35(2),634–***://***/10.1214/009053606000001208],we show that the one-order property of point estimate is preserved for the misspecified spectral estimating equations of the autoregressive coefficient of AR(1).The simulation results illustrate that the point estimates of the ET outperform those of the EL and their hybrid in terms of standard deviation.A real data set is analyzed for illustration purpose.

关键词： Exponential tilted likelihood adjusted exponential tilted likelihood stationary time series misspecified moment model

来源：评论

学校读者我要写书评

暂无评论

A GMM approach in coupling internal data and external summary information with heterogeneous data populations

引用

science China Mathematics 2024年第5期67卷 1115-1132页

作者： Jun Shao Jinyi Wang Lei Wang Key Laboratory of Advanced Theory and Application in Statistics and Data Science(East China Normal University) Ministry of EducationShanghai 200062China School of Statistics East China Normal UniversityShanghai 200062China Department of Statistics University of Wisconsin-MadisonWI 53706USA School of Statistics and Data Science KLMDASRLEBPS and LPMCNankai UniversityTianjin 300071China

Because of advances in data collection and storage,statistical analysis in modern scientific research and practice now has opportunities to utilize external information such as summary statistics from similar studies.A likelihood approach based on a parametric model assumption has been developed in the literature to utilize external summary information when the populations for external and main internal data are assumed to be the *** this article,we instead consider the generalized estimation equation(GEE)approach for statistical inference,which is semiparametric or nonparametric,and show how to utilize external summary information even when internal and external data populations are not the *** approach is coupling the internal data and external summary information to form additional estimation equations and then applying the generalized method of moments(GMM).We show that the proposed GMM estimator is asymptotically normal and,under some conditions,is more efficient than the GEE estimator without using external summary *** of the asymptotic covariance matrix of the GMM estimators are also *** results are obtained to confirm our theory and quantify the improvements by utilizing external *** example is also included for illustration.

关键词： adjustment for heterogeneity constraint data integration generalized method of moments summarystatistic

来源：评论

学校读者我要写书评

暂无评论

Semiparametric estimation for accelerated failure time mixture cure model allowing non-curable competing risk

引用

Statistical theory and Related Fields 2020年第1期4卷 97-108页

作者： Yijun Wang Jiajia Zhang Yincai Tang Key Laboratory of Advanced Theory and Application in Statistics and Data Science-MOE School of StatisticsEast China Normal UniversityShanghai200062People’s Republic of China Department of Epidemiology and Biostatistics University of South CarolinaColumbiaSCUSA

The mixture cure model is the most popular model used to analyse the major event with a potential cure *** in the real world there may exist a potential risk from other non-curable competing *** this paper,we study the accelerated failure time model with mixture cure model via kernel-based nonparametric maximum likelihood estimation allowing non-curable competing *** EM algorithm is developed to calculate the estimates for both the regression parameters and the unknown error densities,in which a kernel-smoothed conditional profile likelihood is maximised in the M-step,and the resulting estimates are *** performance is demonstrated through comprehensive simulation ***,the proposed method is applied to the colorectal clinical trial data.

关键词： AFT mixture cure model competing risk EM algorithm

来源：评论

学校读者我要写书评

暂无评论

建议与咨询留下您的常用邮箱和电话号码，以便我们向您反馈解决方案和替代方法

时间限定

文献类型

馆藏选择

核心期刊

语言

文献类型

帮助

文字说明：

检索规则说明：

检索范例：

分类表

所选分类

限定检索结果

文献类型

馆藏范围

日期分布

学科分类号

主题

机构

作者

语言

请选择保存的检索档案：

请选择收藏分类：

通借通还

建议与咨询 留下您的常用邮箱和电话号码，以便我们向您反馈解决方案和替代方法

时间限定

文献类型

馆藏选择

核心期刊

语言

文献类型

帮助

文字说明：

检索规则说明：

检索范例：

分类表

所选分类

限定检索结果

文献类型

馆藏范围

日期分布

学科分类号

主题

机构

作者

语言

请选择保存的检索档案： 新增检索档案 确定 取消

请选择收藏分类： 新增自定义分类 确定 取消

通借通还

建议与咨询留下您的常用邮箱和电话号码，以便我们向您反馈解决方案和替代方法

请选择保存的检索档案：

请选择收藏分类：