Empirical likelihood for single-index varying-coefficient models

In this paper, we develop statistical inference techniques for the unknown coefficient functions and single-index parameters in single-index varying-coefficient models. We first estimate the nonparametric component via the local linear fitting, then construct an estimated empirical likelihood ratio function and hence obtain a maximum empirical likelihood estimator for the parametric component. Our estimator for parametric component is asymptotically efficient, and the estimator of nonparametric component has an optimal convergence rate. Our results provide ways to construct the confidence region for the involved unknown parameter. We also develop an adjusted empirical likelihood ratio for constructing the confidence regions of parameters of interest. A simulation study is conducted to evaluate the finite sample behaviors of the proposed methods.Comment: Published in at http://dx.doi.org/10.3150/11-BEJ365 the Bernoulli (http://isi.cbs.nl/bernoulli/) by the International Statistical Institute/Bernoulli Society (http://isi.cbs.nl/BS/bshome.htm

The Substellar Mass Function: A Bayesian Approach

We report our efforts to constrain the form of the low-mass star and brown dwarf mass function via Bayesian inference. Recent surveys of M, L, and T dwarfs in the local solar neighborhood are an essential component of our study. Uncertainties in the age distribution of local field stars make reliable inference complicated. We adopt a wide range of plausible assumptions about the rate of galactic star formation and show that their deviations from a uniform rate produce little effect on the resulting luminosity function for a given mass function. We use a Bayesian statistical formalism to evaluate the probability of commonly used mass functions in light of recent discoveries. We consider three functional forms of the mass function, include a two-segment power law, a single power law with a low-mass cutoff, and a log-normal distribution. Our results show that, at a 60% confidence level, the power-law index, $\alpha$, for the low-mass arm of a two-segment power law has a value between -0.5 and 0.5 for objects with masses between $0.04 M_{\odot}$ and $0.10 M_{\odot}$. The best-fit index is $\alpha = 0.3\pm0.6$ at the 60% confidence level for a single-segment mass function. Current data require this function extend to at least $0.05 M_{\odot}$ with no restrictions placed on a lower mass cutoff. Inferences of the parameter values for a log-normal mass function are virtually unaffected by recent estimates of the local space density of L and T dwarfs. We find no preference among these three forms using this method. We discuss current and future capabilities that may eventually discriminate between mass-function models and refine estimates of their associated parameter values.Comment: 40 pages, 15 figures, 3 tables, accepted for publication in The Astrophysical Journa

Gaussian process single-index models as emulators for computer experiments

A single-index model (SIM) provides for parsimonious multi-dimensional nonlinear regression by combining parametric (linear) projection with univariate nonparametric (non-linear) regression models. We show that a particular Gaussian process (GP) formulation is simple to work with and ideal as an emulator for some types of computer experiment as it can outperform the canonical separable GP regression model commonly used in this setting. Our contribution focuses on drastically simplifying, re-interpreting, and then generalizing a recently proposed fully Bayesian GP-SIM combination, and then illustrating its favorable performance on synthetic data and a real-data computer experiment. Two R packages, both released on CRAN, have been augmented to facilitate inference under our proposed model(s).Comment: 23 pages, 9 figures, 1 tabl

Large-sample estimation and inference in multivariate single-index models

By optimizing index functions against different outcomes, we propose a multivariate single-index model (SIM) for development of medical indices that simultaneously work with multiple outcomes. Fitting of a multivariate SIM is not fundamentally different from fitting a univariate SIM, as the former can be written as a sum of multiple univariate SIMs with appropriate indicator functions. What have not been carefully studied are the theoretical properties of the parameter estimators. Because of the lack of asymptotic results, no formal inference procedure has been made available for multivariate SIMs. In this paper, we examine the asymptotic properties of the multivariate SIM parameter estimators. We show that, under mild regularity conditions, estimators for the multivariate SIM parameters are indee

New insight on galaxy structure from GALPHAT I. Motivation, methodology, and benchmarks for Sersic models

We introduce a new galaxy image decomposition tool, GALPHAT (GALaxy PHotometric ATtributes), to provide full posterior probability distributions and reliable confidence intervals for all model parameters. GALPHAT is designed to yield a high speed and accurate likelihood computation, using grid interpolation and Fourier rotation. We benchmark this approach using an ensemble of simulated Sersic model galaxies over a wide range of observational conditions: the signal-to-noise ratio S/N, the ratio of galaxy size to the PSF and the image size, and errors in the assumed PSF; and a range of structural parameters: the half-light radius $r_e$ and the Sersic index $n$. We characterise the strength of parameter covariance in Sersic model, which increases with S/N and $n$, and the results strongly motivate the need for the full posterior probability distribution in galaxy morphology analyses and later inferences. The test results for simulated galaxies successfully demonstrate that, with a careful choice of Markov chain Monte Carlo algorithms and fast model image generation, GALPHAT is a powerful analysis tool for reliably inferring morphological parameters from a large ensemble of galaxies over a wide range of different observational conditions. (abridged)Comment: Submitted to MNRAS. The submitted version with high resolution figures can be downloaded from http://www.astro.umass.edu/~iyoon/GALPHAT/galphat1.pd

Nested Hierarchical Dirichlet Processes

We develop a nested hierarchical Dirichlet process (nHDP) for hierarchical topic modeling. The nHDP is a generalization of the nested Chinese restaurant process (nCRP) that allows each word to follow its own path to a topic node according to a document-specific distribution on a shared tree. This alleviates the rigid, single-path formulation of the nCRP, allowing a document to more easily express thematic borrowings as a random effect. We derive a stochastic variational inference algorithm for the model, in addition to a greedy subtree selection method for each document, which allows for efficient inference using massive collections of text documents. We demonstrate our algorithm on 1.8 million documents from The New York Times and 3.3 million documents from Wikipedia.Comment: To appear in IEEE Transactions on Pattern Analysis and Machine Intelligence, Special Issue on Bayesian Nonparametric