Journal of Computational & Graphical Statistics articles from September 2002

Journal of Computational & Graphical Statistics archives from September 2002

Bayesian variable and transformation selection in linear regression.
September 1, 2002... This article suggests a method for variable and transformation selection based on posterior probabilities. Our approach allows for consideration of all possible combinations of untransformed and transformed predictors along with transformed and...

Approximate Dirichlet process computing in finite normal mixtures: smoothing and prior information.
September 1, 2002... A rich nonparametric analysis of the finite normal mixture model is obtained by working with a precise truncation approximation of the Dirichlet process. Model fitting is carried out by a simple Gibbs sampling algorithm that directly samples...

Accounting for model uncertainty in seemingly unrelated regressions.
September 1, 2002... This article considers inference in a Bayesian seemingly unrelated regression (SUR) model where the set of regressors is assumed unknown a priori. That is, we allow for uncertainty in the covariate set by defining a prior distribution on the...

Warp bridge sampling.
September 1, 2002... Bridge sampling, a general formulation of the acceptance ratio method in physics for computing free-energy difference, is an effective Monte Carlo method for computing normalizing constants of probability models. The method was originally...

Fast and exact simulation of fractional Brownian surfaces.
September 1, 2002... Fractional Brownian surfaces are commonly used as models for landscapes and other physical processes in space. This work shows how to simulate fractional Brownian surfaces on a grid efficiently and exactly by embedding them in a periodic...

Regression tree cartography.
September 1, 2002... We illustrate several types of cartographic displays that can enhance understanding from hierarchical analysis techniques such as regression trees. When the observations have spatial locations, maps of the predicted values, maps of the...

Adaptive splines and genetic algorithms.
September 1, 2002... Most existing algorithms for fitting adaptive splines are based on nonlinear optimization and/or stepwise selection. Stepwise knot selection, although computationally fast, is necessarily suboptimal while determining the best model over the...

Using spherical-radial quadrature to fit generalized linear mixed effects models.
September 1, 2002... Although generalized linear mixed effects models have received much attention in the statistical literature, there is still no computationally efficient algorithm for computing maximum likelihood estimates for such models when there are a...

On Markov chain Monte Carlo algorithms for computing conditional expectations based on sufficient statistics.
September 1, 2002... Much work has focused on developing exact tests for the analysis of discrete data using log linear or logistic regression models. A parametric model is tested for a dataset by conditioning on the value of a sufficient statistic and determining...

Exact computation of the observed information matrix for hidden Markov models.
September 1, 2002... This article describes a new algorithm for exact computation of the observed information matrix in hidden Markov models that may be performed in a single pass through the data. The score vector and log-likelihood are computed in the same pass....

Iterative plug-in algorithms for SEMIFAR models--definition, convergence, and asymptotic properties.(semiparametric fractional autoregressive models)
September 1, 2002... This article proposes data-driven algorithms for fitting SEMIFAR models. The algorithms combine the data-driven estimation of the nonparametric trend and maximum likelihood estimation of the parameters. Convergence and asymptotic properties of...

Simple accurate approximation of likelihood profiles.
September 1, 2002... Likelihood profiles for arbitrary functions of the model parameters are useful for constructing likelihood ratio confidence intervals, diagnosing linear approximation intervals, suggesting linearizing transforms, and many other purposes. This...

Recent publications in JSS.(Journal of Statistical Software)
September 1, 2002... The following abstracts come from papers recently accepted to the Journal of Statistical Software (JSS). JSS is free; code and papers may be downloaded at no cost. Code means source code, not binaries, so that algorithms may be easily...