Journal of Computational & Graphical Statistics articles from June 2001

Journal of Computational & Graphical Statistics archives from June 2001

Stability Relationships Among the Gibbs Sampler and its Subchains.(Statistical Data Included)
June 1, 2001... The use of Gibbs samplers driven by improper posteriors has been a controversial issue in the statistics literature over the last few years. It has recently been demonstrated that it is possible to make valid statistical inferences through such...

Sampling Truncated Normal, Beta, and Gamma Densities.(Bayesian analysis of constrained parameter and truncated data problems within a Gibbs sampling framework)(Statistical Data Included)
June 1, 2001... We consider the Bayesian analysis of constrained parameter and truncated data problems within a Gibbs sampling framework and concentrate on sampling truncated densities that arise as full conditional densities within the context of the Gibbs...

Approximate Predetermined Convergence Properties of the Gibbs Sampler.(Statistical Data Included)
June 1, 2001... This article aims to provide a method for approximately predetermining convergence properties of the Gibbs sampler. This is to be done by first finding an approximate rate of convergence for a normal approximation of the target distribution....

On the Relationship Between Markov Chain Monte Carlo Methods for Model Uncertainty.(incorporating uncertainty about the dimension of a parameter when performing inference within a Bayesian setting)(Statistical Data Included)
June 1, 2001... This article considers Markov chain computational methods for incorporating uncertainty about the dimension of a parameter when performing inference within a Bayesian setting. A general class of methods is proposed for performing such...

Efficient Algorithms for Robust Estimation in Linear Mixed-Effects Models Using the Multivariate t Distribution.(analyzing repeated measures data)(Statistical Data Included)
June 1, 2001... Linear mixed-effects models are frequently used to analyze repeated measures data, because they model flexibly the within-subject correlation often present in this type of data. The most popular linear mixed-effects model for a continuous...

A Hybrid High-Order Markov Chain Model for Computer Intrusion Detection.(identifying signature behavior of computer users)(Statistical Data Included)
June 1, 2001... A hybrid model based mostly on a high-order Markov chain and occasionally on a statistical-independence model is proposed for profiling command sequences of a computer user in order to identify a "signature behavior" for that user. Based on the...

Computing Scan Statistic p Values Using Importance Sampling, With Applications to Genetics and Medical Image Analysis.(Statistical Data Included)
June 1, 2001... We present an importance sampling method for deciding, based on an observed random field, if a scan statistic provides significant evidence of increased activity in some localized region of time or space. Our method allows consideration of scan...

Alternative Local Discriminant Bases Using Empirical Expectation and Variance Estimation.(discriminating between two distinct classes/types of signals)(Statistical Data Included)
June 1, 2001... This article proposes alternative discriminant measures for selecting the best basis for classification purposes among a large collection of orthonormal bases organized in a binary tree structure. A generalization of the local discriminant...

Likelihood-Based Analysis of Linear State-Space Models Using the Cholesky Decomposition.(Statistical Data Included)
June 1, 2001... Data associated with the linear state-space model can be assembled as a matrix whose Cholesky decomposition leads directly to a likelihood evaluation. It is possible to build several matrices for which this is true. Although the chosen matrix...

Robust Simulation-Based Estimation of ARMA Models.(the robust estimation of a mixed autoregressive and moving average model)(Statistical Data Included)
June 1, 2001... This article proposes a new approach to the robust estimation of a mixed autoregressive and moving average (ARMA) model. It is based on the indirect inference method that originally was proposed for models with an intractable likelihood...

Computing Chernoff's Distribution.
June 1, 2001... A distribution that arises in problems of estimation of monotone functions is that of the location of the maximum of two-sided Brownian motion minus a parabola. Using results from the first author's earlier work, we present algorithms and...