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Journal of the Royal Statistical Society Series B-Statistical Methodology最新文献

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Jiaqi Gu and Guosheng Yin’s contribution to the Discussion of ‘Martingale Posterior Distributions’ by Fong, Holmes and Walker 顾佳琪、殷国生对方、霍姆斯、沃克“鞅后验分布”讨论的贡献
1区 数学
Journal of the Royal Statistical Society Series B-Statistical Methodology Pub Date : 2023-08-28 DOI: 10.1093/jrsssb/qkad092
Jiaqi Gu, Guosheng Yin
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引用次数: 0
Blake Moya’s contribution to the Discussion of ‘Martingale Posterior Distributions’ by Fong, Holmes and Walker Blake Moya对Fong, Holmes和Walker的“鞅后验分布”讨论的贡献
IF 5.8 1区 数学
Journal of the Royal Statistical Society Series B-Statistical Methodology Pub Date : 2023-08-28 DOI: 10.1093/jrsssb/qkad088
Blake Moya
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引用次数: 0
Marta Catalano, Augusto Fasano and Giovanni Rebaudo’s contribution to the Discussion of “Martingale Posterior Distributions” by Fong, Holmes and Walker Marta Catalano, Augusto Fasano和Giovanni Rebaudo对Fong, Holmes和Walker的“鞅后分布”讨论的贡献
1区 数学
Journal of the Royal Statistical Society Series B-Statistical Methodology Pub Date : 2023-08-27 DOI: 10.1093/jrsssb/qkad095
Marta Catalano, Augusto Fasano, Giovanni Rebaudo
{"title":"Marta Catalano, Augusto Fasano and Giovanni Rebaudo’s contribution to the Discussion of “Martingale Posterior Distributions” by Fong, Holmes and Walker","authors":"Marta Catalano, Augusto Fasano, Giovanni Rebaudo","doi":"10.1093/jrsssb/qkad095","DOIUrl":"https://doi.org/10.1093/jrsssb/qkad095","url":null,"abstract":"","PeriodicalId":49982,"journal":{"name":"Journal of the Royal Statistical Society Series B-Statistical Methodology","volume":"18 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-08-27","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135139002","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":1,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Proposal of Vote of Thanks for “Martingale Posterior Distributions” by Edwin Fong, Chris Holmes and Stephen G. Walker 对埃德温·方、克里斯·霍姆斯和斯蒂芬·沃克的《鞅后验分布》的感谢提案
IF 5.8 1区 数学
Journal of the Royal Statistical Society Series B-Statistical Methodology Pub Date : 2023-08-27 DOI: 10.1093/jrsssb/qkad086
P. Dawid
{"title":"Proposal of Vote of Thanks for “Martingale Posterior Distributions” by Edwin Fong, Chris Holmes and Stephen G. Walker","authors":"P. Dawid","doi":"10.1093/jrsssb/qkad086","DOIUrl":"https://doi.org/10.1093/jrsssb/qkad086","url":null,"abstract":"","PeriodicalId":49982,"journal":{"name":"Journal of the Royal Statistical Society Series B-Statistical Methodology","volume":"145 1","pages":""},"PeriodicalIF":5.8,"publicationDate":"2023-08-27","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"80450782","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":1,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Bertrand Clarke’s contribution to the Discussion of “Martingale Posterior Distributions” by Fong, Holmes and Walker 伯特兰·克拉克对方、霍姆斯和沃克讨论“鞅后验分布”的贡献
IF 5.8 1区 数学
Journal of the Royal Statistical Society Series B-Statistical Methodology Pub Date : 2023-08-27 DOI: 10.1093/jrsssb/qkad090
B. Clarke
{"title":"Bertrand Clarke’s contribution to the Discussion of “Martingale Posterior Distributions” by Fong, Holmes and Walker","authors":"B. Clarke","doi":"10.1093/jrsssb/qkad090","DOIUrl":"https://doi.org/10.1093/jrsssb/qkad090","url":null,"abstract":"","PeriodicalId":49982,"journal":{"name":"Journal of the Royal Statistical Society Series B-Statistical Methodology","volume":"11 1","pages":""},"PeriodicalIF":5.8,"publicationDate":"2023-08-27","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"85279280","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":1,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Ben Swallow’s contribution to the Discussion of “Martingale Posterior Distributions” by Fong, Holmes and Walker Ben Swallow对Fong, Holmes和Walker的“鞅后验分布”讨论的贡献
IF 5.8 1区 数学
Journal of the Royal Statistical Society Series B-Statistical Methodology Pub Date : 2023-08-27 DOI: 10.1093/jrsssb/qkad097
B. Swallow
{"title":"Ben Swallow’s contribution to the Discussion of “Martingale Posterior Distributions” by Fong, Holmes and Walker","authors":"B. Swallow","doi":"10.1093/jrsssb/qkad097","DOIUrl":"https://doi.org/10.1093/jrsssb/qkad097","url":null,"abstract":"","PeriodicalId":49982,"journal":{"name":"Journal of the Royal Statistical Society Series B-Statistical Methodology","volume":"57 1","pages":""},"PeriodicalIF":5.8,"publicationDate":"2023-08-27","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"89139313","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":1,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Filippo Ascolani, Antionio Lijoi and Igor Prunster’s contribution to the Discussion of “Martingale Posterior Distributions” by Fong, Holmes and Walker Filippo Ascolani, antonio Lijoi和Igor Prunster对Fong, Holmes和Walker的“鞅后验分布”讨论的贡献
IF 5.8 1区 数学
Journal of the Royal Statistical Society Series B-Statistical Methodology Pub Date : 2023-08-27 DOI: 10.1093/jrsssb/qkad093
Filippo Ascolani, A. Lijoi, Igor Prünster
{"title":"Filippo Ascolani, Antionio Lijoi and Igor Prunster’s contribution to the Discussion of “Martingale Posterior Distributions” by Fong, Holmes and Walker","authors":"Filippo Ascolani, A. Lijoi, Igor Prünster","doi":"10.1093/jrsssb/qkad093","DOIUrl":"https://doi.org/10.1093/jrsssb/qkad093","url":null,"abstract":"","PeriodicalId":49982,"journal":{"name":"Journal of the Royal Statistical Society Series B-Statistical Methodology","volume":"51 11-12","pages":""},"PeriodicalIF":5.8,"publicationDate":"2023-08-27","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"72481336","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":1,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Pietro Rigo’s contribution to the Discussion of “Martingale Posterior Distributions” by Fong, Holmes and Walker Pietro Rigo对Fong, Holmes和Walker的“鞅后验分布”讨论的贡献
IF 5.8 1区 数学
Journal of the Royal Statistical Society Series B-Statistical Methodology Pub Date : 2023-08-27 DOI: 10.1093/jrsssb/qkad101
Pietro Rigo
{"title":"Pietro Rigo’s contribution to the Discussion of “Martingale Posterior Distributions” by Fong, Holmes and Walker","authors":"Pietro Rigo","doi":"10.1093/jrsssb/qkad101","DOIUrl":"https://doi.org/10.1093/jrsssb/qkad101","url":null,"abstract":"","PeriodicalId":49982,"journal":{"name":"Journal of the Royal Statistical Society Series B-Statistical Methodology","volume":"14 1","pages":""},"PeriodicalIF":5.8,"publicationDate":"2023-08-27","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"81635142","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":1,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Karl Rohe and Muzhe Zeng's reply to the Discussion of ‘Vintage Factor Analysis with Varimax Performs Statistical Inference’ 卡尔·罗(Karl Rohe)、曾慕哲(Muzhe Zeng)对“用方差进行统计推理的复古因子分析”讨论的回答
IF 5.8 1区 数学
Journal of the Royal Statistical Society Series B-Statistical Methodology Pub Date : 2023-08-24 DOI: 10.1093/jrsssb/qkad074
Karl Rohe
{"title":"Karl Rohe and Muzhe Zeng's reply to the Discussion of ‘Vintage Factor Analysis with Varimax Performs Statistical Inference’","authors":"Karl Rohe","doi":"10.1093/jrsssb/qkad074","DOIUrl":"https://doi.org/10.1093/jrsssb/qkad074","url":null,"abstract":"","PeriodicalId":49982,"journal":{"name":"Journal of the Royal Statistical Society Series B-Statistical Methodology","volume":"124 1","pages":""},"PeriodicalIF":5.8,"publicationDate":"2023-08-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"73618442","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":1,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Two-way dynamic factor models for high-dimensional matrix-valued time series 高维矩阵值时间序列的双向动态因子模型
1区 数学
Journal of the Royal Statistical Society Series B-Statistical Methodology Pub Date : 2023-08-24 DOI: 10.1093/jrsssb/qkad077
Chaofeng Yuan, Zhigen Gao, Xuming He, Wei Huang, Jianhua Guo
{"title":"Two-way dynamic factor models for high-dimensional matrix-valued time series","authors":"Chaofeng Yuan, Zhigen Gao, Xuming He, Wei Huang, Jianhua Guo","doi":"10.1093/jrsssb/qkad077","DOIUrl":"https://doi.org/10.1093/jrsssb/qkad077","url":null,"abstract":"Abstract In this article, we introduce a two-way dynamic factor model (2w-DFM) for high-dimensional matrix-valued time series and study some of the basic theoretical properties in terms of identifiability and estimation accuracy. The proposed model aims to capture separable and low-dimensional effects of row and column attributes and their correlations across rows, columns, and time points. Complementary to other dynamic factor models for high-dimensional data, the 2w-DFM inherits the dimension-reduction feature of factor models but assumes additive row and column factors for easier interpretability. We provide conditions to ensure model identifiability and consider a quasi-likelihood based two-step method for parameter estimation. Under an asymptotic regime where the size of the data matrices as well as the length of the time series increase, we establish that the estimators achieve the optimal rate of convergence and are asymptotically normal. The asymptotic properties are reaffirmed empirically through simulation studies. An application to air quality data in Chinese cities is given to illustrate the merit of the 2w-DFM.","PeriodicalId":49982,"journal":{"name":"Journal of the Royal Statistical Society Series B-Statistical Methodology","volume":"15 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-08-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"134983286","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":1,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
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