We propose a flexible method for estimating luminosity functions (LFs) based on kernel density estimation (KDE), the most popular nonparametric density estimation approach developed in modern statistics, to overcome issues surrounding binning of LFs. One challenge in applying KDE to LFs is how to treat the boundary bias problem, since astronomical surveys usually obtain truncated samples predominantly due to the flux-density limits of surveys. We use two solutions, the transformation KDE method ($\hatϕ_{\mathrm{t}}$), and the transformation-reflection KDE method ($\hatϕ_{\mathrm{tr}}$) to reduce the boundary bias. We develop a new likelihood cross-validation criterion for selecting optimal bandwidths, based on which, the posterior probability distribution of bandwidth and transformation parameters for $\hatϕ_{\mathrm{t}}$ and $\hatϕ_{\mathrm{tr}}$ are derived within a Markov chain Monte Carlo (MCMC) sampling procedure. The simulation result shows that $\hatϕ_{\mathrm{t}}$ and $\hatϕ_{\mathrm{tr}}$ perform better than the traditional binned method, especially in the sparse data regime around the flux-limit of a survey or at the bright-end of the LF. To further improve the performance of our KDE methods, we develop the transformation-reflection adaptive KDE approach ($\hatϕ_{\mathrm{tra}}$). Monte Carlo simulations suggest that it has a good stability and reliability in performance, and is around an order of magnitude more accurate than using the binned method. By applying our adaptive KDE method to a quasar sample, we find that it achieves estimates comparable to the rigorous determination by a previous work, while making far fewer assumptions about the LF. The KDE method we develop has the advantages of both parametric and non-parametric methods.
This paper is devoted to study a new three- parameters model called the Exponential Flexible Weibull extension (EFWE) distribution which exhibits bathtub-shaped hazard rate. Some of it's statistical properties are obtained including ordinary and incomplete moments, quantile and generating functions, reliability and order statistics. The method of maximum likelihood is used for estimating the model parameters and the observed Fisher's information matrix is derived. We illustrate the usefulness of the proposed model by applications to real data.
This paper studies a very flexible model that can be used widely to analyze the relation between a response and multiple covariates. The model is nonparametric, yet renders easy interpretation for the effects of the covariates. The model accommodates both continuous and discrete random variables for the response and covariates. It is quite flexible to cover the generalized varying coefficient models and the generalized additive models as special cases. Under a weak condition we give a general theorem that the problem of estimating the multivariate mean function is equivalent to that of estimat…
This paper introduces a new generalization of the flexible Weibull distribution with three parameters this model called the Marshall-Olkin flexible Weibull extension (MO-FWE) distribution which exhibits bathtub-shaped hazard rate. We studied it's statistical properties include, quantile function skewness and kurtosis, the mode, rth moments and moment generating function and order statistics. We used the method of maximum likelihood for estimating the model parameters and the observed Fisher's information matrix is derived. We illustrate the usefulness of the proposed model by applications to r…
The density ratio model (DRM) provides a flexible and useful platform for combining information from multiple sources. In this paper, we consider statistical inference under two-sample DRMs with additional parameters defined through and/or additional auxiliary information expressed as estimating equations. We examine the asymptotic properties of the maximum empirical likelihood estimators (MELEs) of the unknown parameters in the DRMs and/or defined through estimating equations, and establish the chi-square limiting distributions for the empirical likelihood ratio (ELR) statistics. We show that…
Our article addresses the problem of flexibly estimating a multivariate density while also attempting to estimate its marginals correctly. We do so by proposing two new estimators that try to capture the best features of mixture of normals and copula estimators while avoiding some of their weaknesses. The first estimator we propose is a mixture of normals copula model that is a flexible alternative to parametric copula models such as the normal and t copula. The second is a marginally adapted mixture of normals estimator that improves on the standard mixture of normals by using information con…
Copulas are popular as models for multivariate dependence because they allow the marginal densities and the joint dependence to be modeled separately. However, they usually require that the transformation from uniform marginals to the marginals of the joint dependence structure is known. This can only be done for a restricted set of copulas, e.g. a normal copula. Our article introduces copula-type estimators for flexible multivariate density estimation which also allow the marginal densities to be modeled separately from the joint dependence, as in copula modeling, but overcomes the lack of fl…
We investigate the problem of estimating a smooth invertible transformation f when observing independent samples X_1, ..., X_n ~ P \circ f, where P is a known measure. We focus on the two dimensional case where P and f are defined on R^2. We present a flexible class of smooth invertible transformations in two dimensions with variational equations for optimizing over the classes, then study the problem of estimating the transformation f by penalized maximum likelihood estimation. We apply our methodology to the case when P \circ f has a density with respect to Lebesgue measure on R^2 and demons…
Stochastic differential equations (SDEs) are increasingly used in longitudinal data analysis, compartmental models, growth modelling, and other applications in a number of disciplines. Parameter estimation, however, currently requires specialized software packages that can be difficult to use and understand. This work develops and demonstrates an approach for estimating reducible SDEs using standard nonlinear least squares or mixed-effects software. Reducible SDEs are obtained through a change of variables in linear SDEs, and are sufficiently flexible for modelling many situations. The approac…
In many instances, imposing a constraint on the shape of a density is a reasonable and flexible assumption. It offers an alternative to parametric models which can be too rigid and to other nonparametric methods requiring the choice of tuning parameters. This paper treats the nonparametric estimation of log-concave or log-convex density ratios by means of active set algorithms in a unified framework. In the setting of log-concave densities, the new algorithm is similar to but substantially faster than previously considered active set methods. Log-convexity is a less common shape constraint whi…
Positive--unlabeled (PU) learning considers two samples, a positive set P with observations from only one class and an unlabeled set U with observations from two classes. The goal is to classify observations in U. Class mixture proportion estimation (MPE) in U is a key step in PU learning. Blanchard et al. [2010] showed that MPE in PU learning is a generalization of the problem of estimating the proportion of true null hypotheses in multiple testing problems. Motivated by this idea, we propose reducing the problem to one dimension via construction of a probabilistic classifier trained on the P…
Data with uncertain, missing, censored, and correlated values are commonplace in many research fields including astronomy. Unfortunately, such data are often treated in an ad hoc way in the astronomical literature potentially resulting in inconsistent parameter estimates. Furthermore, in a realistic setting, the variables of interest or their errors may have non-normal distributions which complicates the modeling. I present a novel approach to compute the likelihood function for such data sets. This approach employs Gaussian copulas to decouple the correlation structure of variables and their …
We develop two novel approaches for constructing skewed and bimodal flexible distributions that can effectively generalize classical symmetric distributions. We illustrate the application of introduced techniques by extending normal, student-t, and Laplace distributions. We also study the properties of the newly constructed distributions. The method of maximum likelihood is proposed for estimating the model parameters. Furthermore, the application of new distributions is represented using real-life data.
There are two notoriously hard problems in cluster analysis, estimating the number of clusters, and checking whether the population to be clustered is not actually homogeneous. Given a dataset, a clustering method and a cluster validation index, this paper proposes to set up null models that capture structural features of the data that cannot be interpreted as indicating clustering. Artificial datasets are sampled from the null model with parameters estimated from the original dataset. This can be used for testing the null hypothesis of a homogeneous population against a clustering alternative…
Regular vine distributions which constitute a flexible class of multivariate dependence models are discussed. Since multivariate copulae constructed through pair-copula decompositions were introduced to the statistical community, interest in these models has been growing steadily and they are finding successful applications in various fields. Research so far has however been concentrating on so-called canonical and D-vine copulae, which are more restrictive cases of regular vine copulae. It is shown how to evaluate the density of arbitrary regular vine specifications. This opens the vine copul…
In the absence of unobserved confounders, matching and weighting methods are widely used to estimate causal quantities including the Average Treatment Effect on the Treated (ATT). Unfortunately, these methods do not necessarily achieve their goal of making the multivariate distribution of covariates for the control group identical to that of the treated, leaving some (potentially multivariate) functions of the covariates with different means between the two groups. When these "imbalanced" functions influence the non-treatment potential outcome, the conditioning on observed covariates fails, an…
Estimating Causal Effects with Double Machine Learning -- A Method Evaluation
School of Business and Economics, University of Tübingen（蒂宾根大学商学院与经济学院）；Hertie Institute for AI in Brain Health, University of Tübingen（蒂宾根大学赫蒂脑健康人工智能研究所）
We consider estimating a low-dimensional parameter in an estimating equation involving high-dimensional nuisances that depend on the parameter. A central example is the efficient estimating equation for the (local) quantile treatment effect ((L)QTE) in causal inference, which involves as a nuisance the covariate-conditional cumulative distribution function evaluated at the quantile to be estimated. Debiased machine learning (DML) is a data-splitting approach to estimating high-dimensional nuisances using flexible machine learning methods, but applying it to problems with parameter-dependent nu…
Stable distribution is one of the attractive models that well describes fat-tail behaviors and scaling phenomena in various scientific fields. The approach based upon the method of moments yields a simple procedure for estimating stable law parameters with the requirement of using momental points for the characteristic function, but the selection of points is only poorly explained and has not been elaborated. We propose a new characteristic function-based approach by introducing a technique of selecting plausible points, which could bring the method of moments available for practical use. Our …
The functional linear model is a popular tool to investigate the relationship between a scalar/functional response variable and a scalar/functional covariate. We generalize this model to a functional linear mixed-effects model when repeated measurements are available on multiple subjects. Each subject has an individual intercept and slope function, while shares common population intercept and slope function. This model is flexible in the sense of allowing the slope random effects to change with the time. We propose a penalized spline smoothing method to estimate the population and random slope…
In this paper we propose a flexible nested error regression small area model with high dimensional parameter that incorporates heterogeneity in regression coefficients and variance components. We develop a new robust small area specific estimating equations method that allows appropriate pooling of a large number of areas in estimating small area specific model parameters. We propose a parametric bootstrap and jackknife method to estimate not only the mean squared errors but also other commonly used uncertainty measures such as standard errors and coefficients of variation. We conduct both mod…
Flexible Estimation of the Heterogeneous Non-Parametric Component in a Relative Survival Cure Model
Sapienza Università di Roma（罗马大学）；Istituto Superiore di Sanità（高等卫生研究所）；Fondazione IRCCS Istituto Nazionale dei Tumori（意大利国家肿瘤研究所基金会IRCCS）；Università della Calabria（卡拉布里亚大学）；Karolinska Institutet（卡罗林斯卡学院）
The problem we consider considers estimating a multivariate longitudinal panel data model whose outcomes can be a combination of discrete and continuous variables. This problem is challenging because the likelihood is usually analytically intractable. Our article makes both a methodological contribution and also a substantive contribution to the application. The methodological contribution is to introduce into the panel data literature a particle Metropolis within Gibbs method to carry out Bayesian inference, using a Hamiltonian Monte Carlo (Neal 2011} proposal for sampling the vector of unkno…
We study the problem of estimating a compact set $S\subset \mathbb{R}^d$ from a trajectory of a reflected Brownian motion in $S$ with reflections on the boundary of $S$. We establish consistency and rates of convergence for various estimators of $S$ and its boundary. This problem has relevant applications in ecology in estimating the home range of an animal based on tracking data. There are a variety of studies on the habitat of animals that employ the notion of home range. This paper offers theoretical foundations for a new methodology that, under fairly unrestrictive shape assumptions, allow…
Pooled testing (also known as group testing), where diagnostic tests are performed on pooled samples, has broad applications in the surveillance of diseases in animals and humans. An increasingly common use case is molecular xenomonitoring (MX), where surveillance of vector-borne diseases is conducted by capturing and testing large numbers of vectors (e.g. mosquitoes). The R package PoolTestR was developed to meet the needs of increasingly large and complex molecular xenomonitoring surveys but can be applied to analyse any data involving pooled testing. PoolTestR includes simple and flexible t…
Correlated outcomes are common in many practical problems. In some settings, one outcome is of particular interest, and others are auxiliary. To leverage information shared by all the outcomes, traditional multi-task learning (MTL) minimizes an averaged loss function over all the outcomes, which may lead to biased estimation for the target outcome, especially when the MTL model is mis-specified. In this work, based on a decomposition of estimation bias into two types, within-subspace and against-subspace, we develop a robust transfer learning approach to estimating a high-dimensional linear de…
Cox proportional hazards model is one of the most popular models in biomedical data analysis. There have been continuing efforts to improve the flexibility of such models for complex signal detection, for example, via additive functions. Nevertheless, the task to extend Cox additive models to accommodate high-dimensional data is nontrivial. When estimating additive functions, commonly used group sparse regularization may introduce excess smoothing shrinkage on additive functions, damaging predictive performance. Moreover, an "all-in-all-out" approach makes functional selection challenging to a…
This paper discusses different classes of loss models in non-life insurance settings. It then overviews the class Tukey transform loss models that have not yet been widely considered in non-life insurance modelling, but offer opportunities to produce flexible skewness and kurtosis features often required in loss modelling. In addition, these loss models admit explicit quantile specifications which make them directly relevant for quantile based risk measure calculations. We detail various parameterizations and sub-families of the Tukey transform based models, such as the g-and-h, g-and-k and g-…
