74 research outputs found
Model-Robust Designs for Quantile Regression
We give methods for the construction of designs for linear models, when the
purpose of the investigation is the estimation of the conditional quantile
function and the estimation method is quantile regression. The designs are
robust against misspecified response functions, and against unanticipated
heteroscedasticity. The methods are illustrated by example, and in a case study
in which they are applied to growth charts
Multivariate varying coefficient model for functional responses
Motivated by recent work studying massive imaging data in the neuroimaging
literature, we propose multivariate varying coefficient models (MVCM) for
modeling the relation between multiple functional responses and a set of
covariates. We develop several statistical inference procedures for MVCM and
systematically study their theoretical properties. We first establish the weak
convergence of the local linear estimate of coefficient functions, as well as
its asymptotic bias and variance, and then we derive asymptotic bias and mean
integrated squared error of smoothed individual functions and their uniform
convergence rate. We establish the uniform convergence rate of the estimated
covariance function of the individual functions and its associated eigenvalue
and eigenfunctions. We propose a global test for linear hypotheses of varying
coefficient functions, and derive its asymptotic distribution under the null
hypothesis. We also propose a simultaneous confidence band for each individual
effect curve. We conduct Monte Carlo simulation to examine the finite-sample
performance of the proposed procedures. We apply MVCM to investigate the
development of white matter diffusivities along the genu tract of the corpus
callosum in a clinical study of neurodevelopment.Comment: Published in at http://dx.doi.org/10.1214/12-AOS1045 the Annals of
Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical
Statistics (http://www.imstat.org
An Alternative Approach to Functional Linear Partial Quantile Regression
We have previously proposed the partial quantile regression (PQR) prediction
procedure for functional linear model by using partial quantile covariance
techniques and developed the simple partial quantile regression (SIMPQR)
algorithm to efficiently extract PQR basis for estimating functional
coefficients. However, although the PQR approach is considered as an attractive
alternative to projections onto the principal component basis, there are
certain limitations to uncovering the corresponding asymptotic properties
mainly because of its iterative nature and the non-differentiability of the
quantile loss function. In this article, we propose and implement an
alternative formulation of partial quantile regression (APQR) for functional
linear model by using block relaxation method and finite smoothing techniques.
The proposed reformulation leads to insightful results and motivates new
theory, demonstrating consistency and establishing convergence rates by
applying advanced techniques from empirical process theory. Two simulations and
two real data from ADHD-200 sample and ADNI are investigated to show the
superiority of our proposed methods
Expectile Matrix Factorization for Skewed Data Analysis
Matrix factorization is a popular approach to solving matrix estimation
problems based on partial observations. Existing matrix factorization is based
on least squares and aims to yield a low-rank matrix to interpret the
conditional sample means given the observations. However, in many real
applications with skewed and extreme data, least squares cannot explain their
central tendency or tail distributions, yielding undesired estimates. In this
paper, we propose \emph{expectile matrix factorization} by introducing
asymmetric least squares, a key concept in expectile regression analysis, into
the matrix factorization framework. We propose an efficient algorithm to solve
the new problem based on alternating minimization and quadratic programming. We
prove that our algorithm converges to a global optimum and exactly recovers the
true underlying low-rank matrices when noise is zero. For synthetic data with
skewed noise and a real-world dataset containing web service response times,
the proposed scheme achieves lower recovery errors than the existing matrix
factorization method based on least squares in a wide range of settings.Comment: 8 page main text with 5 page supplementary documents, published in
AAAI 201
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