Methodological Issues in Spatial Microsimulation Modelling for Small Area Estimation

In this paper, some vital methodological issues of spatial microsimulation modelling for small area estimation have been addressed, with a particular emphasis given to the reweighting techniques. Most of the review articles in small area estimation have highlighted methodologies based on various statistical models and theories. However, spatial microsimulation modelling is emerging as a very useful alternative means of small area estimation. Our findings demonstrate that spatial microsimulation models are robust and have advantages over other type of models used for small area estimation. The technique uses different methodologies typically based on geographic models and various economic theories. In contrast to statistical model-based approaches, the spatial microsimulation model-based approaches can operate through reweighting techniques such as GREGWT and combinatorial optimization. A comparison between reweighting techniques reveals that they are using quite different iterative algorithms and that their properties also vary. The study also points out a new method for spatial microsimulation modellingBayesian prediction approach; combinatorial optimisation; GREGWT; microdata; small area estimation; spatial microsimulation

Statistical unfolding of elementary particle spectra: Empirical Bayes estimation and bias-corrected uncertainty quantification

We consider the high energy physics unfolding problem where the goal is to estimate the spectrum of elementary particles given observations distorted by the limited resolution of a particle detector. This important statistical inverse problem arising in data analysis at the Large Hadron Collider at CERN consists in estimating the intensity function of an indirectly observed Poisson point process. Unfolding typically proceeds in two steps: one first produces a regularized point estimate of the unknown intensity and then uses the variability of this estimator to form frequentist confidence intervals that quantify the uncertainty of the solution. In this paper, we propose forming the point estimate using empirical Bayes estimation which enables a data-driven choice of the regularization strength through marginal maximum likelihood estimation. Observing that neither Bayesian credible intervals nor standard bootstrap confidence intervals succeed in achieving good frequentist coverage in this problem due to the inherent bias of the regularized point estimate, we introduce an iteratively bias-corrected bootstrap technique for constructing improved confidence intervals. We show using simulations that this enables us to achieve nearly nominal frequentist coverage with only a modest increase in interval length. The proposed methodology is applied to unfolding the $Z$ boson invariant mass spectrum as measured in the CMS experiment at the Large Hadron Collider.Comment: Published at http://dx.doi.org/10.1214/15-AOAS857 in the Annals of Applied Statistics (http://www.imstat.org/aoas/) by the Institute of Mathematical Statistics (http://www.imstat.org). arXiv admin note: substantial text overlap with arXiv:1401.827

On nonparametric estimation of a mixing density via the predictive recursion algorithm

Nonparametric estimation of a mixing density based on observations from the corresponding mixture is a challenging statistical problem. This paper surveys the literature on a fast, recursive estimator based on the predictive recursion algorithm. After introducing the algorithm and giving a few examples, I summarize the available asymptotic convergence theory, describe an important semiparametric extension, and highlight two interesting applications. I conclude with a discussion of several recent developments in this area and some open problems.Comment: 22 pages, 5 figures. Comments welcome at https://www.researchers.one/article/2018-12-

Estimating effective connectivity in linear brain network models

Contemporary neuroscience has embraced network science to study the complex and self-organized structure of the human brain; one of the main outstanding issues is that of inferring from measure data, chiefly functional Magnetic Resonance Imaging (fMRI), the so-called effective connectivity in brain networks, that is the existing interactions among neuronal populations. This inverse problem is complicated by the fact that the BOLD (Blood Oxygenation Level Dependent) signal measured by fMRI represent a dynamic and nonlinear transformation (the hemodynamic response) of neuronal activity. In this paper, we consider resting state (rs) fMRI data; building upon a linear population model of the BOLD signal and a stochastic linear DCM model, the model parameters are estimated through an EM-type iterative procedure, which alternately estimates the neuronal activity by means of the Rauch-Tung-Striebel (RTS) smoother, updates the connections among neuronal states and refines the parameters of the hemodynamic model; sparsity in the interconnection structure is favoured using an iteratively reweighting scheme. Experimental results using rs-fMRI data are shown demonstrating the effectiveness of our approach and comparison with state of the art routines (SPM12 toolbox) is provided