SEMIPARAMETRIC REGRESSION AND GRAPHICAL MODELS

Semiparametric regression models that use spline basis functions with penalization have graphical model representations. This link is more powerful than previously established mixed model representations of semiparametric regression, as a larger class of models can be accommodated. Complications such as missingness and measurement error are more naturally handled within the graphical model architecture. Directed acyclic graphs, also known as Bayesian networks, play a prominent role. Graphical model-based Bayesian 'inference engines', such as bugs and vibes , facilitate fitting and inference. Underlying these are Markov chain Monte Carlo schemes and recent developments in variational approximation theory and methodology.     

从释义到推论——余英时《朱熹的历史世界》史料解读献疑

余英时先生《朱熹的历史世界》一书重构两宋（尤其是南宋）政坛面貌,旁征博引,新见迭出,深得学界好评。然而通读全书,作者对若干史料的运用,似不无令人生疑之处。书中史料处理的疑点。主要可分为：字词含义、语段脉络、史料性质、推论程序四类。     

Adaptive multiple importance sampling for Gaussian processes

In applications of Gaussian processes (GPs) where quantification of uncertainty is a strict requirement, it is necessary to accurately characterize the posterior distribution over Gaussian process covariance parameters. This is normally done by means of standard Markov chain Monte Carlo (MCMC) algorithms, which require repeated expensive calculations involving the marginal likelihood. Motivated by the desire to avoid the inefficiencies of MCMC algorithms rejecting a considerable amount of expensive proposals, this paper develops an alternative inference framework based on adaptive multiple importance sampling (AMIS). In particular, this paper studies the application of AMIS for GPs in the case of a Gaussian likelihood, and proposes a novel pseudo-marginal-based AMIS algorithm for non-Gaussian likelihoods, where the marginal likelihood is unbiasedly estimated. The results suggest that the proposed framework outperforms MCMC-based inference of covariance parameters in a wide range of scenarios.     

Spatio‐temporal Ornstein–Uhlenbeck Processes: Theory,Simulation and Statistical Inference

Spatio‐temporal modelling is an increasingly popular topic in Statistics. Our paper contributes to this line of research by developing the theory, simulation and inference for a spatio‐temporal Ornstein–Uhlenbeck process. We conduct detailed simulation studies and demonstrate the practical relevance of these processes in an empirical study of radiation anomaly data. Finally, we describe how predictions can be carried out in the Gaussian setting.     

Statistical inference for the Gompertz distribution based on Type-II progressively hybrid censored data

In this article, the statistical inference for the Gompertz distribution based on Type-II progressively hybrid censored data is discussed. The estimation of the parameters for Gompertz distribution is obtained using maximum likelihood method (MLE) and Bayesian method under three different loss functions. We also proved the existence and uniqueness of the MLE. The one-sample Bayesian prediction intervals are obtained. The work is done for different values of the parameters. We apply the Monto Carlo simulation to compare the proposed methods, also an example is discussed to construct the Prediction intervals.     

Bayesian expectile regression with asymmetric normal distribution

In this paper, we adopt the Bayesian approach to expectile regression employing a likelihood function that is based on an asymmetric normal distribution. We demonstrate that improper uniform priors for the unknown model parameters yield a proper joint posterior. Three simulated data sets were generated to evaluate the proposed method which show that Bayesian expectile regression performs well and has different characteristics comparing with Bayesian quantile regression. We also apply this approach into two real data analysis.