Search results for "multivariate"

Approximations in Statistics from a Decision-Theoretical Viewpoint

1987

The approximation of the probability density p(.) of a random vector x∊X by another (possibly more convenient) probability density q(.) which belongs to a certain class Q is analyzed as a decision problem where the action space is the class Qof available approximations, the relevant uncertain event is the actual value of the vector x and the utility function is a proper scoring rule. The logarithmic divergence is shown to play a rather special role within this approach. The argument lies entirely within a Bayesian framework.

Factors influencing inclusion in digestive cancer clinical trials: A population-based study

2015

Inclusion in a randomized therapeutic trial represents an optimal therapeutic strategy.To determine the influence of demographic characteristics and deprivation on the enrolment of patients in digestive cancer clinical trials.Between 2004 and 2010, 4632 patients were recorded by the Burgundy Digestive Cancer Registry. According to a balancing score, the 136 patients included in a clinical trial were matched with 272 patients who met the eligibility criteria for trials. Deprivation was measured by the ecological European deprivation index. A conditional multivariate logistic regression was performed.Patients aged over 75 years were significantly less likely to be included in clinical trials …

Collecting large cohorts of patients with uncommon diseases: mission impossible?

2007

Bayesian hypothesis testing: A reference approach

2002

Summary For any probability model M={p(x|θ, ω), θeΘ, ωeΩ} assumed to describe the probabilistic behaviour of data xeX, it is argued that testing whether or not the available data are compatible with the hypothesis H0={θ=θ0} is best considered as a formal decision problem on whether to use (a0), or not to use (a0), the simpler probability model (or null model) M0={p(x|θ0, ω), ωeΩ}, where the loss difference L(a0, θ, ω) –L(a0, θ, ω) is proportional to the amount of information δ(θ0, ω), which would be lost if the simplified model M0 were used as a proxy for the assumed model M. For any prior distribution π(θ, ω), the appropriate normative solution is obtained by rejecting the null model M0 wh…

The simplex dispersion ordering and its application to the evaluation of human corneal endothelia

2009

A multivariate dispersion ordering based on random simplices is proposed in this paper. Given a R^d-valued random vector, we consider two random simplices determined by the convex hulls of two independent random samples of sizes d+1 of the vector. By means of the stochastic comparison of the Hausdorff distances between such simplices, a multivariate dispersion ordering is introduced. Main properties of the new ordering are studied. Relationships with other dispersion orderings are considered, placing emphasis on the univariate version. Some statistical tests for the new order are proposed. An application of such ordering to the clinical evaluation of human corneal endothelia is provided. Di…

Spectral density of the correlation matrix of factor models: a random matrix theory approach.

2005

We studied the eigenvalue spectral density of the correlation matrix of factor models of multivariate time series. By making use of the random matrix theory, we analytically quantified the effect of statistical uncertainty on the spectral density due to the finiteness of the sample. We considered a broad range of models, ranging from one-factor models to hierarchical multifactor models.

On the Efficiency of Affine Invariant Multivariate Rank Tests

1998

AbstractIn this paper the asymptotic Pitman efficiencies of the affine invariant multivariate analogues of the rank tests based on the generalized median of Oja are considered. Formulae for asymptotic relative efficiencies are found and, under multivariate normal and multivariatetdistributions, relative efficiencies with respect to Hotelling'sT2test are calculated.

Generation of hierarchically correlated multivariate symbolic sequences: With an application to the assessment of bootstrap confidence in phylogeneti…

2008

We introduce a method to generate multivariate series of symbols from a finite alphabet with a given hierarchical structure of similarities based on the Hamming distance. The target hierarchical structure of similarities is arbitrary, for instance the one obtained by some hierarchical clustering method applied to an empirical matrix of similarities. The method that we present here is based on a generating mechanism that does not make use of mutation rate, which is widely used in phylogenetic analysis. Here we use the proposed simulation method to investigate the relationship between the bootstrap value associated with a node of a phylogeny and the probability of finding that node in the tru…

On the Computation of Symmetrized M-Estimators of Scatter

2016

This paper focuses on the computational aspects of symmetrized Mestimators of scatter, i.e. the multivariate M-estimators of scatter computed on the pairwise differences of the data. Such estimators do not require a location estimate, and more importantly, they possess the important block and joint independence properties. These properties are needed, for example, when solving the independent component analysis problem. Classical and recently developed algorithms for computing the M-estimators and the symmetrized M-estimators are discussed. The effect of parallelization is considered as well as new computational approach based on using only a subset of pairwise differences. Efficiencies and…

Estimation of brain connectivity through Artificial Neural Networks

2019

Among different methods available for estimating brain connectivity from electroencephalographic signals (EEG), those based on MVAR models have proved to be flexible and accurate. They rely on the solution of linear equations that can be pursued through artificial neural networks (ANNs) used as MVAR model. However, when few data samples are available, there is a lack of accuracy in estimating MVAR parameters due to the collinearity between regressors. Moreover, the assessment procedure is also affected by the lack of data points. The mathematical solution to these problems is represented by penalized regression methods based on l 1 norm, that can reduce collinearity by means of variable sel…