Computational Statistics最新文献

筛选
英文 中文
Correction to: Sequential linear regression for conditional mean imputation of longitudinal continuous outcomes under reference‑based assumptions 更正:基于参照假设的序列线性回归用于纵向连续结果的条件平均估算
IF 1.3 4区 数学
Computational Statistics Pub Date : 2024-02-24 DOI: 10.1007/s00180-024-01467-4
Sean Yiu
{"title":"Correction to: Sequential linear regression for conditional mean imputation of longitudinal continuous outcomes under reference‑based assumptions","authors":"Sean Yiu","doi":"10.1007/s00180-024-01467-4","DOIUrl":"https://doi.org/10.1007/s00180-024-01467-4","url":null,"abstract":"","PeriodicalId":55223,"journal":{"name":"Computational Statistics","volume":null,"pages":null},"PeriodicalIF":1.3,"publicationDate":"2024-02-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140434979","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"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
Variational Bayesian Lasso for spline regression 用于样条回归的变异贝叶斯套索法
IF 1.3 4区 数学
Computational Statistics Pub Date : 2024-02-24 DOI: 10.1007/s00180-024-01470-9
Larissa C. Alves, Ronaldo Dias, Helio S. Migon
{"title":"Variational Bayesian Lasso for spline regression","authors":"Larissa C. Alves, Ronaldo Dias, Helio S. Migon","doi":"10.1007/s00180-024-01470-9","DOIUrl":"https://doi.org/10.1007/s00180-024-01470-9","url":null,"abstract":"<p>This work presents a new scalable automatic Bayesian Lasso methodology with variational inference for non-parametric splines regression that can capture the non-linear relationship between a response variable and predictor variables. Note that under non-parametric point of view the regression curve is assumed to lie in a infinite dimension space. Regression splines use a finite approximation of this infinite space, representing the regression function by a linear combination of basis functions. The crucial point of the approach is determining the appropriate number of bases or equivalently number of knots, avoiding over-fitting/under-fitting. A decision-theoretic approach was devised for knot selection. Comprehensive simulation studies were conducted in challenging scenarios to compare alternative criteria for knot selection, thereby ensuring the efficacy of the proposed algorithms. Additionally, the performance of the proposed method was assessed using real-world datasets. The novel procedure demonstrated good performance in capturing the underlying data structure by selecting the appropriate number of knots/basis.</p>","PeriodicalId":55223,"journal":{"name":"Computational Statistics","volume":null,"pages":null},"PeriodicalIF":1.3,"publicationDate":"2024-02-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139956295","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"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
Bayesian estimation of the number of species from Poisson-Lindley stochastic abundance model using non-informative priors 利用非信息先验从泊松-林德利随机丰度模型中对物种数量进行贝叶斯估计
IF 1.3 4区 数学
Computational Statistics Pub Date : 2024-02-23 DOI: 10.1007/s00180-024-01464-7
Anurag Pathak, Manoj Kumar, Sanjay Kumar Singh, Umesh Singh, Sandeep Kumar
{"title":"Bayesian estimation of the number of species from Poisson-Lindley stochastic abundance model using non-informative priors","authors":"Anurag Pathak, Manoj Kumar, Sanjay Kumar Singh, Umesh Singh, Sandeep Kumar","doi":"10.1007/s00180-024-01464-7","DOIUrl":"https://doi.org/10.1007/s00180-024-01464-7","url":null,"abstract":"<p>In this article, we propose a Poisson-Lindley distribution as a stochastic abundance model in which the sample is according to the independent Poisson process. Jeffery’s and Bernardo’s reference priors have been obtaining and proposed the Bayes estimators of the number of species for this model. The proposed Bayes estimators have been compared with the corresponding profile and conditional maximum likelihood estimators for their square root of the risks under squared error loss function (SELF). Jeffery’s and Bernardo’s reference priors have been considered and compared with the Bayesian approach based on biological data.</p>","PeriodicalId":55223,"journal":{"name":"Computational Statistics","volume":null,"pages":null},"PeriodicalIF":1.3,"publicationDate":"2024-02-23","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139951516","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"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
Generation of normal distributions revisited 重新审视正态分布的生成
IF 1.3 4区 数学
Computational Statistics Pub Date : 2024-02-23 DOI: 10.1007/s00180-024-01468-3
Takayuki Umeda
{"title":"Generation of normal distributions revisited","authors":"Takayuki Umeda","doi":"10.1007/s00180-024-01468-3","DOIUrl":"https://doi.org/10.1007/s00180-024-01468-3","url":null,"abstract":"<p>Normally distributed random numbers are commonly used in scientific computing in various fields. It is important to generate a set of random numbers as close to a normal distribution as possible for reducing initial fluctuations. Two types of samples from a uniform distribution are examined as source samples for inverse transform sampling methods. Three types of inverse transform sampling methods with new approximations of inverse cumulative distribution functions are also discussed for converting uniformly distributed source samples to normally distributed samples.</p>","PeriodicalId":55223,"journal":{"name":"Computational Statistics","volume":null,"pages":null},"PeriodicalIF":1.3,"publicationDate":"2024-02-23","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139951514","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"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
Bayesian regression models in gretl: the BayTool package gretl 中的贝叶斯回归模型:BayTool 软件包
IF 1.3 4区 数学
Computational Statistics Pub Date : 2024-02-21 DOI: 10.1007/s00180-024-01466-5
Luca Pedini
{"title":"Bayesian regression models in gretl: the BayTool package","authors":"Luca Pedini","doi":"10.1007/s00180-024-01466-5","DOIUrl":"https://doi.org/10.1007/s00180-024-01466-5","url":null,"abstract":"<p>This article presents the <span>gretl</span> package <span>BayTool</span> which integrates the software functionalities, mostly concerned with frequentist approaches, with Bayesian estimation methods of commonly used econometric models. Computational efficiency is achieved by pairing an extensive use of Gibbs sampling for posterior simulation with the possibility of splitting single-threaded experiments into multiple cores or machines by means of parallelization. From the user’s perspective, the package requires only basic knowledge of <span>gretl</span> scripting to fully access its functionality, while providing a point-and-click solution in the form of a graphical interface for a less experienced audience. These features, in particular, make <span>BayTool</span> stand out as an excellent teaching device without sacrificing more advanced or complex applications.</p>","PeriodicalId":55223,"journal":{"name":"Computational Statistics","volume":null,"pages":null},"PeriodicalIF":1.3,"publicationDate":"2024-02-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139927827","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"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
Bayesian sequential probability ratio test for vaccine efficacy trials 疫苗效力试验的贝叶斯序列概率比检验
IF 1.3 4区 数学
Computational Statistics Pub Date : 2024-02-20 DOI: 10.1007/s00180-024-01458-5
Erina Paul, Santosh Sutradhar, Jonathan Hartzel, Devan V. Mehrotra
{"title":"Bayesian sequential probability ratio test for vaccine efficacy trials","authors":"Erina Paul, Santosh Sutradhar, Jonathan Hartzel, Devan V. Mehrotra","doi":"10.1007/s00180-024-01458-5","DOIUrl":"https://doi.org/10.1007/s00180-024-01458-5","url":null,"abstract":"<p>Designing vaccine efficacy (VE) trials often requires recruiting large numbers of participants when the diseases of interest have a low incidence. When developing novel vaccines, such as for COVID-19 disease, the plausible range of VE is quite large at the design stage. Thus, the number of events needed to demonstrate efficacy above a pre-defined regulatory threshold can be difficult to predict and the time needed to accrue the necessary events can often be long. Therefore, it is advantageous to evaluate the efficacy at earlier interim analysis in the trial to potentially allow the trials to stop early for overwhelming VE or futility. In such cases, incorporating interim analyses through the use of the sequential probability ratio test (SPRT) can be helpful to allow for multiple analyses while controlling for both type-I and type-II errors. In this article, we propose a Bayesian SPRT for designing a vaccine trial for comparing a test vaccine with a control assuming two Poisson incidence rates. We provide guidance on how to choose the prior distribution and how to optimize the number of events for interim analyses to maximize the efficiency of the design. Through simulations, we demonstrate how the proposed Bayesian SPRT performs better when compared with the corresponding frequentist SPRT. An R repository to implement the proposed method is placed at: https://github.com/Merck/bayesiansprt.</p>","PeriodicalId":55223,"journal":{"name":"Computational Statistics","volume":null,"pages":null},"PeriodicalIF":1.3,"publicationDate":"2024-02-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139927751","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"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
Overlapping coefficient in network-based semi-supervised clustering 基于网络的半监督聚类中的重叠系数
IF 1.3 4区 数学
Computational Statistics Pub Date : 2024-02-19 DOI: 10.1007/s00180-024-01457-6
Claudio Conversano, Luca Frigau, Giulia Contu
{"title":"Overlapping coefficient in network-based semi-supervised clustering","authors":"Claudio Conversano, Luca Frigau, Giulia Contu","doi":"10.1007/s00180-024-01457-6","DOIUrl":"https://doi.org/10.1007/s00180-024-01457-6","url":null,"abstract":"<p>Network-based Semi-Supervised Clustering (NeSSC) is a semi-supervised approach for clustering in the presence of an outcome variable. It uses a classification or regression model on resampled versions of the original data to produce a proximity matrix that indicates the magnitude of the similarity between pairs of observations measured with respect to the outcome. This matrix is transformed into a complex network on which a community detection algorithm is applied to search for underlying community structures which is a partition of the instances into highly homogeneous clusters to be evaluated in terms of the outcome. In this paper, we focus on the case the outcome variable to be used in NeSSC is numeric and propose an alternative selection criterion of the optimal partition based on a measure of overlapping between density curves as well as a penalization criterion which takes accounts for the number of clusters in a candidate partition. Next, we consider the performance of the proposed method for some artificial datasets and for 20 different real datasets and compare NeSSC with the other three popular methods of semi-supervised clustering with a numeric outcome. Results show that NeSSC with the overlapping criterion works particularly well when a reduced number of clusters are scattered localized.</p>","PeriodicalId":55223,"journal":{"name":"Computational Statistics","volume":null,"pages":null},"PeriodicalIF":1.3,"publicationDate":"2024-02-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139927826","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"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
First exit and Dirichlet problem for the nonisotropic tempered $$alpha$$ -stable processes 非各向同性节制 $$alpha$$ 稳定过程的首次出口和德里赫特问题
IF 1.3 4区 数学
Computational Statistics Pub Date : 2024-02-15 DOI: 10.1007/s00180-024-01462-9
Xing Liu, Weihua Deng
{"title":"First exit and Dirichlet problem for the nonisotropic tempered $$alpha$$ -stable processes","authors":"Xing Liu, Weihua Deng","doi":"10.1007/s00180-024-01462-9","DOIUrl":"https://doi.org/10.1007/s00180-024-01462-9","url":null,"abstract":"<p>This paper discusses the first exit and Dirichlet problems of the nonisotropic tempered <span>(alpha)</span>-stable process <span>(X_t)</span>. The upper bounds of all moments of the first exit position <span>(left| X_{tau _D}right|)</span> and the first exit time <span>(tau _D)</span> are explicitly obtained. It is found that the probability density function of <span>(left| X_{tau _D}right|)</span> or <span>(tau _D)</span> exponentially decays with the increase of <span>(left| X_{tau _D}right|)</span> or <span>(tau _D)</span>, and <span>(mathrm{E}left[ tau _Dright] sim mathrm{E}left[ left| X_{tau _D}-mathrm{E}left[ X_{tau _D}right] right| ^2right])</span>, <span>(mathrm{E}left[ tau _Dright] sim left| mathrm{E}left[ X_{tau _D}right] right|)</span>. Next, we obtain the Feynman–Kac representation of the Dirichlet problem by employing the semigroup theory. Furthermore, averaging the generated trajectories of the stochastic process leads to the solution of the Dirichlet problem, which is also verified by numerical experiments.</p>","PeriodicalId":55223,"journal":{"name":"Computational Statistics","volume":null,"pages":null},"PeriodicalIF":1.3,"publicationDate":"2024-02-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139766002","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"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
Some new invariant sum tests and MAD tests for the assessment of Benford’s law 用于评估本福德定律的一些新的不变量总和检验和 MAD 检验
IF 1.3 4区 数学
Computational Statistics Pub Date : 2024-02-13 DOI: 10.1007/s00180-024-01463-8
Wolfgang Kössler, Hans-J. Lenz, Xing D. Wang
{"title":"Some new invariant sum tests and MAD tests for the assessment of Benford’s law","authors":"Wolfgang Kössler, Hans-J. Lenz, Xing D. Wang","doi":"10.1007/s00180-024-01463-8","DOIUrl":"https://doi.org/10.1007/s00180-024-01463-8","url":null,"abstract":"<p>The Benford law is used world-wide for detecting non-conformance or data fraud of numerical data. It says that the significand of a data set from the universe is not uniformly, but logarithmically distributed. Especially, the first non-zero digit is One with an approximate probability of 0.3. There are several tests available for testing Benford, the best known are Pearson’s <span>(chi ^2)</span>-test, the Kolmogorov–Smirnov test and a modified version of the MAD-test. In the present paper we propose some tests, three of the four invariant sum tests are new and they are motivated by the sum invariance property of the Benford law. Two distance measures are investigated, Euclidean and Mahalanobis distance of the standardized sums to the orign. We use the significands corresponding to the first significant digit as well as the second significant digit, respectively. Moreover, we suggest inproved versions of the MAD-test and obtain critical values that are independent of the sample sizes. For illustration the tests are applied to specifically selected data sets where prior knowledge is available about being or not being Benford. Furthermore we discuss the role of truncation of distributions.</p>","PeriodicalId":55223,"journal":{"name":"Computational Statistics","volume":null,"pages":null},"PeriodicalIF":1.3,"publicationDate":"2024-02-13","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139766122","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"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
Convergence of the CUSUM estimation for a mean shift in linear processes with random coefficients 具有随机系数的线性过程中均值移动的 CUSUM 估计的收敛性
IF 1.3 4区 数学
Computational Statistics Pub Date : 2024-02-12 DOI: 10.1007/s00180-024-01465-6
Yi Wu, Wei Wang, Xuejun Wang
{"title":"Convergence of the CUSUM estimation for a mean shift in linear processes with random coefficients","authors":"Yi Wu, Wei Wang, Xuejun Wang","doi":"10.1007/s00180-024-01465-6","DOIUrl":"https://doi.org/10.1007/s00180-024-01465-6","url":null,"abstract":"<p>Let <span>({X_{i},1le ile n})</span> be a sequence of linear process based on dependent random variables with random coefficients, which has a mean shift at an unknown location. The cumulative sum (CUSUM, for short) estimator of the change point is studied. The strong convergence, <span>(L_{r})</span> convergence, complete convergence and the rate of strong convergence are established for the CUSUM estimator under some mild conditions. These results improve and extend the corresponding ones in the literature. Simulation studies and two real data examples are also provided to support the theoretical results.</p>","PeriodicalId":55223,"journal":{"name":"Computational Statistics","volume":null,"pages":null},"PeriodicalIF":1.3,"publicationDate":"2024-02-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139765962","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"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
0
×
引用
GB/T 7714-2015
复制
MLA
复制
APA
复制
导出至
BibTeX EndNote RefMan NoteFirst NoteExpress
×
提示
您的信息不完整,为了账户安全,请先补充。
现在去补充
×
提示
您因"违规操作"
具体请查看互助需知
我知道了
×
提示
确定
请完成安全验证×
相关产品
×
本文献相关产品
联系我们:info@booksci.cn Book学术提供免费学术资源搜索服务,方便国内外学者检索中英文文献。致力于提供最便捷和优质的服务体验。 Copyright © 2023 布克学术 All rights reserved.
京ICP备2023020795号-1
ghs 京公网安备 11010802042870号
Book学术文献互助
Book学术文献互助群
群 号:481959085
Book学术官方微信