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Local Quantile Regression
local MLE excess bound propagation condition adaptive bandwidth selection.
2012/9/18
Quantile regression is a technique to estimate conditional quantile curves. It pro-vides a comprehensive picture of a response contingent on explanatory variables. In a exible modeling framework, a sp...
Changepoint detection for high-dimensional time series with missing data
Change point detection high-dimensional time series missing data
2012/9/17
This paper describes a novel approach to changepoint detection when the observed high-dimensional data may have missing elements. The performance of classical methods for changepoint detection typical...
The maximum likelihood drift estimator for mixed fractional Brownian motion
mixed fractional Brownian motion maximum likelihood estimator large sample asymptotic
2012/9/18
The paper is concerned with the maximum likelihood estimator (MLE) of the unknown drift parameterθ∈Rin the continuous-time regression model Xt =θt+Bt +BHt,t ∈[0, T] whereBt is the Brownian motion and ...
Bayesian astrostatistics: a backward look to the future
Bayesian astrostatistics backward look the future
2012/9/18
This volume contains presentations from the first invited session on astrostatistics to be held at an International Statistical Institute (ISI) World Statistics Congress. This session was a major mile...
Nonsingular subsampling for S-estimators with categorical predictors
Nonsingular subsampling S-estimators categorical predictors
2012/9/18
An integral part of many algorithms for S-estimators of linear regression is random subsam-pling. For problems with only continuous predictors simplerandom subsampling is a reliable method to generate...
Measuring Nepotism Through Shared Last Names: Response to Ferlazzo and Sdoia
Measuring Nepotism Through Shared Last Names Response to Ferlazzo Sdoia
2012/9/18
In a recent article, I showed that in several academic disciplines in Italy, professors display a paucity of last names that cannot be explained by unbiased, random, hiring processes. I suggested that...
Graph-Based Tests for Two-Sample Comparisons of Categorical Data
Two-sample tests categorical data discrete data minimum spanning trees graph-based tests contingency table.
2012/9/18
We study the problem of two-sample comparisons with categorical data when the contingency table is sparsely populated. Classical methods, such as the Pearson's
Chi-square test and the deviance test, ...
Positive Definite $\ell_1$ Penalized Estimation of Large Covariance Matrices
Alternating direction methods Large covariance matrices Matrix norm Positive-de nite estimation Sparsity Soft-thresholding.
2012/9/18
The thresholding covariance estimator has nice asymptotic properties for estimating sparse large covariance matrices, but it often has negative eigenvalues when used in real data analysis. To simultan...
Near-Optimal Node Blacklisting in Adversarial Networks
Near-Optimal Node Blacklisting Adversarial Networks
2012/9/18
Many communication networks contain nodes which may misbehave, thus incurring a cost to the network operator. Weconsider the problem of how to manage the nodes when the operator receives a payoff for ...
A population Monte Carlo scheme with transformed weights and its application to stochastic kinetic models
Population Monte Carlo importance sampling degeneracy of importance weights stochastic kinetic models
2012/9/18
This paper addresses the problem of Monte Carlo approximation of posterior probability distributions. In particular, we have considered a recently proposed technique known as population Monte Carlo (P...
Preconditioning to comply with the Irrepresentable Condition
Preconditioning Lasso Sign consistency
2012/9/18
Preconditioning is a technique from numerical linear algebra that can accelerate algorithms to solve systems of equations. In this pa-per, we demonstrate how preconditioning can circumvent a stringent...
Asymptotically efficient estimation of a scale parameter in Gaussian time series and closed-form expressions for the Fisher information
efficient estimation fractional Brownian motion Fisher information general monotone sequence regular variation slowly varying functions spectral density.
2012/9/18
Mimicking the maximum likelihood estimator, we construct first order Cramer-Rao efficient and explicitly computable estimators for the scale parameterσ2 in the model Zi,n =σn−βXi+Yi, i = 1, . . ...
Censored quantile regression processes under dependence and penalization
quantile regression Bahadur representation variable selection weak convergence censored data dependent data
2012/9/18
We consider quantile regression processes from censored data under dependent data structures and derive a uniform Bahadur representation for those processes. We also consider cases where the dimension...
Conditional simulation of max-stable processes
Conditional simulation Markov chain Monte Carlo Max-stable process Precipitation Regular conditional distribution Temperature.
2012/9/18
Since many environmental processes such as heat waves or precipitation are spatial in extent,it is likely that a single extreme event affects several locations and the areal modelling of ex-tremes is ...
Penalized estimation in high-dimensional hidden Markov models with state-specific graphical models
HMM Graphical Lasso Universal Regularization Model Selection MMDL Greedy Backwards Pruning Genome Biology Chromatin Modeling
2012/9/17
We consider penalized estimation in hidden Markov models (HMMs) with multi-variate Normal observations. In the moderate-to-large dimensional setting, estimation for HMMs remains challenging in practic...