Anisotropy of Hölder Gaussian random fields: characterization, estimation, and application to image texturesStatistics and Computing - Tập 28 - Trang 1155-1168 - 2017
Frédéric J. P. Richard
The characterization and estimation of the Hölder regularity of random fields
has long been an important topic of Probability theory and Statistics. This
notion of regularity has also been widely used in image analysis to measure the
roughness of textures. However, such a measure is rarely sufficient to
characterize textures as it does not account for their directional properties
(e.g., isotropy a... hiện toàn bộ
Toeplitz Monte CarloStatistics and Computing - Tập 31 - Trang 1-15 - 2021
Josef Dick, Takashi Goda, Hiroya Murata
Motivated mainly by applications to partial differential equations with random
coefficients, we introduce a new class of Monte Carlo estimators, called
Toeplitz Monte Carlo (TMC) estimator, for approximating the integral of a
multivariate function with respect to the direct product of an identical
univariate probability measure. The TMC estimator generates a sequence
$$x_1,x_2,\ldots $$ of i.i.d. ... hiện toàn bộ
On conditional variance estimation in nonparametric regressionStatistics and Computing - Tập 23 - Trang 261-270 - 2012
Siddhartha Chib, Edward Greenberg
In this paper we consider a nonparametric regression model in which the
conditional variance function is assumed to vary smoothly with the predictor. We
offer an easily implemented and fully Bayesian approach that involves the Markov
chain Monte Carlo sampling of standard distributions. This method is based on a
technique utilized by Kim, Shephard, and Chib (in Rev. Econ. Stud. 65:361–393,
1998) f... hiện toàn bộ
Optimal designs for dose-escalation trials and individual allocations in cohortsStatistics and Computing - Tập 32 - Trang 1-16 - 2022
Belmiro P. M. Duarte, Anthony C. Atkinson, Nuno M. C. Oliveira
Dose escalation trials are crucial in the development of new pharmaceutical
products to optimize the amount of drug administered while avoiding undesirable
side effects. We adopt the framework established by Bailey (Stat Med
28(30):3721–3738, 2009. https://doi.org/10.1002/sim.3646 ) where the individuals
are grouped into cohorts, to the subjects in which the placebo or previously
defined doses are... hiện toàn bộ
A new method for the estimation of variance matrix with prescribed zeros in nonlinear mixed effects modelsStatistics and Computing - Tập 19 - Trang 129-138 - 2008
Djalil Chafaï, Didier Concordet
We propose a new method for the Maximum Likelihood Estimator (MLE) of nonlinear
mixed effects models when the variance matrix of Gaussian random effects has a
prescribed pattern of zeros (PPZ). The method consists of coupling the recently
developed Iterative Conditional Fitting (ICF) algorithm with the Expectation
Maximization (EM) algorithm. It provides positive definite estimates for any
sample ... hiện toàn bộ
New mixed portmanteau tests for time series modelsStatistics and Computing - Tập 34 - Trang 1-15 - 2024
Esam Mahdi
This article proposes omnibus portmanteau tests for contrasting adequacy of time
series models. The test statistics are based on combining the autocorrelation
function of the conditional residuals, the autocorrelation function of the
conditional squared residuals, and the cross-correlation function between these
residuals and their squares. The maximum likelihood estimator is used to derive
the as... hiện toàn bộ
Distributed adaptive nearest neighbor classifier: algorithm and theoryStatistics and Computing - Tập 33 - Trang 1-23 - 2023
Ruiqi Liu, Ganggang Xu, Zuofeng Shang
When data is of an extraordinarily large size or physically stored in different
locations, the distributed nearest neighbor (NN) classifier is an attractive
tool for classification. We propose a novel distributed adaptive NN classifier
for which the number of nearest neighbors is a tuning parameter stochastically
chosen by a data-driven criterion. An early stopping rule is proposed when
searching ... hiện toàn bộ
Embedded topics in the stochastic block modelStatistics and Computing - Tập 33 - Trang 1-20 - 2023
Rémi Boutin, Charles Bouveyron, Pierre Latouche
Communication networks such as emails or social networks are now ubiquitous and
their analysis has become a strategic field. In many applications, the goal is
to automatically extract relevant information by looking at the nodes and their
connections. Unfortunately, most of the existing methods focus on analysing the
presence or absence of edges and textual data is often discarded. However, all
co... hiện toàn bộ