Information Bounds and Nonparametric Maximum Likelihood Estimation

Information Bounds and Nonparametric Maximum Likelihood Estimation
Author :
Publisher : Birkhäuser
Total Pages : 129
Release :
ISBN-10 : 9783034886215
ISBN-13 : 3034886217
Rating : 4/5 (15 Downloads)

Synopsis Information Bounds and Nonparametric Maximum Likelihood Estimation by : P. Groeneboom

This book contains the lecture notes for a DMV course presented by the authors at Gunzburg, Germany, in September, 1990. In the course we sketched the theory of information bounds for non parametric and semiparametric models, and developed the theory of non parametric maximum likelihood estimation in several particular inverse problems: interval censoring and deconvolution models. Part I, based on Jon Wellner's lectures, gives a brief sketch of information lower bound theory: Hajek's convolution theorem and extensions, useful minimax bounds for parametric problems due to Ibragimov and Has'minskii, and a recent result characterizing differentiable functionals due to van der Vaart (1991). The differentiability theorem is illustrated with the examples of interval censoring and deconvolution (which are pursued from the estimation perspective in part II). The differentiability theorem gives a way of clearly distinguishing situations in which 1 2 the parameter of interest can be estimated at rate n / and situations in which this is not the case. However it says nothing about which rates to expect when the functional is not differentiable. Even the casual reader will notice that several models are introduced, but not pursued in any detail; many problems remain. Part II, based on Piet Groeneboom's lectures, focuses on non parametric maximum likelihood estimates (NPMLE's) for certain inverse problems. The first chapter deals with the interval censoring problem.

Probability Theory and Mathematical Statistics

Probability Theory and Mathematical Statistics
Author :
Publisher : Walter de Gruyter GmbH & Co KG
Total Pages : 752
Release :
ISBN-10 : 9783112319321
ISBN-13 : 311231932X
Rating : 4/5 (21 Downloads)

Synopsis Probability Theory and Mathematical Statistics by : B. Grigelionis

No detailed description available for "Probability Theory and Mathematical Statistics".

Proceedings of the First Seattle Symposium in Biostatistics: Survival Analysis

Proceedings of the First Seattle Symposium in Biostatistics: Survival Analysis
Author :
Publisher : Springer Science & Business Media
Total Pages : 314
Release :
ISBN-10 : 9781468463163
ISBN-13 : 1468463160
Rating : 4/5 (63 Downloads)

Synopsis Proceedings of the First Seattle Symposium in Biostatistics: Survival Analysis by : Danyu Lin

The papers in this volume discuss important methodological advances in several important areas, including multivariate failure time data and interval censored data. The book will be an indispensable reference for researchers and practitioners in biostatistics, medical research, and the health sciences.

Likelihood Methods in Survival Analysis

Likelihood Methods in Survival Analysis
Author :
Publisher : CRC Press
Total Pages : 401
Release :
ISBN-10 : 9781351109703
ISBN-13 : 1351109707
Rating : 4/5 (03 Downloads)

Synopsis Likelihood Methods in Survival Analysis by : Jun Ma

Many conventional survival analysis methods, such as the Kaplan-Meier method for survival function estimation and the partial likelihood method for Cox model regression coefficients estimation, were developed under the assumption that survival times are subject to right censoring only. However, in practice, survival time observations may include interval-censored data, especially when the exact time of the event of interest cannot be observed. When interval-censored observations are present in a survival dataset, one generally needs to consider likelihood-based methods for inference. If the survival model under consideration is fully parametric, then likelihood-based methods impose neither theoretical nor computational challenges. However, if the model is semi-parametric, there will be difficulties in both theoretical and computational aspects. Likelihood Methods in Survival Analysis: With R Examples explores these challenges and provides practical solutions. It not only covers conventional Cox models where survival times are subject to interval censoring, but also extends to more complicated models, such as stratified Cox models, extended Cox models where time-varying covariates are present, mixture cure Cox models, and Cox models with dependent right censoring. The book also discusses non-Cox models, particularly the additive hazards model and parametric log-linear models for bivariate survival times where there is dependence among competing outcomes. Features Provides a broad and accessible overview of likelihood methods in survival analysis Covers a wide range of data types and models, from the semi-parametric Cox model with interval censoring through to parametric survival models for competing risks Includes many examples using real data to illustrate the methods Includes integrated R code for implementation of the methods Supplemented by a GitHub repository with datasets and R code The book will make an ideal reference for researchers and graduate students of biostatistics, statistics, and data science, whose interest in survival analysis extend beyond applications. It offers useful and solid training to those who wish to enhance their knowledge in the methodology and computational aspects of biostatistics.

High Dimensional Probability II

High Dimensional Probability II
Author :
Publisher : Springer Science & Business Media
Total Pages : 491
Release :
ISBN-10 : 9781461213581
ISBN-13 : 1461213584
Rating : 4/5 (81 Downloads)

Synopsis High Dimensional Probability II by : Evarist Giné

High dimensional probability, in the sense that encompasses the topics rep resented in this volume, began about thirty years ago with research in two related areas: limit theorems for sums of independent Banach space valued random vectors and general Gaussian processes. An important feature in these past research studies has been the fact that they highlighted the es sential probabilistic nature of the problems considered. In part, this was because, by working on a general Banach space, one had to discard the extra, and often extraneous, structure imposed by random variables taking values in a Euclidean space, or by processes being indexed by sets in R or Rd. Doing this led to striking advances, particularly in Gaussian process theory. It also led to the creation or introduction of powerful new tools, such as randomization, decoupling, moment and exponential inequalities, chaining, isoperimetry and concentration of measure, which apply to areas well beyond those for which they were created. The general theory of em pirical processes, with its vast applications in statistics, the study of local times of Markov processes, certain problems in harmonic analysis, and the general theory of stochastic processes are just several of the broad areas in which Gaussian process techniques and techniques from probability in Banach spaces have made a substantial impact. Parallel to this work on probability in Banach spaces, classical proba bility and empirical process theory were enriched by the development of powerful results in strong approximations.

Recent Advances in Systems, Control and Information Technology

Recent Advances in Systems, Control and Information Technology
Author :
Publisher : Springer
Total Pages : 836
Release :
ISBN-10 : 9783319489230
ISBN-13 : 3319489232
Rating : 4/5 (30 Downloads)

Synopsis Recent Advances in Systems, Control and Information Technology by : Roman Szewczyk

This book presents the proceedings of the International Conference on Systems, Control and Information Technologies 2016. It includes research findings from leading experts in the fields connected with INDUSTRY 4.0 and its implementation, especially: intelligent systems, advanced control, information technologies, industrial automation, robotics, intelligent sensors, metrology and new materials. Each chapter offers an analysis of a specific technical problem followed by a numerical analysis and simulation as well as the implementation for the solution of a real-world problem.

Encyclopedia of Quantitative Risk Analysis and Assessment

Encyclopedia of Quantitative Risk Analysis and Assessment
Author :
Publisher : John Wiley & Sons
Total Pages : 2163
Release :
ISBN-10 : 9780470035498
ISBN-13 : 0470035498
Rating : 4/5 (98 Downloads)

Synopsis Encyclopedia of Quantitative Risk Analysis and Assessment by :

Leading the way in this field, the Encyclopedia of Quantitative Risk Analysis and Assessment is the first publication to offer a modern, comprehensive and in-depth resource to the huge variety of disciplines involved. A truly international work, its coverage ranges across risk issues pertinent to life scientists, engineers, policy makers, healthcare professionals, the finance industry, the military and practising statisticians. Drawing on the expertise of world-renowned authors and editors in this field this title provides up-to-date material on drug safety, investment theory, public policy applications, transportation safety, public perception of risk, epidemiological risk, national defence and security, critical infrastructure, and program management. This major publication is easily accessible for all those involved in the field of risk assessment and analysis. For ease-of-use it is available in print and online.

Emerging Topics in Modeling Interval-Censored Survival Data

Emerging Topics in Modeling Interval-Censored Survival Data
Author :
Publisher : Springer Nature
Total Pages : 322
Release :
ISBN-10 : 9783031123665
ISBN-13 : 3031123662
Rating : 4/5 (65 Downloads)

Synopsis Emerging Topics in Modeling Interval-Censored Survival Data by : Jianguo Sun

This book primarily aims to discuss emerging topics in statistical methods and to booster research, education, and training to advance statistical modeling on interval-censored survival data. Commonly collected from public health and biomedical research, among other sources, interval-censored survival data can easily be mistaken for typical right-censored survival data, which can result in erroneous statistical inference due to the complexity of this type of data. The book invites a group of internationally leading researchers to systematically discuss and explore the historical development of the associated methods and their computational implementations, as well as emerging topics related to interval-censored data. It covers a variety of topics, including univariate interval-censored data, multivariate interval-censored data, clustered interval-censored data, competing risk interval-censored data, data with interval-censored covariates, interval-censored data from electric medical records, and misclassified interval-censored data. Researchers, students, and practitioners can directly make use of the state-of-the-art methods covered in the book to tackle their problems in research, education, training and consultation.