The circular SiZer, inferred persistence of shape parameters and application to stem cell stress fibre structures
|
|
- Alexandrina Walsh
- 5 years ago
- Views:
Transcription
1 The circular SiZer, inferred persistence of shape parameters and application to stem cell stress fibre structures Stephan Huckemann 1, Kwang-Rae Kim, Axel Munk 1, Florian Rehfeldt 2, Max Sommerfeld 1, Joachim Weickert 4, Carina Wollnik 2 1 University of Göttingen - Institute for Mathematical Stochastics 2 University of Göttingen - Third Institute of Physics - Biophysics 3 University of Nottingham 4 Saarland University October 20, 2015
2 Human Mesenchymal Stem Cells (hmsc)
3 How does Differentiation work? Long known answer: Chemistry!
4 How does Differentiation work? Long known answer: Chemistry!... only chemistry?
5 Mechano-Chemical Environment substrate stiffness influences differentiation actin-myosin stress fibers are the key players (A.J. Engler et al., Cell (2006))
6 Mechano-Chemical Environment (A.J. Engler et al., Cell (2006)) substrate stiffness influences differentiation actin-myosin stress fibers are the key players
7 Filament tracing Software FilPicker : Gottschlich et al., IEEE TIFS (2009), Eltzner et al., Plos One (2015) Soft - Fat or Neuron Medium - Muscle Hard - Bone
8 Orientations of Stress Fibers Hypothesis (Zemel, Rehfeldt et al., Nat. Phys. (2010)): The distribution of filament orientations distinguishes tissue types (neuron, muscle, bone) Soft 1 kpa - Fat, Neuron No mode Medium 11 kpa - Muscle One mode Hard 34 kpa - Bone Two (or more) modes
9 Filament orientations Z 1, Z 2,..., Z n i.i.d. Z with values in S 1 = {z C : z = 1} Fat, bone or muscle? Kernel Density Estimator f h (z) = 1 n n j=1 K h(z Z 1 j ) With a circular kernel K h. Bandwidth h = 0.02 Bandwidth h = 0.1 Bandwidth h = 0.33
10 Circular SiZer - Inference on the smoothed density K h f Linear SiZer (Significant Zero Crossings): Chaudhuri and Marron, AoS (2000) Distributional Limit: sup n z fh (z) z (f K h )(z) Y z,h h 0 Y = supremum of Gaussian process on S 1. Test simultaneously for all z and h h 0 the hypotheses H (z,h) 0 : z (f K h )(z) = 0 vs. H (z,h) 1 : z (f K h )(z) 0 significant decrease / increase, no significance
11 Scale space persistence Critcal bandwidth h (k) := largest bandwidth for which k modes are significant Data analysis
12 Causality Definition of critical bandwidths h (k) only makes sense if we have Causality: No new modes appear as h increases. Von-Mises L vm h property. I o (h) 1 exp(h cos(x)) does not have this
13 Causality Definition of critical bandwidths h (k) only makes sense if we have Causality: No new modes appear as h increases. for linear data ( R): scale space theory - causality + semi-group property (essentially) uniquely characterizes the Gaussian kernel in higher dimensions ( 2) the Gaussian kernel does not satisfy causality if causality is replaced by non-enhancement of local extrema it is again unique
14 Uniqueness of the wrapped Gaussian We say that a family of kernels {K h : h > 0} has the causality property if is decreasing for all smooth f semi-group if K h K h = K h+h h #Sign Changes(K h f ) symmetric if K h (z) = K h ( z) regular if for some r > 0: lim h 0 [ sup k Z\0 ˆK h,k 1 h k r ] = 0 Theorem The only symmetric and regular semi-group on the circle that has the causality property is (up to rescaling of h) the family of wrapped Gaussians K h (e it ) = 1 2πh k Z exp ( ) (t + 2πk)2 2h
15 Another approach to circular data - work in progress kernel methods (such as WiZer) do not satisfy multisclae optimality bounds (see Axel Munk s talk) we can not handle contamination by random error (deconvolution) Circular deconvolution problem: Y i = Z i ε i, i = 1,..., n If Z i f and ε i f ε then Y g = f f ε Multiscale inference for qualitative features of f?
16 Idea: Do not reconstruct f but instead consider (Af )ϕ t,h for a family of test functions ϕ t,h a (Af )ϕ t,h b Graph(Af ) {[t, t + h] [a, b]}
17 Question: How can we access (Af )ϕ? (Af )ϕ = = ξ Z f (A ϕ) = ξ Z Â ϕ(ξ) f (ξ) fε 1 (ξ) Â ϕ(ξ) ĝ(ξ) = = E[(op(f 1 ε )A ϕ)(y )] This is accessible through samples of Y! Roadmap: (op(fε 1 )A ϕ)g use local-global equivalence of the periodic pseudo-differential operator op(fε 1 )A to link to classical pseudo-differential operator use linear theory to obtain simultaneous multiscale confidence sets for (Af )ϕ t,h (Schmidt-Hieber et al., AoS (2013), Dümbgen and Walther, AoS (2008)) obtain confidence rectangles
18 Modehunting with confidence rectangles T t,h = n 1/2 T n = n j=1 op(f 1 ε )A ϕ t,h (Y j ) sup t,l n h u n w t,h T t,h ET t,h c h Theorem (Schmidt-Hieber et al., AoS (2013) T n T in distribution; T distribution free
A Model for Integrin Binding in Cells
A Model for Integrin Binding in Cells By: Kara Huyett Advisor: Doctor Stolarska 31 st of August, 2015 Cell movement, and cell crawling in particular, has implications in various biological phenomena. For
More informationThe Block Criterion for Multiscale Inference About a Density, With Applications to Other Multiscale Problems
Please see the online version of this article for supplementary materials. The Block Criterion for Multiscale Inference About a Density, With Applications to Other Multiscale Problems Kaspar RUFIBACH and
More informationThe Fractional Laplacian
The Fabian Seoanes Correa University of Puerto Rico, Río Piedras Campus February 28, 2017 F. Seoanes Wave Equation 1/ 15 Motivation During the last ten years it has been an increasing interest in the study
More informationThe Calderon-Vaillancourt Theorem
The Calderon-Vaillancourt Theorem What follows is a completely self contained proof of the Calderon-Vaillancourt Theorem on the L 2 boundedness of pseudo-differential operators. 1 The result Definition
More informationEstimation of a Two-component Mixture Model
Estimation of a Two-component Mixture Model Bodhisattva Sen 1,2 University of Cambridge, Cambridge, UK Columbia University, New York, USA Indian Statistical Institute, Kolkata, India 6 August, 2012 1 Joint
More informationConsistency of the maximum likelihood estimator for general hidden Markov models
Consistency of the maximum likelihood estimator for general hidden Markov models Jimmy Olsson Centre for Mathematical Sciences Lund University Nordstat 2012 Umeå, Sweden Collaborators Hidden Markov models
More informationDiscussion Paper No. 28
Discussion Paper No. 28 Asymptotic Property of Wrapped Cauchy Kernel Density Estimation on the Circle Yasuhito Tsuruta Masahiko Sagae Asymptotic Property of Wrapped Cauchy Kernel Density Estimation on
More informationUnbiased Risk Estimation as Parameter Choice Rule for Filter-based Regularization Methods
Unbiased Risk Estimation as Parameter Choice Rule for Filter-based Regularization Methods Frank Werner 1 Statistical Inverse Problems in Biophysics Group Max Planck Institute for Biophysical Chemistry,
More informationStructure of Biological Materials
ELEC ENG 3BA3: Structure of Biological Materials Notes for Lecture #7 Monday, September 24, 2012 3.2 Muscle biomechanics Organization: skeletal muscle is made up of muscle fibers each fiber is a single
More informationMinimax Estimation of Kernel Mean Embeddings
Minimax Estimation of Kernel Mean Embeddings Bharath K. Sriperumbudur Department of Statistics Pennsylvania State University Gatsby Computational Neuroscience Unit May 4, 2016 Collaborators Dr. Ilya Tolstikhin
More informationBrownian motion. Samy Tindel. Purdue University. Probability Theory 2 - MA 539
Brownian motion Samy Tindel Purdue University Probability Theory 2 - MA 539 Mostly taken from Brownian Motion and Stochastic Calculus by I. Karatzas and S. Shreve Samy T. Brownian motion Probability Theory
More informationLearning Patterns for Detection with Multiscale Scan Statistics
Learning Patterns for Detection with Multiscale Scan Statistics J. Sharpnack 1 1 Statistics Department UC Davis UC Davis Statistics Seminar 2018 Work supported by NSF DMS-1712996 Hyperspectral Gas Detection
More informationDefect Detection using Nonparametric Regression
Defect Detection using Nonparametric Regression Siana Halim Industrial Engineering Department-Petra Christian University Siwalankerto 121-131 Surabaya- Indonesia halim@petra.ac.id Abstract: To compare
More informationMathematical Methods for Neurosciences. ENS - Master MVA Paris 6 - Master Maths-Bio ( )
Mathematical Methods for Neurosciences. ENS - Master MVA Paris 6 - Master Maths-Bio (2014-2015) Etienne Tanré - Olivier Faugeras INRIA - Team Tosca October 22nd, 2014 E. Tanré (INRIA - Team Tosca) Mathematical
More informationIntroduction to Bayesian methods in inverse problems
Introduction to Bayesian methods in inverse problems Ville Kolehmainen 1 1 Department of Applied Physics, University of Eastern Finland, Kuopio, Finland March 4 2013 Manchester, UK. Contents Introduction
More informationON THE HÖLDER CONTINUITY OF MATRIX FUNCTIONS FOR NORMAL MATRICES
Volume 10 (2009), Issue 4, Article 91, 5 pp. ON THE HÖLDER CONTINUITY O MATRIX UNCTIONS OR NORMAL MATRICES THOMAS P. WIHLER MATHEMATICS INSTITUTE UNIVERSITY O BERN SIDLERSTRASSE 5, CH-3012 BERN SWITZERLAND.
More informationPeak Detection for Images
Peak Detection for Images Armin Schwartzman Division of Biostatistics, UC San Diego June 016 Overview How can we improve detection power? Use a less conservative error criterion Take advantage of prior
More informationMULTISCALE METHODS FOR SHAPE CONSTRAINTS IN DECONVOLUTION: CONFIDENCE STATEMENTS FOR QUALITATIVE FEATURES 1
The Annals of Statistics 2013, Vol. 41, No. 3, 1299 1328 DOI: 10.1214/13-AOS1089 Institute of Mathematical Statistics, 2013 MULTISCALE METHODS FOR SHAPE CONSTRAINTS IN DECONVOLUTION: CONFIDENCE STATEMENTS
More informationNonparametric Inference via Bootstrapping the Debiased Estimator
Nonparametric Inference via Bootstrapping the Debiased Estimator Yen-Chi Chen Department of Statistics, University of Washington ICSA-Canada Chapter Symposium 2017 1 / 21 Problem Setup Let X 1,, X n be
More informationIntroduction to Empirical Processes and Semiparametric Inference Lecture 09: Stochastic Convergence, Continued
Introduction to Empirical Processes and Semiparametric Inference Lecture 09: Stochastic Convergence, Continued Michael R. Kosorok, Ph.D. Professor and Chair of Biostatistics Professor of Statistics and
More informationThe geometry of Gaussian processes and Bayesian optimization. Contal CMLA, ENS Cachan
The geometry of Gaussian processes and Bayesian optimization. Contal CMLA, ENS Cachan Background: Global Optimization and Gaussian Processes The Geometry of Gaussian Processes and the Chaining Trick Algorithm
More informationOn the Goodness-of-Fit Tests for Some Continuous Time Processes
On the Goodness-of-Fit Tests for Some Continuous Time Processes Sergueï Dachian and Yury A. Kutoyants Laboratoire de Mathématiques, Université Blaise Pascal Laboratoire de Statistique et Processus, Université
More informationThis article appeared in a journal published by Elsevier. The attached copy is furnished to the author for internal non-commercial research and
This article appeared in a journal published by Elsevier. The attached copy is furnished to the author for internal non-commercial research and education use, including for instruction at the authors institution
More informationScore test for random changepoint in a mixed model
Score test for random changepoint in a mixed model Corentin Segalas and Hélène Jacqmin-Gadda INSERM U1219, Biostatistics team, Bordeaux GDR Statistiques et Santé October 6, 2017 Biostatistics 1 / 27 Introduction
More informationExploring possibly increasing trend of hurricane activity by a SiZer approach
Exploring possibly increasing trend of hurricane activity by a SiZer approach Jesper Rydén U.U.D.M. Report 2006:32 ISSN 1101 3591 Department of Mathematics Uppsala University Exploring possibly increasing
More informationConvergence of spectral measures and eigenvalue rigidity
Convergence of spectral measures and eigenvalue rigidity Elizabeth Meckes Case Western Reserve University ICERM, March 1, 2018 Macroscopic scale: the empirical spectral measure Macroscopic scale: the empirical
More informationModelling Muscle Contraction a multiscale approach
Porto Ercole, M&MKT 2016 Multiscale Systems from Particles to Continuum: Modelling and Computation Modelling Muscle Contraction a multiscale approach Giovanni Naldi Dipartimento di Matematica ``F. Enriques
More informationQuantile Regression for Extraordinarily Large Data
Quantile Regression for Extraordinarily Large Data Shih-Kang Chao Department of Statistics Purdue University November, 2016 A joint work with Stanislav Volgushev and Guang Cheng Quantile regression Two-step
More informationMinimum Message Length Inference and Mixture Modelling of Inverse Gaussian Distributions
Minimum Message Length Inference and Mixture Modelling of Inverse Gaussian Distributions Daniel F. Schmidt Enes Makalic Centre for Molecular, Environmental, Genetic & Analytic (MEGA) Epidemiology School
More informationAdaptive Response of Actin Bundles under Mechanical Stress
Biophysical Journal, Volume 113 Supplemental Information Adaptive Response of Actin Bundles under Mechanical Stress Florian Rückerl, Martin Lenz, Timo Betz, John Manzi, Jean-Louis Martiel, Mahassine Safouane,
More informationLecture 5: Linear models for classification. Logistic regression. Gradient Descent. Second-order methods.
Lecture 5: Linear models for classification. Logistic regression. Gradient Descent. Second-order methods. Linear models for classification Logistic regression Gradient descent and second-order methods
More informationApproximation Theoretical Questions for SVMs
Ingo Steinwart LA-UR 07-7056 October 20, 2007 Statistical Learning Theory: an Overview Support Vector Machines Informal Description of the Learning Goal X space of input samples Y space of labels, usually
More informationTime Series and Forecasting Lecture 4 NonLinear Time Series
Time Series and Forecasting Lecture 4 NonLinear Time Series Bruce E. Hansen Summer School in Economics and Econometrics University of Crete July 23-27, 2012 Bruce Hansen (University of Wisconsin) Foundations
More informationMuscle tissue. Types. Functions. Cardiac, Smooth, and Skeletal
Types Cardiac, Smooth, and Skeletal Functions movements posture and body position Support soft tissues Guard openings body temperature nutrient reserves Muscle tissue Special Characteristics of Muscle
More informationClass 2 & 3 Overfitting & Regularization
Class 2 & 3 Overfitting & Regularization Carlo Ciliberto Department of Computer Science, UCL October 18, 2017 Last Class The goal of Statistical Learning Theory is to find a good estimator f n : X Y, approximating
More informationStatistical inference on Lévy processes
Alberto Coca Cabrero University of Cambridge - CCA Supervisors: Dr. Richard Nickl and Professor L.C.G.Rogers Funded by Fundación Mutua Madrileña and EPSRC MASDOC/CCA student workshop 2013 26th March Outline
More informationModel Specification Testing in Nonparametric and Semiparametric Time Series Econometrics. Jiti Gao
Model Specification Testing in Nonparametric and Semiparametric Time Series Econometrics Jiti Gao Department of Statistics School of Mathematics and Statistics The University of Western Australia Crawley
More informationSiZer Analysis for the Comparison of Regression Curves
SiZer Analysis for the Comparison of Regression Curves Cheolwoo Park and Kee-Hoon Kang 2 Abstract In this article we introduce a graphical method for the test of the equality of two regression curves.
More informationIntegral approximation by kernel smoothing
Integral approximation by kernel smoothing François Portier Université catholique de Louvain - ISBA August, 29 2014 In collaboration with Bernard Delyon Topic of the talk: Given ϕ : R d R, estimation of
More informationA NON-PARAMETRIC TEST FOR NON-INDEPENDENT NOISES AGAINST A BILINEAR DEPENDENCE
REVSTAT Statistical Journal Volume 3, Number, November 5, 155 17 A NON-PARAMETRIC TEST FOR NON-INDEPENDENT NOISES AGAINST A BILINEAR DEPENDENCE Authors: E. Gonçalves Departamento de Matemática, Universidade
More informationAn iterative hard thresholding estimator for low rank matrix recovery
An iterative hard thresholding estimator for low rank matrix recovery Alexandra Carpentier - based on a joint work with Arlene K.Y. Kim Statistical Laboratory, Department of Pure Mathematics and Mathematical
More informationSingle-Compartment Neural Models
Single-Compartment Neural Models BENG/BGGN 260 Neurodynamics University of California, San Diego Week 2 BENG/BGGN 260 Neurodynamics (UCSD) Single-Compartment Neural Models Week 2 1 / 18 Reading Materials
More informationEffect of off-axis cell orientation on mechanical properties in smooth muscle tissue
J. Biomedical Science and Engineering, 2011, 4, 10-17 doi:10.4236/jbise.2011.41002 Published Online January 2011 (http://www.scirp.org/journal/jbise/). Effect of off-axis cell orientation on mechanical
More informationSCALE SPACE VIEW OF CURVE ESTIMATION. By Probal Chaudhuri and J. S. Marron Indian Statistical Institute and University of North Carolina
The Annals of Statistics 2000, Vol. 28, No. 2, 408 428 SCALE SPACE VIEW OF CURVE ESTIMATION By Probal Chaudhuri and J. S. Marron Indian Statistical Institute and University of North Carolina Scale space
More informationNonlinear time series
Based on the book by Fan/Yao: Nonlinear Time Series Robert M. Kunst robert.kunst@univie.ac.at University of Vienna and Institute for Advanced Studies Vienna October 27, 2009 Outline Characteristics of
More informationSuitability of LPS for Laminar and Turbulent Flow
Suitability of LPS for Laminar and Turbulent Flow Daniel Arndt Helene Dallmann Georg-August-Universität Göttingen Institute for Numerical and Applied Mathematics VMS 2015 10th International Workshop on
More informationStrong approximation for additive functionals of geometrically ergodic Markov chains
Strong approximation for additive functionals of geometrically ergodic Markov chains Florence Merlevède Joint work with E. Rio Université Paris-Est-Marne-La-Vallée (UPEM) Cincinnati Symposium on Probability
More informationLearning distributions and hypothesis testing via social learning
UMich EECS 2015 1 / 48 Learning distributions and hypothesis testing via social learning Anand D. Department of Electrical and Computer Engineering, The State University of New Jersey September 29, 2015
More informationInverse problems in statistics
Inverse problems in statistics Laurent Cavalier (Université Aix-Marseille 1, France) Yale, May 2 2011 p. 1/35 Introduction There exist many fields where inverse problems appear Astronomy (Hubble satellite).
More informationELEC ENG 3BA3: Structure of Biological Materials
Name: Student Number: ELEC ENG 3BA3: Structure of Biological Materials Day Class Instructor: Dr. I. C. BRUCE Duration of Examination: 3 Hours McMaster University Final Examination December 2011 This examination
More informationComparison Method in Random Matrix Theory
Comparison Method in Random Matrix Theory Jun Yin UW-Madison Valparaíso, Chile, July - 2015 Joint work with A. Knowles. 1 Some random matrices Wigner Matrix: H is N N square matrix, H : H ij = H ji, EH
More informationStatistical Measures of Uncertainty in Inverse Problems
Statistical Measures of Uncertainty in Inverse Problems Workshop on Uncertainty in Inverse Problems Institute for Mathematics and Its Applications Minneapolis, MN 19-26 April 2002 P.B. Stark Department
More informationEmpirical Risk Minimization as Parameter Choice Rule for General Linear Regularization Methods
Empirical Risk Minimization as Parameter Choice Rule for General Linear Regularization Methods Frank Werner 1 Statistical Inverse Problems in Biophysics Group Max Planck Institute for Biophysical Chemistry,
More informationON THE CHOICE OF TEST STATISTIC FOR CONDITIONAL MOMENT INEQUALITES. Timothy B. Armstrong. October 2014 Revised July 2017
ON THE CHOICE OF TEST STATISTIC FOR CONDITIONAL MOMENT INEQUALITES By Timothy B. Armstrong October 2014 Revised July 2017 COWLES FOUNDATION DISCUSSION PAPER NO. 1960R2 COWLES FOUNDATION FOR RESEARCH IN
More informationConvergence of Eigenspaces in Kernel Principal Component Analysis
Convergence of Eigenspaces in Kernel Principal Component Analysis Shixin Wang Advanced machine learning April 19, 2016 Shixin Wang Convergence of Eigenspaces April 19, 2016 1 / 18 Outline 1 Motivation
More informationInference for Empirical Wasserstein Distances on Finite Spaces: Supplementary Material
Inference for Emirical Wasserstein Distances on Finite Saces: Sulementary Material Max Sommerfeld Axel Munk Keywords: otimal transort, Wasserstein distance, central limit theorem, directional Hadamard
More informationA Similarity-Based Approach to Prediction
A Similarity-Based Approach to Prediction Itzhak Gilboa, Offer Lieberman, and David Schmeidler November 27, 2006 Abstract Assume we asked to assess a real-valued variable Y p based on certain characteristics
More informationUNIT 6 THE MUSCULAR SYSTEM
UNIT 6 THE MUSCULAR SYSTEM I. Functions of Muscular System A. Produces Movement Internal vs. External «locomotion & manipulation «circulate blood & maintain blood pressure «move fluids, food, baby B. Maintaining
More informationSpatial point process. Odd Kolbjørnsen 13.March 2017
Spatial point process Odd Kolbjørnsen 13.March 2017 Today Point process Poisson process Intensity Homogeneous Inhomogeneous Other processes Random intensity (Cox process) Log Gaussian cox process (LGCP)
More informationSupplementary Information
Supplementary Information Switching of myosin-v motion between the lever-arm swing and Brownian search-and-catch Keisuke Fujita 1*, Mitsuhiro Iwaki 2,3*, Atsuko H. Iwane 1, Lorenzo Marcucci 1 & Toshio
More informationA Note on Data-Adaptive Bandwidth Selection for Sequential Kernel Smoothers
6th St.Petersburg Workshop on Simulation (2009) 1-3 A Note on Data-Adaptive Bandwidth Selection for Sequential Kernel Smoothers Ansgar Steland 1 Abstract Sequential kernel smoothers form a class of procedures
More informationConsensus and Distributed Inference Rates Using Network Divergence
DIMACS August 2017 1 / 26 Consensus and Distributed Inference Rates Using Network Divergence Anand D. Department of Electrical and Computer Engineering, The State University of New Jersey August 23, 2017
More informationOn detection of unit roots generalizing the classic Dickey-Fuller approach
On detection of unit roots generalizing the classic Dickey-Fuller approach A. Steland Ruhr-Universität Bochum Fakultät für Mathematik Building NA 3/71 D-4478 Bochum, Germany February 18, 25 1 Abstract
More informationHOLONOMY GROUPOIDS OF SINGULAR FOLIATIONS
j. differential geometry 58 (2001) 467-500 HOLONOMY GROUPOIDS OF SINGULAR FOLIATIONS CLAIRE DEBORD Abstract We give a new construction of Lie groupoids which is particularly well adapted to the generalization
More informationNonparametric regression using deep neural networks with ReLU activation function
Nonparametric regression using deep neural networks with ReLU activation function Johannes Schmidt-Hieber February 2018 Caltech 1 / 20 Many impressive results in applications... Lack of theoretical understanding...
More informationExtreme inference in stationary time series
Extreme inference in stationary time series Moritz Jirak FOR 1735 February 8, 2013 1 / 30 Outline 1 Outline 2 Motivation The multivariate CLT Measuring discrepancies 3 Some theory and problems The problem
More informationSingle-channel source separation using non-negative matrix factorization
Single-channel source separation using non-negative matrix factorization Mikkel N. Schmidt Technical University of Denmark mns@imm.dtu.dk www.mikkelschmidt.dk DTU Informatics Department of Informatics
More informationBulk scaling limits, open questions
Bulk scaling limits, open questions Based on: Continuum limits of random matrices and the Brownian carousel B. Valkó, B. Virág. Inventiones (2009). Eigenvalue statistics for CMV matrices: from Poisson
More informationwhere x i and u i are iid N (0; 1) random variates and are mutually independent, ff =0; and fi =1. ff(x i )=fl0 + fl1x i with fl0 =1. We examine the e
Inference on the Quantile Regression Process Electronic Appendix Roger Koenker and Zhijie Xiao 1 Asymptotic Critical Values Like many other Kolmogorov-Smirnov type tests (see, e.g. Andrews (1993)), the
More informationDetection of structural breaks in multivariate time series
Detection of structural breaks in multivariate time series Holger Dette, Ruhr-Universität Bochum Philip Preuß, Ruhr-Universität Bochum Ruprecht Puchstein, Ruhr-Universität Bochum January 14, 2014 Outline
More informationInverse problems in statistics
Inverse problems in statistics Laurent Cavalier (Université Aix-Marseille 1, France) YES, Eurandom, 10 October 2011 p. 1/27 Table of contents YES, Eurandom, 10 October 2011 p. 2/27 Table of contents 1)
More informationFractional Laplacian
Fractional Laplacian Grzegorz Karch 5ème Ecole de printemps EDP Non-linéaire Mathématiques et Interactions: modèles non locaux et applications Ecole Supérieure de Technologie d Essaouira, du 27 au 30 Avril
More informationRegret Analysis of Stochastic and Nonstochastic Multi-armed Bandit Problems, Part I. Sébastien Bubeck Theory Group
Regret Analysis of Stochastic and Nonstochastic Multi-armed Bandit Problems, Part I Sébastien Bubeck Theory Group i.i.d. multi-armed bandit, Robbins [1952] i.i.d. multi-armed bandit, Robbins [1952] Known
More informationReview of Statistics
Review of Statistics Topics Descriptive Statistics Mean, Variance Probability Union event, joint event Random Variables Discrete and Continuous Distributions, Moments Two Random Variables Covariance and
More informationPartial differential equation for temperature u(x, t) in a heat conducting insulated rod along the x-axis is given by the Heat equation:
Chapter 7 Heat Equation Partial differential equation for temperature u(x, t) in a heat conducting insulated rod along the x-axis is given by the Heat equation: u t = ku x x, x, t > (7.1) Here k is a constant
More informationOPTIMAL POINTWISE ADAPTIVE METHODS IN NONPARAMETRIC ESTIMATION 1
The Annals of Statistics 1997, Vol. 25, No. 6, 2512 2546 OPTIMAL POINTWISE ADAPTIVE METHODS IN NONPARAMETRIC ESTIMATION 1 By O. V. Lepski and V. G. Spokoiny Humboldt University and Weierstrass Institute
More informationBayesian Inference for DSGE Models. Lawrence J. Christiano
Bayesian Inference for DSGE Models Lawrence J. Christiano Outline State space-observer form. convenient for model estimation and many other things. Bayesian inference Bayes rule. Monte Carlo integation.
More informationEstimation of a quadratic regression functional using the sinc kernel
Estimation of a quadratic regression functional using the sinc kernel Nicolai Bissantz Hajo Holzmann Institute for Mathematical Stochastics, Georg-August-University Göttingen, Maschmühlenweg 8 10, D-37073
More informationJae Gil Choi and Young Seo Park
Kangweon-Kyungki Math. Jour. 11 (23), No. 1, pp. 17 3 TRANSLATION THEOREM ON FUNCTION SPACE Jae Gil Choi and Young Seo Park Abstract. In this paper, we use a generalized Brownian motion process to define
More informationDescription: Supplementary Figures, Supplementary Methods, and Supplementary References
File Name: Supplementary Information Description: Supplementary Figures, Supplementary Methods, and Supplementary References File Name: Supplementary Movie 1 Description: Footage of time trace of seeds
More informationA Tight Upper Bound on the Second-Order Coding Rate of Parallel Gaussian Channels with Feedback
A Tight Upper Bound on the Second-Order Coding Rate of Parallel Gaussian Channels with Feedback Vincent Y. F. Tan (NUS) Joint work with Silas L. Fong (Toronto) 2017 Information Theory Workshop, Kaohsiung,
More informationLearning and Testing Structured Distributions
Learning and Testing Structured Distributions Ilias Diakonikolas University of Edinburgh Simons Institute March 2015 This Talk Algorithmic Framework for Distribution Estimation: Leads to fast & robust
More informationMIT Spring 2016
MIT 18.655 Dr. Kempthorne Spring 2016 1 MIT 18.655 Outline 1 2 MIT 18.655 3 Decision Problem: Basic Components P = {P θ : θ Θ} : parametric model. Θ = {θ}: Parameter space. A{a} : Action space. L(θ, a)
More informationRobust Bayesian Simple Linear Regression
Robust Bayesian Simple Linear Regression October 1, 2008 Readings: GIll 4 Robust Bayesian Simple Linear Regression p.1/11 Body Fat Data: Intervals w/ All Data 95% confidence and prediction intervals for
More informationOnline Learning for Time Series Prediction
Online Learning for Time Series Prediction Joint work with Vitaly Kuznetsov (Google Research) MEHRYAR MOHRI MOHRI@ COURANT INSTITUTE & GOOGLE RESEARCH. Motivation Time series prediction: stock values.
More informationNonparametric Inference In Functional Data
Nonparametric Inference In Functional Data Zuofeng Shang Purdue University Joint work with Guang Cheng from Purdue Univ. An Example Consider the functional linear model: Y = α + where 1 0 X(t)β(t)dt +
More informationStatistica Sinica Preprint No: SS
Statistica Sinica Preprint No: SS-017-0013 Title A Bootstrap Method for Constructing Pointwise and Uniform Confidence Bands for Conditional Quantile Functions Manuscript ID SS-017-0013 URL http://wwwstatsinicaedutw/statistica/
More informationQuestions 3.83, 6.11, 6.12, 6.17, 6.25, 6.29, 6.33, 6.35, 6.50, 6.51, 6.53, 6.55, 6.59, 6.60, 6.65, 6.69, 6.70, 6.77, 6.79, 6.89, 6.
Chapter 7 Reading 7.1, 7.2 Questions 3.83, 6.11, 6.12, 6.17, 6.25, 6.29, 6.33, 6.35, 6.50, 6.51, 6.53, 6.55, 6.59, 6.60, 6.65, 6.69, 6.70, 6.77, 6.79, 6.89, 6.112 Introduction In Chapter 5 and 6, we emphasized
More informationExtreme Value Analysis and Spatial Extremes
Extreme Value Analysis and Department of Statistics Purdue University 11/07/2013 Outline Motivation 1 Motivation 2 Extreme Value Theorem and 3 Bayesian Hierarchical Models Copula Models Max-stable Models
More informationConfidence intervals for the mixing time of a reversible Markov chain from a single sample path
Confidence intervals for the mixing time of a reversible Markov chain from a single sample path Daniel Hsu Aryeh Kontorovich Csaba Szepesvári Columbia University, Ben-Gurion University, University of Alberta
More informationIntroduction. Linear Regression. coefficient estimates for the wage equation: E(Y X) = X 1 β X d β d = X β
Introduction - Introduction -2 Introduction Linear Regression E(Y X) = X β +...+X d β d = X β Example: Wage equation Y = log wages, X = schooling (measured in years), labor market experience (measured
More informationInference on distributions and quantiles using a finite-sample Dirichlet process
Dirichlet IDEAL Theory/methods Simulations Inference on distributions and quantiles using a finite-sample Dirichlet process David M. Kaplan University of Missouri Matt Goldman UC San Diego Midwest Econometrics
More informationDynamic Finite Element Modeling of Elastomers
Dynamic Finite Element Modeling of Elastomers Jörgen S. Bergström, Ph.D. Veryst Engineering, LLC, 47A Kearney Rd, Needham, MA 02494 Abstract: In many applications, elastomers are used as a load-carrying
More informationChapter 13: Functional Autoregressive Models
Chapter 13: Functional Autoregressive Models Jakub Černý Department of Probability and Mathematical Statistics Stochastic Modelling in Economics and Finance December 9, 2013 1 / 25 Contents 1 Introduction
More informationBootstrapping high dimensional vector: interplay between dependence and dimensionality
Bootstrapping high dimensional vector: interplay between dependence and dimensionality Xianyang Zhang Joint work with Guang Cheng University of Missouri-Columbia LDHD: Transition Workshop, 2014 Xianyang
More informationStatistics: Learning models from data
DS-GA 1002 Lecture notes 5 October 19, 2015 Statistics: Learning models from data Learning models from data that are assumed to be generated probabilistically from a certain unknown distribution is a crucial
More informationUniform confidence bands for kernel regression estimates with dependent data IN MEMORY OF F. MARMOL
. Uniform confidence bands for kernel regression estimates with dependent data J. Hidalgo London School of Economics IN MEMORY OF F. MARMOL AIMS AND ESTIMATION METHODOLOGY CONDITIONS RESULTS BOOTSTRAP
More informationSmall ball probabilities and metric entropy
Small ball probabilities and metric entropy Frank Aurzada, TU Berlin Sydney, February 2012 MCQMC Outline 1 Small ball probabilities vs. metric entropy 2 Connection to other questions 3 Recent results for
More informationh(x) lim H(x) = lim Since h is nondecreasing then h(x) 0 for all x, and if h is discontinuous at a point x then H(x) > 0. Denote
Real Variables, Fall 4 Problem set 4 Solution suggestions Exercise. Let f be of bounded variation on [a, b]. Show that for each c (a, b), lim x c f(x) and lim x c f(x) exist. Prove that a monotone function
More informationPATTERN RECOGNITION AND MACHINE LEARNING CHAPTER 2: PROBABILITY DISTRIBUTIONS
PATTERN RECOGNITION AND MACHINE LEARNING CHAPTER 2: PROBABILITY DISTRIBUTIONS Parametric Distributions Basic building blocks: Need to determine given Representation: or? Recall Curve Fitting Binary Variables
More information