Measuring the complexity of generalized linear hierarchical models

Measuring a statistical model's complexity is important for model criticism and comparison. However, it is unclear how to do this for hierarchical models due to uncertainty about how to count the random effects. The authors develop a complexity measure for generalized linear hierarchical models based on linear model theory. They demonstrate the new measure for binomial and Poisson observables modeled using various hierarchical structures, including a longitudinal model and an areal‐data model having both spatial clustering and pure heterogeneity random effects. They compare their new measure to a Bayesian index of model complexity, the effective number p_D of parameters (Spiegelhalter, Best, Carlin & van der Linde 2002); the comparisons are made in the binomial and Poisson cases via simulation and two real data examples. The two measures are usually close, but differ markedly in some instances where p_D is arguably inappropriate. Finally, the authors show how the new measure can be used to approach the difficult task of specifying prior distributions for variance components, and in the process cast further doubt on the commonly‐used vague inverse gamma prior.     

减少商品混凝土现浇楼板早期收缩裂缝的构造措施

主要分析近年来一些工程中,现浇楼板出现早期收缩裂缝的比例有较大幅度增加的主要原因,从设计角度提出减少混凝土早期收缩裂缝的构造技术措施.     

Wavelet Shrinkage with Double Weibull Prior

In this article, we propose a denoising methodology in the wavelet domain based on a Bayesian hierarchical model using Double Weibull prior. We propose two estimators, one based on posterior mean (Double Weibull Wavelet Shrinker, DWWS) and the other based on larger posterior mode (DWWS-LPM), and show how to calculate them efficiently. Traditionally, mixture priors have been used for modeling sparse wavelet coefficients. The interesting feature of this article is the use of non-mixture prior. We show that the methodology provides good denoising performance, comparable even to state-of-the-art methods that use mixture priors and empirical Bayes setting of hyperparameters, which is demonstrated by extensive simulations on standardly used test functions. An application to real-word dataset is also considered.     

Probability matching priors for two-sided tolerance intervals in balanced one-way and two-way nested random effects models

We consider two-sided Bayesian tolerance intervals, with approximate frequentist validity, for a future observation in balanced one-way and two-way nested random effects models. Probability matching conditions, specific to this problem, are derived in either case via a technique that involves inversion of approximate posterior characteristic functions. In addition to yielding probability matching priors for the present problem, these conditions are useful in evaluating certain other priors that have received attention in the literature.     

Shrinkage Structure of Partial Least Squares

Partial least squares regression (PLS) is one method to estimate parameters in a linear model when predictor variables are nearly collinear. One way to characterize PLS is in terms of the scaling (shrinkage or expansion) along each eigenvector of the predictor correlation matrix. This characterization is useful in providing a link between PLS and other shrinkage estimators, such as principal components regression (PCR) and ridge regression (RR), thus facilitating a direct comparison of PLS with these methods. This paper gives a detailed analysis of the shrinkage structure of PLS, and several new results are presented regarding the nature and extent of shrinkage.     

用小波系数估计图像边缘方向的相干增强扩散图像降噪算法

在分析相干增强扩散方法和小波阈值收缩方法之间关系的基础上,给出了相干增强扩散在小波分析意义下的解释,同时解释了相干增强扩散方法与小波阈值收缩方法在图像性质上的等价性。针对相干增强扩散计算扩散矩阵较慢的缺点,提出了一种用小波系数估计图像边缘方向的相干增强扩散图像降噪算法。仿真试验结果表明,该扩散算子可以很好地定位图像边缘,较好地运用了小波的时频分析功能。     

An application of a minimax Bayes rule and shrinkage estimators to the portofolio selection problem under the Bayesian approach

This paper shows that a minimax Bayes rule and shrinkage estimators can be effectively applied to portfolio selection under the Bayesian approach. Specifically, it is shown that the portfolio selection problem can result in a statistical decision problem in some situations. Following that, we present a method for solving a problem involved in portfolio selection under the Bayesian approach.     

石板坡长江大桥混凝土收缩与徐变效应分析

石板坡长江大桥位于重庆主城区，结构采用连续梁与连续刚构混合连续体系，主跨跨度在同类型桥梁中居世界之首。结合该桥设计及施工特点，采用按龄期调整的有效模量法结合有限元步进法对石板坡长江大桥混凝土收缩与徐变效应进行了计算分析。计算结果表明预应力筋的张拉、混凝土的收缩徐变等对桥梁的竖向变形与轴向变形都有较大影响，混凝土的收缩徐变以及预应力损失使该桥混凝土梁的应力减小，钢梁的应力增加。     

Estimation of the intercept parameter for linear regression model with uncertain non-sample prior information

This paper considers alternative estimators of the intercept parameter of the linear regression model with normal error when uncertain non-sample prior information about the value of the slope parameter is available. The maximum likelihood, restricted, preliminary test and shrinkage estimators are considered. Based on their quadratic biases and mean square errors the relative performances of the estimators are investigated. Both analytical and graphical comparisons are explored. None of the estimators is found to be uniformly dominating the others. However, if the non-sample prior information regarding the value of the slope is not too far from its true value, the shrinkage estimator of the intercept parameter dominates the rest of the estimators.     

A Study of Blockwise Wavelet Estimates Via Lower Bounds for a Spike Function

Abstract.  A blockwise shrinkage is a popular adaptive procedure for non-parametric series estimates. It possesses an impressive range of asymptotic properties, and there is a vast pool of blocks and shrinkage procedures used. Traditionally these estimates are studied via upper bounds on their risks. This article suggests the study of these adaptive estimates via non-asymptotic lower bounds established for a spike underlying function that plays a pivotal role in the wavelet and minimax statistics. While upper-bound inequalities help the statistician to find sufficient conditions for a desirable estimation, the non-asymptotic lower bounds yield necessary conditions and shed a new light on the popular method of adaptation. The suggested method complements and knits together two traditional techniques used in the analysis of adaptive estimates: a numerical study and an asymptotic minimax inference.