A comparative study of monotone nonparametric kernel estimates

In this paper we present a detailed numerical comparison of three monotone nonparametric kernel regression estimates, which isotonize a nonparametric curve estimator. The first estimate is the classical smoothed isotone estimate of Brunk (1958). The second method has recently been proposed by Hall and Huang (2001) and modifies the weights of a commonly used kernel estimate such that the resulting estimate is monotone. The third estimate was recently proposed by Dette, Neumeyer and Pilz (2003) and combines density and regression estimation techniques to obtain a monotone curve estimate of the inverse of the isotone regression function. The three concepts are briefly reviewed and their finite sample properties are studied by means of a simulation study. Although all estimates are first order asymptotically equivalent (provided that the unknown regression function is isotone) some differences for moderate samples are observed. --isotonic regression,order restricted inference,Nadaraya-Watson estimator,local linear regression,monte carlo simulation

A simple nonparametric estimator of a monotone regression function

In this paper a new method for monotone estimation of a regression function is proposed. The estimator is obtained by the combination of a density and a regression estimate and is appealing to users of conventional smoothing methods as kernel estimators, local polynomials, series estimators or smoothing splines. The main idea of the new approach is to construct a density estimate from the estimated values ˆm(i/N) (i = 1, . . . ,N) of the regression function to use these “data” for the calculation of an estimate of the inverse of the regression function. The final estimate is then obtained by a numerical inversion. Compared to the conventially used techniques for monotone estimation the new method is computationally more efficient, because it does not require constrained optimization techniques for the calculation of the estimate. We prove asymptotic normality of the new estimate and compare the asymptotic properties with the unconstrained estimate. In particular it is shown that for kernel estimates or local polynomials the monotone estimate is first order asymptotically equivalent to the unconstrained estimate. We also illustrate the performance of the new procedure by means of a simulation study. --isotonic regression,order restricted inference,Nadaraya-Watson estimator,local linear regression

A note on nonparametric estimation of the effective dose in quantal bioassay

For the common binary response model we propose a direct method for the nonparametric estimation of the effective dose level ED? (0Binary response model,effective dose level,nonparametric regression,isotonic regression,order restricted inference,local linear regression

A note on the invariant distribution of a quasi-birth-and-death process

The aim of this paper is to give an explicit formula of the invariant distribution of a quasi-birth-and-death process in terms of the block entries of the transition probability matrix using a matrix-valued orthogonal polynomials approach. We will show that the invariant distribution can be computed using the squared norms of the corresponding matrix-valued orthogonal polynomials, no matter if they are or not diagonal matrices. We will give an example where the squared norms are not diagonal matrices, but nevertheless we can compute its invariant distribution

Solution of a Generalized Stieltjes Problem

We present the exact solution for a set of nonlinear algebraic equations $\frac{1}{z_l}= \pi d + \frac{2 d}{n} \sum_{m \neq l} \frac{1}{z_l-z_m}$. These were encountered by us in a recent study of the low energy spectrum of the Heisenberg ferromagnetic chain \cite{dhar}. These equations are low $d$ (density) ``degenerations'' of more complicated transcendental equation of Bethe's Ansatz for a ferromagnet, but are interesting in themselves. They generalize, through a single parameter, the equations of Stieltjes, $x_l = \sum_{m \neq l} 1/(x_l-x_m)$, familiar from Random Matrix theory. It is shown that the solutions of these set of equations is given by the zeros of generalized associated Laguerre polynomials. These zeros are interesting, since they provide one of the few known cases where the location is along a nontrivial curve in the complex plane that is determined in this work. Using a ``Green's function'' and a saddle point technique we determine the asymptotic distribution of zeros.Comment: 19 pages, 4 figure

D-optimal designs via a cocktail algorithm

A fast new algorithm is proposed for numerical computation of (approximate) D-optimal designs. This "cocktail algorithm" extends the well-known vertex direction method (VDM; Fedorov 1972) and the multiplicative algorithm (Silvey, Titterington and Torsney, 1978), and shares their simplicity and monotonic convergence properties. Numerical examples show that the cocktail algorithm can lead to dramatically improved speed, sometimes by orders of magnitude, relative to either the multiplicative algorithm or the vertex exchange method (a variant of VDM). Key to the improved speed is a new nearest neighbor exchange strategy, which acts locally and complements the global effect of the multiplicative algorithm. Possible extensions to related problems such as nonparametric maximum likelihood estimation are mentioned.Comment: A number of changes after accounting for the referees' comments including new examples in Section 4 and more detailed explanations throughou

Anisotropic Radial Layout for Visualizing Centrality and Structure in Graphs

This paper presents a novel method for layout of undirected graphs, where nodes (vertices) are constrained to lie on a set of nested, simple, closed curves. Such a layout is useful to simultaneously display the structural centrality and vertex distance information for graphs in many domains, including social networks. Closed curves are a more general constraint than the previously proposed circles, and afford our method more flexibility to preserve vertex relationships compared to existing radial layout methods. The proposed approach modifies the multidimensional scaling (MDS) stress to include the estimation of a vertex depth or centrality field as well as a term that penalizes discord between structural centrality of vertices and their alignment with this carefully estimated field. We also propose a visualization strategy for the proposed layout and demonstrate its effectiveness using three social network datasets.Comment: Appears in the Proceedings of the 25th International Symposium on Graph Drawing and Network Visualization (GD 2017

Risk estimators for choosing regularization parameters in ill-posed problems - Properties and limitations

This paper discusses the properties of certain risk estimators that recently regained popularity for choosing regularization parameters in ill-posed problems, in particular for sparsity regularization. They apply Stein’s unbiased risk estimator (SURE) to estimate the risk in either the space of the unknown variables or in the data space. We will call the latter PSURE in order to distinguish the two different risk functions. It seems intuitive that SURE is more appropriate for ill-posed problems, since the properties in the data space do not tell much about the quality of the reconstruction. We provide theoretical studies of both approaches for linear Tikhonov regularization in a finite dimensional setting and estimate the quality of the risk estimators, which also leads to asymptotic convergence results as the dimension of the problem tends to infinity. Unlike previous works which studied single realizations of image processing problems with a very low degree of ill-posedness, we are interested in the statistical behaviour of the risk estimators for increasing ill-posedness. Interestingly, our theoretical results indicate that the quality of the SURE risk can deteriorate asymptotically for ill-posed problems, which is confirmed by an extensive numerical study. The latter shows that in many cases the SURE estimator leads to extremely small regularization parameters, which obviously cannot stabilize the reconstruction. Similar but less severe issues with respect to robustness also appear for the PSURE estimator, which in comparison to the rather conservative discrepancy principle leads to the conclusion that regularization parameter choice based on unbiased risk estimation is not a reliable procedure for ill-posed problems. A similar numerical study for sparsity regularization demonstrates that the same issue appears in non-linear variational regularization approaches

Canonical moments and random spectral measures

We study some connections between the random moment problem and the random matrix theory. A uniform draw in a space of moments can be lifted into the spectral probability measure of the pair (A,e) where A is a random matrix from a classical ensemble and e is a fixed unit vector. This random measure is a weighted sampling among the eigenvalues of A. We also study the large deviations properties of this random measure when the dimension of the matrix grows. The rate function for these large deviations involves the reversed Kullback information.Comment: 32 pages. Revised version accepted for publication in Journal of Theoretical Probabilit

The quest for companions to post-common envelope binaries: I. Searching a sample of stars from the CSS and SDSS

As part of an ongoing collaboration between student groups at high schools and professional astronomers, we have searched for the presence of circum-binary planets in a bona-fide unbiased sample of twelve post-common envelope binaries (PCEBs) from the Catalina Sky Survey (CSS) and the Sloan Digital Sky Survey (SDSS). Although the present ephemerides are significantly more accurate than previous ones, we find no clear evidence for orbital period variations between 2005 and 2011 or during the 2011 observing season. The sparse long-term coverage still permits O-C variations with a period of years and an amplitude of tens of seconds, as found in other systems. Our observations provide the basis for future inferences about the frequency with which planet-sized or brown-dwarf companions have either formed in these evolved systems or survived the common envelope (CE) phase.Comment: accepted by A&