Penalized empirical likelihood inferential procedure is proposed for Cox's pro- portional hazards model with adaptive LASSO(ALASSO). Under reasonable conditions, we show that the proposed method has oracle property...Penalized empirical likelihood inferential procedure is proposed for Cox's pro- portional hazards model with adaptive LASSO(ALASSO). Under reasonable conditions, we show that the proposed method has oracle property and the limiting distribution of a penal- ized empirical likelihood ratio via ALASSO is a chi-square distributions. The advantage of penalized empirical likelihood is illustrated in testing hypothesis and constructing confidence sets by simulation studies and a real example.展开更多
The dynamic behaviors of water contained in calcium-silicate-hydrate(C-S-H) gel with different water content values from 10%to 30%(by weight),are studied by using an empirical diffusion model(EDM) to analyze the...The dynamic behaviors of water contained in calcium-silicate-hydrate(C-S-H) gel with different water content values from 10%to 30%(by weight),are studied by using an empirical diffusion model(EDM) to analyze the experimental data of quasi-elastic neutron scattering(QENS) spectra at measured temperatures ranging from 230 K to 280 K.In the study,the experimental QENS spectra with the whole Q-range are considered.Several important parameters including the bound/immobile water elastic coefficient A,the bound water index BWI,the Lorentzian with a half-width at half-maximum(HWHM) Γ;(Q) and Γ;(Q),the self-diffusion coefficients D;and D;of water molecules,the average residence times τ;and τ;,and the proton mean squared displacement(MSD)(u;) are obtained.The results show that the QENS spectra can be fitted very well not only for small Q(≤1 A;) but also for large Q.The bound/immobile water fraction in a C-S-H gel sample can be shown by the fitted BWI.The distinction between bound/immobile and mobile water,which includes confined water and ultra-confined water,can be seen by the fitted MSD.All the MSD tend to be the smallest value below 0.25 A;(the MSD of bound/immobile water) as the Q increases to 1.9 A;no matter what the temperature and water content are.Furthermore,by the abrupt changes of the fitted values of D;,τ;,and Γ;(Q),a crossover temperature at 250 K,namely the liquid-to-crystal-like transition temperature,can be identified for confined water in large gel pores(LGPs) and/or small gel pores(SGPs) contained in the C-S-H gel sample with 30% water content.展开更多
In this paper, we study the diagnostic problems of parametric empirical Bayes models systematically. Cook’s distance and Kullback-Leibler divergence are used to measure the effect of each individual observation, and ...In this paper, we study the diagnostic problems of parametric empirical Bayes models systematically. Cook’s distance and Kullback-Leibler divergence are used to measure the effect of each individual observation, and the local influence diagnostic is used to assess the influence of minor perturbations on empirical Bayes estimates as well. Besides the deletion approach, the idea of local influence is applied to examine the impact of the regression variable. Lastly, some numerical examples are presented to illustrate our approach.展开更多
Three Bayesian related approaches,namely,variational Bayesian(VB),minimum message length(MML)and Bayesian Ying-Yang(BYY)harmony learning,have been applied to automatically determining an appropriate number of componen...Three Bayesian related approaches,namely,variational Bayesian(VB),minimum message length(MML)and Bayesian Ying-Yang(BYY)harmony learning,have been applied to automatically determining an appropriate number of components during learning Gaussian mixture model(GMM).This paper aims to provide a comparative investigation on these approaches with not only a Jeffreys prior but also a conjugate Dirichlet-Normal-Wishart(DNW)prior on GMM.In addition to adopting the existing algorithms either directly or with some modifications,the algorithm for VB with Jeffreys prior and the algorithm for BYY with DNW prior are developed in this paper to fill the missing gap.The performances of automatic model selection are evaluated through extensive experiments,with several empirical findings:1)Considering priors merely on the mixing weights,each of three approaches makes biased mistakes,while considering priors on all the parameters of GMM makes each approach reduce its bias and also improve its performance.2)As Jeffreys prior is replaced by the DNW prior,all the three approaches improve their performances.Moreover,Jeffreys prior makes MML slightly better than VB,while the DNW prior makes VB better than MML.3)As the hyperparameters of DNW prior are further optimized by each of its own learning principle,BYY improves its performances while VB and MML deteriorate their performances when there are too many free hyper-parameters.Actually,VB and MML lack a good guide for optimizing the hyper-parameters of DNW prior.4)BYY considerably outperforms both VB and MML for any type of priors and whether hyper-parameters are optimized.Being different from VB and MML that rely on appropriate priors to perform model selection,BYY does not highly depend on the type of priors.It has model selection ability even without priors and performs already very well with Jeffreys prior,and incrementally improves as Jeffreys prior is replaced by the DNW prior.Finally,all algorithms are applied on the Berkeley segmentation database of real world images.Again,BYY considerably outperforms both VB and MML,especially in detecting the objects of interest from a confusing background.展开更多
文摘Penalized empirical likelihood inferential procedure is proposed for Cox's pro- portional hazards model with adaptive LASSO(ALASSO). Under reasonable conditions, we show that the proposed method has oracle property and the limiting distribution of a penal- ized empirical likelihood ratio via ALASSO is a chi-square distributions. The advantage of penalized empirical likelihood is illustrated in testing hypothesis and constructing confidence sets by simulation studies and a real example.
文摘The dynamic behaviors of water contained in calcium-silicate-hydrate(C-S-H) gel with different water content values from 10%to 30%(by weight),are studied by using an empirical diffusion model(EDM) to analyze the experimental data of quasi-elastic neutron scattering(QENS) spectra at measured temperatures ranging from 230 K to 280 K.In the study,the experimental QENS spectra with the whole Q-range are considered.Several important parameters including the bound/immobile water elastic coefficient A,the bound water index BWI,the Lorentzian with a half-width at half-maximum(HWHM) Γ;(Q) and Γ;(Q),the self-diffusion coefficients D;and D;of water molecules,the average residence times τ;and τ;,and the proton mean squared displacement(MSD)(u;) are obtained.The results show that the QENS spectra can be fitted very well not only for small Q(≤1 A;) but also for large Q.The bound/immobile water fraction in a C-S-H gel sample can be shown by the fitted BWI.The distinction between bound/immobile and mobile water,which includes confined water and ultra-confined water,can be seen by the fitted MSD.All the MSD tend to be the smallest value below 0.25 A;(the MSD of bound/immobile water) as the Q increases to 1.9 A;no matter what the temperature and water content are.Furthermore,by the abrupt changes of the fitted values of D;,τ;,and Γ;(Q),a crossover temperature at 250 K,namely the liquid-to-crystal-like transition temperature,can be identified for confined water in large gel pores(LGPs) and/or small gel pores(SGPs) contained in the C-S-H gel sample with 30% water content.
文摘In this paper, we study the diagnostic problems of parametric empirical Bayes models systematically. Cook’s distance and Kullback-Leibler divergence are used to measure the effect of each individual observation, and the local influence diagnostic is used to assess the influence of minor perturbations on empirical Bayes estimates as well. Besides the deletion approach, the idea of local influence is applied to examine the impact of the regression variable. Lastly, some numerical examples are presented to illustrate our approach.
基金The work described in this paper was supported by a grant of the General Research Fund(GRF)from the Research Grant Council of Hong Kong SAR(Project No.CUHK418011E).
文摘Three Bayesian related approaches,namely,variational Bayesian(VB),minimum message length(MML)and Bayesian Ying-Yang(BYY)harmony learning,have been applied to automatically determining an appropriate number of components during learning Gaussian mixture model(GMM).This paper aims to provide a comparative investigation on these approaches with not only a Jeffreys prior but also a conjugate Dirichlet-Normal-Wishart(DNW)prior on GMM.In addition to adopting the existing algorithms either directly or with some modifications,the algorithm for VB with Jeffreys prior and the algorithm for BYY with DNW prior are developed in this paper to fill the missing gap.The performances of automatic model selection are evaluated through extensive experiments,with several empirical findings:1)Considering priors merely on the mixing weights,each of three approaches makes biased mistakes,while considering priors on all the parameters of GMM makes each approach reduce its bias and also improve its performance.2)As Jeffreys prior is replaced by the DNW prior,all the three approaches improve their performances.Moreover,Jeffreys prior makes MML slightly better than VB,while the DNW prior makes VB better than MML.3)As the hyperparameters of DNW prior are further optimized by each of its own learning principle,BYY improves its performances while VB and MML deteriorate their performances when there are too many free hyper-parameters.Actually,VB and MML lack a good guide for optimizing the hyper-parameters of DNW prior.4)BYY considerably outperforms both VB and MML for any type of priors and whether hyper-parameters are optimized.Being different from VB and MML that rely on appropriate priors to perform model selection,BYY does not highly depend on the type of priors.It has model selection ability even without priors and performs already very well with Jeffreys prior,and incrementally improves as Jeffreys prior is replaced by the DNW prior.Finally,all algorithms are applied on the Berkeley segmentation database of real world images.Again,BYY considerably outperforms both VB and MML,especially in detecting the objects of interest from a confusing background.