An Isotonic Regression Problem for Infinite-Dimensional Parameters

We consider an infinite-dimensional isotonic regression problem which is an extension of the suitably revised classical isotonic regression problem. Given p-summable data, for p finite and at least one, there exists an optimal estimator to our problem. For p greater than one, this estimator is unique and is the limit in the p-norm of the sequence of unique estimators in canonical finite-dimensional truncations of our problem. However, for p equal to one, our problem, as well as the finite-dimensional truncations, admit multiple optimal estimators in general. In this case, the sequence of optimal estimator sets to the truncations converges to the optimal estimator set of the infinite problem in the sense of Kuratowski. Moreover, the selection of natural best optimal estimators to the truncations converges in the 1-norm to an optimal estimator of the infinite problem.     

Testing the Intercept of a Balanced Predictive Regression Model

Testing predictability is known to be an important issue for the balanced predictive regression model. Some unified testing statistics of desirable properties have been proposed, though their validity depends on a predefined assumption regarding whether or not an intercept term nevertheless exists. In fact, most financial data have endogenous or heteroscedasticity structure, and the existing intercept term test does not perform well in these cases. In this paper, we consider the testing for the intercept of the balanced predictive regression model. An empirical likelihood based testing statistic is developed, and its limit distribution is also derived under some mild conditions. We also provide some simulations and a real application to illustrate its merits in terms of both size and power properties.     

Adaptive nonparametric estimation of a multivariate regression function

We consider the kernel estimation of a multivariate regression function at a point. Theoretical choices of the bandwidth are possible for attaining minimum mean squared error or for local scaling, in the sense of asymptotic distribution. However, these choices are not available in practice. We follow the approach of Krieger and Pickands (Ann. Statist.9 (1981) 1066–1078) and Abramson (J. Multivariate Anal.12 (1982), 562–567) in constructing adaptive estimates after demonstrating the weak convergence of some error process. As consequences, efficient data-driven consistent estimation is feasible, and data-driven local scaling is also feasible. In the latter instance, nearest-neighbor-type estimates and variance-stabilizing estimates are obtained as special cases.     

残差绝对值之和最小准则下回归方程的求法

本应用线性规划方法,解决了“残差绝对值之和最小”,“最大偏差最小”准则下回归方程的求法,这种方法对于建立多元线性回归方程、多项式回归方程和可以线性化的回归方程都是有效的。     

Predicting experimental yields as an index to rank synthesis routes II: application to the Curtius rearrangement

Synthesis yields of organic reactions are one of the most important factors in ranking synthesis routes created by synthesis route design systems such as Transform‐Oriented Synthesis Planning and Knowledge base‐Oriented Synthesis Planning. If it is possible to predict the yields of synthesis reactions before starting experiments, one can easily determine an order of synthesis routes for experimental works. In the present study, the reaction profiles of the Curtius rearrangement with different substituents were calculated to generate an equation predicting experimental yields of this reaction. Reactions followed by the formation of isocyanates were also analyzed to consider the relationship between reaction times and experimental yields. A partial least squares (PLS) regression was used to correlate the experimental yields with the calculated activation energies, E_a(calc), together with experimental conditions such as dielectric constants of solvents, reaction times, and reaction temperatures as explanatory variables. Although the PLS regression using all the data gave very poor results, we succeeded in making a model equation with R² = 0.887 using a modified data set. However, there is a conflict between the predictability and the interpretability on the reaction time. This discrepancy mainly comes from unnecessarily long reaction times in the experiments for azides with calculated E_a values of less than 33 kcal mol^–1. To construct a good model equation for the experimental yields of the Curtius reaction, we have to use data sets obtained from within 90 min of the reaction for the PLS regression. Copyright © 2011 John Wiley & Sons, Ltd.     

Bootstrap approximation of nearest neighbor regression function estimates

Let (X, Y) be a random vector in the plane and denote by m(x) = (Y|X = x) the corresponding regression function. We show that the bootstrap approximation for the distribution of a smoothed nearest neighbor estimate of m(x) is valid. Also we compare, by Monte Carlo, confidence intervals which are obtained from both the normal and the bootstrap approximation.     

On the Choice of Nugget in Kriging Modeling for Deterministic Computer Experiments

Kriging is commonly used for developing emulators as surrogates for computationally intensive simulations. One difficulty with kriging is the potential numerical instability in the computation of the inverse of the covariance matrix, which can lead to large variability and poor performance of the kriging predictor. First, we study some causes of ill-conditioning in kriging. We then study the use of nugget in kriging to overcome the numerical instability. Some asymptotic results on its interpolation bias and mean squared prediction errors are presented. Finally, we study the choice of the nugget parameter based on some algebraic lower bounds and use of a regularizing trace. A simulation study is performed to show the differences between kriging with and without nugget and to demonstrate the advantages of the former. This article has supplementary materials online.     

Generalized Isotonic Regression

We present a new computational and statistical approach for fitting isotonic models under convex differentiable loss functions through recursive partitioning. Models along the partitioning path are also isotonic and can be viewed as regularized solutions to the problem. Our approach generalizes and subsumes the well-known work of Barlow and Brunk on fitting isotonic regressions subject to specially structured loss functions, and expands the range of loss functions that can be used (e.g., adding Huber loss for robust regression). This is accomplished through an algorithmic adjustment to a recursive partitioning approach recently developed for solving large-scale ?₂-loss isotonic regression problems. We prove that the new algorithm solves the generalized problem while maintaining the favorable computational and statistical properties of the l₂ algorithm. The results are demonstrated on both real and synthetic data in two settings: fitting count data using negative Poisson log-likelihood loss, and fitting robust isotonic regressions using Huber loss. Proofs of theorems and a MATLAB-based software package implementing our algorithm are available in the online supplementary materials.     

Asymptotic properties of local polynomial regression with missing data and correlated errors

The main objective of this work is the nonparametric estimation of the regression function with correlated errors when observations are missing in the response variable. Two nonparametric estimators of the regression function are proposed. The asymptotic properties of these estimators are studied; expresions for the bias and the variance are obtained and the joint asymptotic normality is established. A simulation study is also included.     

一种基于空间一致性降元的高光谱图像非监督分类

为了提高分类精度和边缘辨识性,该文引入图像空间一致性降元(pixels reduction with spatial coherence property, PRSCP)及线性回归分析,提出了一种基于空间一致性降元的非监督分类。该方法从像元光谱相似性出发,利用像元最小关联窗口合并相邻相似像元为像块完成降元。使用线性关系建模像块内像元的光谱向量,并利用F检验判断像块数据的线性显著性。利用一元线性回归(one dimensional linear regression, ODLR)估计出像块的基准向量,根据基准向量合并相似(同类)像块完成分类。利用AVIRIS数据评估了该方法性能,实验结果表明：与K-MEANS和ISODATA方法相比,该方法精度高、边缘辨识度好及鲁棒性强。