3,020 research outputs found

    A sieve M-theorem for bundled parameters in semiparametric models, with application to the efficient estimation in a linear model for censored data

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    In many semiparametric models that are parameterized by two types of parameters---a Euclidean parameter of interest and an infinite-dimensional nuisance parameter---the two parameters are bundled together, that is, the nuisance parameter is an unknown function that contains the parameter of interest as part of its argument. For example, in a linear regression model for censored survival data, the unspecified error distribution function involves the regression coefficients. Motivated by developing an efficient estimating method for the regression parameters, we propose a general sieve M-theorem for bundled parameters and apply the theorem to deriving the asymptotic theory for the sieve maximum likelihood estimation in the linear regression model for censored survival data. The numerical implementation of the proposed estimating method can be achieved through the conventional gradient-based search algorithms such as the Newton--Raphson algorithm. We show that the proposed estimator is consistent and asymptotically normal and achieves the semiparametric efficiency bound. Simulation studies demonstrate that the proposed method performs well in practical settings and yields more efficient estimates than existing estimating equation based methods. Illustration with a real data example is also provided.Comment: Published in at http://dx.doi.org/10.1214/11-AOS934 the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org

    Multiple Testing for Neuroimaging via Hidden Markov Random Field

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    Traditional voxel-level multiple testing procedures in neuroimaging, mostly pp-value based, often ignore the spatial correlations among neighboring voxels and thus suffer from substantial loss of power. We extend the local-significance-index based procedure originally developed for the hidden Markov chain models, which aims to minimize the false nondiscovery rate subject to a constraint on the false discovery rate, to three-dimensional neuroimaging data using a hidden Markov random field model. A generalized expectation-maximization algorithm for maximizing the penalized likelihood is proposed for estimating the model parameters. Extensive simulations show that the proposed approach is more powerful than conventional false discovery rate procedures. We apply the method to the comparison between mild cognitive impairment, a disease status with increased risk of developing Alzheimer's or another dementia, and normal controls in the FDG-PET imaging study of the Alzheimer's Disease Neuroimaging Initiative.Comment: A MATLAB package implementing the proposed FDR procedure is available with this paper at the Biometrics website on Wiley Online Librar

    Conical Defects, Black Holes and Higher Spin (Super-)Symmetry

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    We study the (super-)symmetries of classical solutions in the higher spin (super-)gravity in AdS3_3. We show that the symmetries of the solutions are encoded in the holonomy around the spatial circle. When the spatial holonomies of the solutions are trivial, they preserve maximal symmetries of the theory, and are actually the smooth conical defects. We find all the smooth conical defects in the sl(N),so(2N+1),sp(2N),so(2N),g2sl(N), so(2N+1),sp(2N), so(2N), g_2, as well as in sl(N∣N−1)sl(N|N-1) and osp(2N+1∣2N)osp(2N+1|2N) Chern-Simons gravity theories. In the bosonic higher spin cases, there are one-to-one correspondences between the smooth conical defects and the highest weight representations of Lie group. Furthermore we investigate the higher spin black holes in osp(3∣2)osp(3|2) and sl(3∣2)sl(3|2) higher spin (super-)gravity and find that they are only partially symmetric. In general, the black holes break all the supersymmetries, but in some cases they preserve part of the supersymmetries.Comment: 48 pages; more clarifications on conical defects in supersymmetric cas
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