12,689 research outputs found
Fitting Prediction Rule Ensembles with R Package pre
Prediction rule ensembles (PREs) are sparse collections of rules, offering
highly interpretable regression and classification models. This paper presents
the R package pre, which derives PREs through the methodology of Friedman and
Popescu (2008). The implementation and functionality of package pre is
described and illustrated through application on a dataset on the prediction of
depression. Furthermore, accuracy and sparsity of PREs is compared with that of
single trees, random forest and lasso regression in four benchmark datasets.
Results indicate that pre derives ensembles with predictive accuracy comparable
to that of random forests, while using a smaller number of variables for
prediction
Bayesian astrostatistics: a backward look to the future
This perspective chapter briefly surveys: (1) past growth in the use of
Bayesian methods in astrophysics; (2) current misconceptions about both
frequentist and Bayesian statistical inference that hinder wider adoption of
Bayesian methods by astronomers; and (3) multilevel (hierarchical) Bayesian
modeling as a major future direction for research in Bayesian astrostatistics,
exemplified in part by presentations at the first ISI invited session on
astrostatistics, commemorated in this volume. It closes with an intentionally
provocative recommendation for astronomical survey data reporting, motivated by
the multilevel Bayesian perspective on modeling cosmic populations: that
astronomers cease producing catalogs of estimated fluxes and other source
properties from surveys. Instead, summaries of likelihood functions (or
marginal likelihood functions) for source properties should be reported (not
posterior probability density functions), including nontrivial summaries (not
simply upper limits) for candidate objects that do not pass traditional
detection thresholds.Comment: 27 pp, 4 figures. A lightly revised version of a chapter in
"Astrostatistical Challenges for the New Astronomy" (Joseph M. Hilbe, ed.,
Springer, New York, forthcoming in 2012), the inaugural volume for the
Springer Series in Astrostatistics. Version 2 has minor clarifications and an
additional referenc
Validation procedures in radiological diagnostic models. Neural network and logistic regression
The objective of this paper is to compare the performance of two predictive radiological models, logistic regression (LR) and neural network (NN), with five different resampling methods. One hundred and sixty-seven patients with proven calvarial lesions as the only known disease were enrolled. Clinical and CT data were used for LR and NN models. Both models were developed with cross validation, leave-one-out and three different bootstrap algorithms. The final results of each model were compared with error rate and the area under receiver operating characteristic curves (Az). The neural network obtained statistically higher Az than LR with cross validation. The remaining resampling validation methods did not reveal statistically significant differences between LR and NN rules. The neural network classifier performs better than the one based on logistic regression. This advantage is well detected by three-fold cross-validation, but remains unnoticed when leave-one-out or bootstrap algorithms are used.Skull, neoplasms, logistic regression, neural networks, receiver operating characteristic curve, statistics, resampling
Half-Life Estimation based on the Bias-Corrected Bootstrap: A Highest Density Region Approach
The half-life is defined as the number of periods required for the impulse response to a unit shock to a time series to dissipate by half. It is widely used as a measure of persistence, especially in international economics to quantify the degree of mean reversion of the deviation from an international parity condition. Several studies have proposed bias-corrected point and interval estimation methods. However, they have found that the confidence intervals are rather uninformative with their upper bound being either extremely large or infinite. This is largely due to the distribution of the half-life estimator being heavily skewed and multi-modal. In this paper, we propose a bias-corrected bootstrap procedure for the estimation of half-life, adopting the highest density region (HDR) approach to point and interval estimation. Our Monte Carlo simulation results reveal that the bias-corrected bootstrap HDR method provides an accurate point estimator, as well as tight confidence intervals with superior coverage properties to those of its alternatives. As an application, the proposed method is employed for half-life estimation of the real exchange rates of seventeen industrialized countries. The results indicate much faster rates of mean-reversion than those reported in previous studies.Autoregressive Model, Bias-correction, Bootstrapping, Confidence interval, Half-life, Highest density region.
Stratification bias in low signal microarray studies
BACKGROUND:
When analysing microarray and other small sample size biological datasets, care is needed to avoid various biases. We analyse a form of bias, stratification bias, that can substantially affect analyses using sample-reuse validation techniques and lead to inaccurate results. This bias is due to imperfect stratification of samples in the training and test sets and the dependency between these stratification errors, i.e. the variations in class proportions in the training and test sets are negatively correlated.
RESULTS:
We show that when estimating the performance of classifiers on low signal datasets (i.e. those which are difficult to classify), which are typical of many prognostic microarray studies, commonly used performance measures can suffer from a substantial negative bias. For error rate this bias is only severe in quite restricted situations, but can be much larger and more frequent when using ranking measures such as the receiver operating characteristic (ROC) curve and area under the ROC (AUC). Substantial biases are shown in simulations and on the van 't Veer breast cancer dataset. The classification error rate can have large negative biases for balanced datasets, whereas the AUC shows substantial pessimistic biases even for imbalanced datasets. In simulation studies using 10-fold cross-validation, AUC values of less than 0.3 can be observed on random datasets rather than the expected 0.5. Further experiments on the van 't Veer breast cancer dataset show these biases exist in practice.
CONCLUSION:
Stratification bias can substantially affect several performance measures. In computing the AUC, the strategy of pooling the test samples from the various folds of cross-validation can lead to large biases; computing it as the average of per-fold estimates avoids this bias and is thus the recommended approach. As a more general solution applicable to other performance measures, we show that stratified repeated holdout and a modified version of k-fold cross-validation, balanced, stratified cross-validation and balanced leave-one-out cross-validation, avoids the bias. Therefore for model selection and evaluation of microarray and other small biological datasets, these methods should be used and unstratified versions avoided. In particular, the commonly used (unbalanced) leave-one-out cross-validation should not be used to estimate AUC for small datasets
Testing non-nested structural equation models
In this paper, we apply Vuong's (1989) likelihood ratio tests of non-nested
models to the comparison of non-nested structural equation models. Similar
tests have been previously applied in SEM contexts (especially to mixture
models), though the non-standard output required to conduct the tests has
limited their previous use and study. We review the theory underlying the tests
and show how they can be used to construct interval estimates for differences
in non-nested information criteria. Through both simulation and application, we
then study the tests' performance in non-mixture SEMs and describe their
general implementation via free R packages. The tests offer researchers a
useful tool for non-nested SEM comparison, with barriers to test implementation
now removed.Comment: 24 pages, 6 figure
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