Statistics and Computing
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Testing for interactions in generalized additive models: Application to SO2 pollution data
Statistics and Computing - - 2005
On conditional variance estimation in nonparametric regression
Statistics and Computing - Tập 23 - Trang 261-270 - 2012
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......
Optimal designs for dose-escalation trials and individual allocations in cohorts
Statistics and Computing - Tập 32 - Trang 1-16 - 2022
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......
A new method for the estimation of variance matrix with prescribed zeros in nonlinear mixed effects models
Statistics and Computing - Tập 19 - Trang 129-138 - 2008
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 ......
New mixed portmanteau tests for time series models
Statistics and Computing - Tập 34 - Trang 1-15 - 2024
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......
Distributed adaptive nearest neighbor classifier: algorithm and theory
Statistics and Computing - Tập 33 - Trang 1-23 - 2023
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 ......
Guest Editorial: Computational Issues in Experimental Design
Statistics and Computing - Tập 9 - Trang 169-169 - 1999
Embedded topics in the stochastic block model
Statistics and Computing - Tập 33 - Trang 1-20 - 2023
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......
Switched diffusion processes for non-convex optimization and saddle points search
Statistics and Computing - Tập 33 - Trang 1-16 - 2023
We introduce and investigate stochastic processes designed to find local minimizers and saddle points of non-convex functions, exploring the landscape more efficiently than the standard noisy gradient descent. The processes switch between two behaviours, a noisy gradient descent and a noisy saddle point search. It is proven to be well-defined and to converge to a stationary distribution in the lon......
Estimation of 2D jump location curve and 3D jump location surface in nonparametric regression
Statistics and Computing - Tập 22 - Trang 17-31 - 2010
A new procedure is proposed to estimate the jump location curve and surface in the two-dimensional (2D) and three-dimensional (3D) nonparametric jump regression models, respectively. In each of the 2D and 3D cases, our estimation procedure is motivated by the fact that, under some regularity conditions, the ridge location of the rotational difference kernel estimate (RDKE; Qiu in Sankhyā Ser. A 59......
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