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Marginal empirical likelihood and sure independence screening
Empirical likelihood high dimensional data analysis independence sure screening large deviation
2016/1/25
We study a marginal empirical likelihood approach in scenarios when the num-ber of variables grows exponentially with the sample size. The marginal empirical likelihood ratios as functions of the para...
Marginal empirical likelihood and sure independence screening
Empirical likelihood high dimensional data analysis independence sure screening large deviation
2016/1/20
We study a marginal empirical likelihood approach in scenarios when the num-ber of variables grows exponentially with the sample size. The marginal empirical likelihood ratios as functions of the para...
Nonparametric Independence Screening in Sparse Ultra-High Dimensional Varying Coefficient Models
Sure independence screening Variable selection Sparsity Conditional permutation False posi-tive rates
2013/4/27
The varying-coefficient model is an important nonparametric statistical model that allows us to examine how the effects of covariates vary with exposure variables. When the number of covariates is big...
Nonparametric Independence Screening in Sparse Ultra-High Dimensional Varying Coefficient Models
Sure independence screening Variable selection Sparsity Conditional permutation False posi-tive rates
2013/4/27
The varying-coefficient model is an important nonparametric statistical model that allows us to examine how the effects of covariates vary with exposure variables. When the number of covariates is big...
Identification and well-posedness in nonparametric models with independence conditions
Identification well-posedness nonparametric models independence conditions
2012/11/22
This paper provides a nonparametric analysis for several classes of models, with cases such as classical measurement error, regression with errors in variables, factor models and other models that may...
Counterfactual actions in graphical models based on local independence
causal inference event history analysis marked point
2011/7/5
We consider a framework for counterfactual statistical analysis with graphical models based on marked point processes. The main idea is to treat the counterfactual scenario as just another probability...
Sure Independence Screening in Generalized Linear Models with NP-Dimensionality
generalized linear models independent learning sure indepen-dent screening variable selection
2010/3/19
Ultrahigh dimensional variable selection plays an increasingly
important role in contemporary scientific discoveries and statisti-
cal research. Among others, Fan and Lv (2008) propose an indepen-
...
Determining full conditional independence by low-order conditioning
conditional independence graphical models Markov properties separability ingraphs undirected graphs
2010/4/29
A concentration graph associated with a random vector is an undirected graph where each
vertex corresponds to one random variable in the vector. The absence of an edge between any
pair of vertices (...
Notions of independence for random variables。
A WARNING ABOUT AN INDEPENDENCE PROPERTY RELATED TO RANDOM BROVCTNIAN SCALING
Standard Brownian motion Brownian scaling excursion last zero first zero Brownian meander
2009/9/18
In this note, which develops a part of our paper [2], we
consider independence properties between Brownian motion, after
Brownian scaling on a random interval (a, b), and the length (b-a) of
the in...
Decomposing Independence Model Using Collapsed Tables for Contingency Tables Having Ordered Categories
Decomposing Independence Model Collapsed Tables Contingency Tables
2009/9/17
Decomposing Independence Model Using Collapsed Tables for Contingency Tables Having Ordered Categories。
Asymptotic properties of false discovery rate controlling procedures under independence
Multiple hypothesis testing Benjamini-Hochberg procedure FDP FDR
2009/9/16
We investigate the performance of a family of multiple comparison procedures for strong control of the False Discovery Rate (FDR). The FDR is the expected False Discovery Proportion (FDP), that is, th...
Testing for independence: Saddlepoint approximation to associated permutation distributions
Independence tests linear rank test permutation distribution saddlepoint approximation
2009/9/16
One of the most popular class of tests for independence between two random variables is the general class of rank statistics which are invariant under permutations. This class contains Spearman's coef...
Independence of four projective criteria for the weak invariance principle
Weak invariance principle Martingale approximation Projective criterion
2009/6/15
Independence of four projective criteria for the weak invariance principle.
Determinantal processes and independence
determinantal processes determinantal independence
2009/5/18
We give a probabilistic introduction to determinantal and permanental point processes. Determinantal processes arise in physics (fermions, eigenvalues of random matrices) and in combinatorics (noninte...