Journal of Computational & Graphical Statistics articles from September 2003

Journal of Computational & Graphical Statistics archives from September 2003

Logic regression.
September 1, 2003... Logic regression is an adaptive regression methodology that attempts to construct predictors as Boolean combinations of binary covariates. In many regression problems a model is developed that relates the main effects (the predictors or...

Classification trees with bivariate linear discriminant node models.
September 1, 2003... This article introduces a classification tree algorithm that can simultaneously reduce tree size, improve class prediction, and enhance data visualization. We accomplish this by fitting a bivariate linear discriminant model to the data in each...

A modified principal component technique based on the LASSO.
September 1, 2003... In many multivariate statistical techniques, a set of linear functions of the original p variables is produced. One of the more difficult aspects of these techniques is the interpretation of the linear functions, as these functions usually have...

Bayesian semiparametric density estimation and model verification using a logistic--Gaussian process.
September 1, 2003... This article proposes a semiparametric model, which consists of parametric and nonparametric components, for density estimation. The parametric component represents the researcher's a priori beliefs about a likely family of density functions....

A gridding method for Bayesian sequential decision problems.
September 1, 2003... This article introduces a numerical method for finding optimal or approximately optimal decision rules and corresponding expected losses in Bayesian sequential decision problems. The method, based on the classical backward induction method,...

Estimating expected information gains for experimental designs with application to the random fatigue-limit model.
September 1, 2003... Expected gain in Shannon information is commonly suggested as a Bayesian design evaluation criterion. Because estimating expected information gains is computationally expensive, examples in which they have been successfully used in identifying...

Estimating hidden semi-Markov chains from discrete sequences.
September 1, 2003... This article addresses the estimation of hidden semi-Markov chains from nonstationary discrete sequences. Hidden semi-Markov chains are particularly useful to model the succession of homogeneous zones or segments along sequences. A discrete...

Inference on clustered survival data using imputed frailties.
September 1, 2003... This article proposes a new method for fitting frailty models to clustered survival data that is intermediate between the fully parametric and nonparametric maximum likelihood estimation approaches. A parametric form is assumed for the baseline...

Estimating frailty models via Poisson hierarchical generalized linear models.
September 1, 2003... Frailty models extend proportional hazards models to multivariate survival data. Hierarchical-likelihood provides a simple unified framework for various random effect models such as hierarchical generalized linear models, frailty models, and...

Higher order asymptotics unleashed: software design for nonlinear heteroscedastic regression.
September 1, 2003... One of the main criticisms against the use of higher order asymptotics is that the algebraic expressions involved are far too complex to be derived by hand in a reasonable amount of time. A further drawback is that the results are so closely...

Optimal interpolation and the appropriateness of cross-validating variogram in spatial generalized linear mixed models.
September 1, 2003... This article considers some computational issues related to the minimum mean squared error (MMSE) prediction of non-Gaussian variables under a spatial generalized linear mixed model (GLMM). Earlier literature decribes how this model has been...

Generalized cross-validation for wavelet shrinkage in nonparametric mixed effects models.
September 1, 2003... A nonlinear wavelet shrinkage estimator was proposed in an earlier article by Huang and Lu. Such an estimator combined the asymptotic equivalence to the best linear unbiased prediction and the Bayesian estimation in nonparametric mixed-effects...

Multivariate normal probabilities: implementing an old idea of Plackett's.
September 1, 2003... This article describes a reduction formula for the computation of multivariate normal probabilities first developed by Plackett. The method is recursive and, despite very promising results, seems not to have been implemented before. Extensive...