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Regularized nonlinear regression with dependent errors and its application to a biomechanical model 有依赖误差的正则化非线性回归及其在生物力学模型中的应用
IF 0.8 4区 数学
Annals of the Institute of Statistical Mathematics Pub Date : 2024-02-08 DOI: 10.1007/s10463-023-00895-1
Hojun You, Kyubaek Yoon, Wei-Ying Wu, Jongeun Choi, Chae Young Lim
{"title":"Regularized nonlinear regression with dependent errors and its application to a biomechanical model","authors":"Hojun You,&nbsp;Kyubaek Yoon,&nbsp;Wei-Ying Wu,&nbsp;Jongeun Choi,&nbsp;Chae Young Lim","doi":"10.1007/s10463-023-00895-1","DOIUrl":"10.1007/s10463-023-00895-1","url":null,"abstract":"<div><p>A biomechanical model often requires parameter estimation and selection in a known but complicated nonlinear function. Motivated by observing that the data from a head-neck position tracking system, one of biomechanical models, show multiplicative time-dependent errors, we develop a modified penalized weighted least squares estimator. The proposed method can be also applied to a model with possible non-zero mean time-dependent additive errors. Asymptotic properties of the proposed estimator are investigated under mild conditions on a weight matrix and the error process. A simulation study demonstrates that the proposed estimation works well in both parameter estimation and selection with time-dependent error. The analysis and comparison with an existing method for head-neck position tracking data show better performance of the proposed method in terms of the variance accounted for.</p></div>","PeriodicalId":55511,"journal":{"name":"Annals of the Institute of Statistical Mathematics","volume":"76 3","pages":"481 - 510"},"PeriodicalIF":0.8,"publicationDate":"2024-02-08","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139753353","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
Multivariate Hawkes processes with spatial covariates for spatiotemporal event data analysis 带有空间协变量的多变量霍克斯过程，用于时空事件数据分析
IF 0.8 4区 数学
Annals of the Institute of Statistical Mathematics Pub Date : 2024-01-29 DOI: 10.1007/s10463-023-00894-2
Chenlong Li, Kaiyan Cui
{"title":"Multivariate Hawkes processes with spatial covariates for spatiotemporal event data analysis","authors":"Chenlong Li,&nbsp;Kaiyan Cui","doi":"10.1007/s10463-023-00894-2","DOIUrl":"10.1007/s10463-023-00894-2","url":null,"abstract":"<div><p>Spatiotemporal events occur in many disciplines, including economics, sociology, criminology, and seismology, with different patterns in space and time related to environmental characteristics, policing, and human behavior. In this paper, we propose a class of multivariate Hawkes processes with spatial covariates to consider the influence structure of spatial features in spatiotemporal events and the spatiotemporal patterns such as clustering. Baseline intensities are assumed to be a spatial Poisson regression model to explain spatial feature influence. The transfer functions are considered unknown but smooth and decreasing to explain the clustering phenomena. A semiparametric estimation method based on time discretization and local constant approximation is introduced. Transfer function estimators are shown to be consistent, and baseline intensity estimators are consistent and asymptotically normal. We examine the numerical performance of the proposed estimators with extensive simulation and illustrate the application of the proposed model to crime data obtained from Pittsburgh, Pennsylvania.</p></div>","PeriodicalId":55511,"journal":{"name":"Annals of the Institute of Statistical Mathematics","volume":"76 4","pages":"535 - 578"},"PeriodicalIF":0.8,"publicationDate":"2024-01-29","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139587932","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
Gradual change-point analysis based on Spearman matrices for multivariate time series 基于斯皮尔曼矩阵的多变量时间序列渐变点分析
IF 0.8 4区 数学
Annals of the Institute of Statistical Mathematics Pub Date : 2024-01-05 DOI: 10.1007/s10463-023-00891-5
Jean-François Quessy
{"title":"Gradual change-point analysis based on Spearman matrices for multivariate time series","authors":"Jean-François Quessy","doi":"10.1007/s10463-023-00891-5","DOIUrl":"10.1007/s10463-023-00891-5","url":null,"abstract":"<div><p>It may happen that the behavior of a multivariate time series is such that the underlying joint distribution is gradually moving from one distribution to another between unknown times of change. Under this context of a possible gradual-change, tests of change-point detection in the dependence structure of multivariate series are developed around the associated sequence of Spearman matrices. It is formally established that the proposed test statistics for that purpose are asymptotically marginal-free under a general strong-mixing assumption, and written as functions of integrated Brownian bridges. Consistent estimators of the pair of times of change, as well as of the before-the-change and after-the-change Spearman matrices, are also proposed. A simulation study examines the sampling properties of the introduced tools, and the methodologies are illustrated on a synthetic dataset.</p></div>","PeriodicalId":55511,"journal":{"name":"Annals of the Institute of Statistical Mathematics","volume":"76 3","pages":"423 - 446"},"PeriodicalIF":0.8,"publicationDate":"2024-01-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139374266","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
Non-parametric adaptive bandwidth selection for kernel estimators of spatial intensity functions 空间强度函数核估计器的非参数自适应带宽选择
IF 0.8 4区 数学
Annals of the Institute of Statistical Mathematics Pub Date : 2023-12-22 DOI: 10.1007/s10463-023-00890-6
M. N. M. van Lieshout
{"title":"Non-parametric adaptive bandwidth selection for kernel estimators of spatial intensity functions","authors":"M. N. M. van Lieshout","doi":"10.1007/s10463-023-00890-6","DOIUrl":"10.1007/s10463-023-00890-6","url":null,"abstract":"<div><p>We introduce a new fully non-parametric two-step adaptive bandwidth selection method for kernel estimators of spatial point process intensity functions based on the Campbell–Mecke formula and Abramson’s square root law. We present a simulation study to assess its performance relative to other adaptive and global bandwidth selectors, investigate the influence of the pilot estimator and apply the technique to two data sets: A pattern of trees and an earthquake catalogue.</p></div>","PeriodicalId":55511,"journal":{"name":"Annals of the Institute of Statistical Mathematics","volume":"76 2","pages":"313 - 331"},"PeriodicalIF":0.8,"publicationDate":"2023-12-22","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"138946514","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
Test for conditional quantile change in general conditional heteroscedastic time series models 一般条件异方差时间序列模型中的条件量变检验
IF 0.8 4区 数学
Annals of the Institute of Statistical Mathematics Pub Date : 2023-12-15 DOI: 10.1007/s10463-023-00889-z
Sangyeol Lee, Chang Kyeom Kim
{"title":"Test for conditional quantile change in general conditional heteroscedastic time series models","authors":"Sangyeol Lee,&nbsp;Chang Kyeom Kim","doi":"10.1007/s10463-023-00889-z","DOIUrl":"10.1007/s10463-023-00889-z","url":null,"abstract":"<div><p>This study aims to test for detecting a change point in the conditional quantile of general location-scale time series models. This issue is quite important in risk management because the conditional quantile is utilized to measure the value-at-risk or expected shortfall of financial assets. In this paper, we design two types of cumulative sum tests based on the conditional quantiles. Their limiting null distributions are derived under regularity conditions, together with consistency of the proposed tests under the alternative. Monte Carlo simulations demonstrate the good performance of the proposed tests in terms of both stability and power for various time series settings. A real data analysis using the daily returns of the Brent Oil futures also confirms the validity of the tests in real-world applications.</p></div>","PeriodicalId":55511,"journal":{"name":"Annals of the Institute of Statistical Mathematics","volume":"76 2","pages":"333 - 359"},"PeriodicalIF":0.8,"publicationDate":"2023-12-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"138692078","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
Idiopathic Orbital Inflammation in the Postpartum Period Associated With Preeclampsia. 产后特发性眼眶炎症与先兆子痫相关。
IF 2.9 4区 数学
Annals of the Institute of Statistical Mathematics Pub Date : 2023-12-01 Epub Date: 2022-04-19 DOI: 10.1097/WNO.0000000000001590
Yujia Zhou, Siva S Iyer, Esther Osuji, Bryce E Buchowicz
{"title":"Idiopathic Orbital Inflammation in the Postpartum Period Associated With Preeclampsia.","authors":"Yujia Zhou, Siva S Iyer, Esther Osuji, Bryce E Buchowicz","doi":"10.1097/WNO.0000000000001590","DOIUrl":"10.1097/WNO.0000000000001590","url":null,"abstract":"","PeriodicalId":55511,"journal":{"name":"Annals of the Institute of Statistical Mathematics","volume":"49 1","pages":"e239-e241"},"PeriodicalIF":2.9,"publicationDate":"2023-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"78957733","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
On UMPS hypothesis testing 关于UMPS假设检验
IF 0.8 4区 数学
Annals of the Institute of Statistical Mathematics Pub Date : 2023-11-15 DOI: 10.1007/s10463-023-00888-0
Davy Paindaveine
{"title":"On UMPS hypothesis testing","authors":"Davy Paindaveine","doi":"10.1007/s10463-023-00888-0","DOIUrl":"10.1007/s10463-023-00888-0","url":null,"abstract":"<div><p>For two-sided hypothesis testing in location families, the classical optimality criterion is the one leading to <i>uniformly most powerful unbiased (UMPU)</i> tests. Such optimal tests, however, are constructed in exponential models only. We argue that if the base distribution is symmetric, then it is natural to consider <i>uniformly most powerful symmetric (UMPS)</i> tests, that is, tests that are uniformly most powerful in the class of level-<span>(alpha )</span> tests whose power function is symmetric. For single-observation models, we provide a condition ensuring existence of UMPS tests and give their explicit form. When this condition is not met, UMPS tests may fail to exist and we provide a weaker condition under which there exist UMP tests in the class of level-<span>(alpha )</span> tests whose power function is symmetric and U-shaped. In the multi-observation case, we obtain results in exponential models that also allow for non-location families.</p></div>","PeriodicalId":55511,"journal":{"name":"Annals of the Institute of Statistical Mathematics","volume":"76 2","pages":"289 - 312"},"PeriodicalIF":0.8,"publicationDate":"2023-11-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"138519045","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
Multivariate frequency polygon for stationary random fields 静态随机场的多变量频率多边形
IF 0.8 4区 数学
Annals of the Institute of Statistical Mathematics Pub Date : 2023-11-08 DOI: 10.1007/s10463-023-00883-5
Michel Carbon, Thierry Duchesne
{"title":"Multivariate frequency polygon for stationary random fields","authors":"Michel Carbon,&nbsp;Thierry Duchesne","doi":"10.1007/s10463-023-00883-5","DOIUrl":"10.1007/s10463-023-00883-5","url":null,"abstract":"<div><p>The purpose of this paper is to investigate the multivariate frequency polygon as a density estimator for stationary random fields indexed by multidimensional lattice points space. Optimal cell widths that asymptotically minimize integrated mean square error (IMSE) are derived. Under weak conditions, the IMSE of frequency polygons achieves the same rate of convergence to zero as that of kernel estimators. The frequency polygon can also attain the optimal uniform rate of convergence and the almost sure convergence under general conditions. Finally, a result of <span>(L^1)</span> convergence is given. Frequency polygons thus appear to be very good density estimators with respect to the criteria of IMSE, of uniform convergence, of almost sure convergence and of <span>(L^1)</span> convergence. We apply our results to simulated data and real data.</p></div>","PeriodicalId":55511,"journal":{"name":"Annals of the Institute of Statistical Mathematics","volume":"76 2","pages":"263 - 287"},"PeriodicalIF":0.8,"publicationDate":"2023-11-08","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135390910","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
Identifiability of latent-variable and structural-equation models: from linear to nonlinear 潜在变量和结构方程模型的可识别性：从线性到非线性
IF 0.8 4区 数学
Annals of the Institute of Statistical Mathematics Pub Date : 2023-11-04 DOI: 10.1007/s10463-023-00884-4
Aapo Hyvärinen, Ilyes Khemakhem, Ricardo Monti
{"title":"Identifiability of latent-variable and structural-equation models: from linear to nonlinear","authors":"Aapo Hyvärinen,&nbsp;Ilyes Khemakhem,&nbsp;Ricardo Monti","doi":"10.1007/s10463-023-00884-4","DOIUrl":"10.1007/s10463-023-00884-4","url":null,"abstract":"<div><p>An old problem in multivariate statistics is that linear Gaussian models are often unidentifiable. In factor analysis, an orthogonal rotation of the factors is unidentifiable, while in linear regression, the direction of effect cannot be identified. For such linear models, non-Gaussianity of the (latent) variables has been shown to provide identifiability. In the case of factor analysis, this leads to independent component analysis, while in the case of the direction of effect, non-Gaussian versions of structural equation modeling solve the problem. More recently, we have shown how even general nonparametric nonlinear versions of such models can be estimated. Non-Gaussianity is not enough in this case, but assuming we have time series, or that the distributions are suitably modulated by observed auxiliary variables, the models are identifiable. This paper reviews the identifiability theory for the linear and nonlinear cases, considering both factor analytic and structural equation models.</p></div>","PeriodicalId":55511,"journal":{"name":"Annals of the Institute of Statistical Mathematics","volume":"76 1","pages":"1 - 33"},"PeriodicalIF":0.8,"publicationDate":"2023-11-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135774127","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
Rejoinder of “Identifiability of latent-variable and structural-equation models: from linear to nonlinear" 对 "潜在变量和结构方程模型的可识别性：从线性到非线性 "的再评论
IF 0.8 4区 数学
Annals of the Institute of Statistical Mathematics Pub Date : 2023-11-01 DOI: 10.1007/s10463-023-00887-1
Aapo Hyvärinen
{"title":"Rejoinder of “Identifiability of latent-variable and structural-equation models: from linear to nonlinear\"","authors":"Aapo Hyvärinen","doi":"10.1007/s10463-023-00887-1","DOIUrl":"10.1007/s10463-023-00887-1","url":null,"abstract":"","PeriodicalId":55511,"journal":{"name":"Annals of the Institute of Statistical Mathematics","volume":"76 1","pages":"43 - 46"},"PeriodicalIF":0.8,"publicationDate":"2023-11-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135221090","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
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