搜索结果: 1-11 共查到“统计学其他学科 multivariate”相关记录11条 . 查询时间(0.125 秒)
Exact Hamiltonian Monte Carlo for Truncated Multivariate Gaussians
Markov Chain Monte Carlo Hamiltonian Monte Carlo Truncated Multivariate Gaus-sians
2012/9/17
We present a Hamiltonian Monte Carlo algorithm to sample from multivariate Gaussian distri-butions in which the target space is constrained by linear and quadratic inequalities or products thereof. Th...
The Multivariate $S_n$ Estimator
Outlier detection robust estimation multivariate ranking multivariate statistics.
2012/9/17
In this note we introduce the MSn estimator (for Multivariate Sn) a new robust estimator of multivariate ranking. Like MVE and MCD it searches for anh-subset which mini-mizes a criterion. The differen...
Bayesian inference on dependence in multivariate longitudinal data
Cholesky decomposition covariance matrix moment-matching oxidative stress random effects shrinkage prior.
2012/9/17
In many applications, it is of interest to assess the dependence structure in multivariate longitudinal data. Discovering such dependence is challenging
due to the dimensionality involved. By concate...
The use of systems of stochastic PDEs as priors for multivariate models with discrete structures
Gaussian distribution multivariate stochastic PDEs discrete structures
2012/9/17
A challenge in multivariate problems with discrete structures is the inclusion of prior information that may di er in each separate structure. A particular example of this is seismic amplitude versus ...
Lasso and probabilistic inequalities for multivariate point processes
Multivariate counting process Hawkes processes adaptive estimation Lasso procedure Bernstein-type inequalities.
2012/9/17
Due to its low computational cost, Lasso is an attractive regularization method for high-dimensional statistical settings. In this paper, we consider multivariate counting processes depending on an un...
MMANOVA: A general multilevel framework for multivariate analysis of variance
Bayesian inference Constraints Mixed model Variance components
2012/9/19
Classical analysis of variance requires that model terms be labeled as xed or random and typically culminate by comparing variability from each batch (factor) to variability from errors; without a st...
Distances and Riemannian metrics for multivariate spectral densities
multivariate spectral densities Riemannian metrics
2011/7/19
We first introduce a class of divergence measures between power spectral density matrices. These are derived by comparing the suitability of different models in the context of optimal prediction.
Sequential Monte Carlo EM for multivariate probit models
Maximum likelihood Multivariate probit Monte Carlo EM adaptive sequential Monte Carlo
2011/7/19
A Monte Carlo EM algorithm is considered for the maximum likelihood estimation of multivariate probit models.
New multivariate central limit theorems in linear structural and functional error-in-variables models
explanatory variables domain of attraction of the normal law multivariate Student statistic positive definite matrix
2009/9/16
This paper deals simultaneously with linear structural and functional error-in-variables models (SEIVM and FEIVM), revisiting in this context generalized and modified least squares estimators of the s...
Structural shrinkage of nonparametric spectral estimators for multivariate time series
structural shrinkage nonparametric spectral estimators multivariate time series
2009/9/16
In this paper we investigate the performance of periodogram based estimators of the spectral density matrix of possibly high-dimensional time series. We suggest and study shrinkage as a remedy against...
Multivariate statistics are often available as well as necessary in hypothesis tests. We study how to use such statistics to control not only false discovery rate (FDR) but also positive FDR (pFDR) wi...