Results 1  10
of
607
Generalized Additive Models
, 1990
"... Liklihood based regression models, such as the normal linear regression model and the linear logistic model, assume a linear (or some other parametric) form for the covariate effects. We introduce the Local Scotinq procedure which replaces the liner form C Xjpj by a sum of smooth functions C Sj(Xj)a ..."
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Cited by 1328 (34 self)
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Liklihood based regression models, such as the normal linear regression model and the linear logistic model, assume a linear (or some other parametric) form for the covariate effects. We introduce the Local Scotinq procedure which replaces the liner form C Xjpj by a sum of smooth functions C Sj(Xj)a The Sj(.) ‘s are unspecified functions that are estimated using scatterplot smoothers. The technique is applicable to any likelihoodbased regression model: the class of Generalized Linear Models contains many of these. In this class, the Locul Scoring procedure replaces the linear predictor VI = C Xj@j by the additive predictor C ai ( hence, the name Generalized Additive Modeb. Local Scoring can also be applied to nonstandard models like Cox’s proportional hazards model for survival data. In a number of real data examples, the Local Scoring procedure proves to be useful in uncovering nonlinear covariate effects. It has the advantage of being completely automatic, i.e. no “detective work ” is needed on the part of the statistician. In a further generalization, the technique is modified to estimate the form of the link function for generalized linear models. The Local Scoring procedure is shown to be asymptotically equivalent to Local Likelihood estimation, another technique for estimating smooth covariate functions. They are seen to produce very similar results with real data, with Local Scoring being considerably faster. As a theoretical underpinning, we view Local Scoring and Local Likelihood as empirical maximizers of the ezpected loglikelihood, and this makes clear their connection to standard maximum likelihood estimation. A method for estimating the “degrees of freedom ” of the procedures is also given.
Locally weighted learning
 ARTIFICIAL INTELLIGENCE REVIEW
, 1997
"... This paper surveys locally weighted learning, a form of lazy learning and memorybased learning, and focuses on locally weighted linear regression. The survey discusses distance functions, smoothing parameters, weighting functions, local model structures, regularization of the estimates and bias, ass ..."
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Cited by 455 (52 self)
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This paper surveys locally weighted learning, a form of lazy learning and memorybased learning, and focuses on locally weighted linear regression. The survey discusses distance functions, smoothing parameters, weighting functions, local model structures, regularization of the estimates and bias, assessing predictions, handling noisy data and outliers, improving the quality of predictions by tuning t parameters, interference between old and new data, implementing locally weighted learning e ciently, and applications of locally weighted learning. A companion paper surveys how locally weighted learning can be used in robot learning and control.
Projection Pursuit Regression
 Journal of the American Statistical Association
, 1981
"... A new method for nonparametric multiple regression is presented. The procedure models the regression surface as a sum of general smooth functions of linear combinations of the predictor variables in an iterative manner. It is more general than standard stepwise and stagewise regression procedures, ..."
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Cited by 406 (6 self)
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A new method for nonparametric multiple regression is presented. The procedure models the regression surface as a sum of general smooth functions of linear combinations of the predictor variables in an iterative manner. It is more general than standard stepwise and stagewise regression procedures, does not require the definition of a metric in the predictor space, and lends itself to graphical interpretation.
Statistical methods for identifying differentially expressed genes in replicated cDNA microarray experiments
 STATISTICA SINICA
, 2002
"... DNA microarrays are a new and promising biotechnology whichallows the monitoring of expression levels in cells for thousands of genes simultaneously. The present paper describes statistical methods for the identification of differentially expressed genes in replicated cDNA microarray experiments. A ..."
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Cited by 255 (10 self)
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DNA microarrays are a new and promising biotechnology whichallows the monitoring of expression levels in cells for thousands of genes simultaneously. The present paper describes statistical methods for the identification of differentially expressed genes in replicated cDNA microarray experiments. Although it is not the main focus of the paper, new methods for the important preprocessing steps of image analysis and normalization are proposed. Given suitably normalized data, the biological question of differential expression is restated as a problem in multiple hypothesis testing: the simultaneous test for each gene of the null hypothesis of no association between the expression levels and responses or covariates of interest. Di erentially expressed genes are identified based on adjusted pvalues for a multiple testing procedure which strongly controls the familywise Type I error rate and takes into account the dependence structure between the gene expression levels. No specific parametric form is assumed for the distribution of the test statistics and a permutation procedure is used to estimate adjusted pvalues. Several data displays are suggested for the visual identification of differentially expressed genes and of important features of these genes. The above methods are applied to microarray data from a study of gene expression in the livers of mice with very low HDL cholesterol levels. The genes identified using data from multiple slides are compared to those identified by recently published singleslide methods.
Statistical Comparisons of Classifiers over Multiple Data Sets
, 2006
"... While methods for comparing two learning algorithms on a single data set have been scrutinized for quite some time already, the issue of statistical tests for comparisons of more algorithms on multiple data sets, which is even more essential to typical machine learning studies, has been all but igno ..."
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Cited by 250 (0 self)
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While methods for comparing two learning algorithms on a single data set have been scrutinized for quite some time already, the issue of statistical tests for comparisons of more algorithms on multiple data sets, which is even more essential to typical machine learning studies, has been all but ignored. This article reviews the current practice and then theoretically and empirically examines several suitable tests. Based on that, we recommend a set of simple, yet safe and robust nonparametric tests for statistical comparisons of classifiers: the Wilcoxon signed ranks test for comparison of two classifiers and the Friedman test with the corresponding posthoc tests for comparison of more classifiers over multiple data sets. Results of the latter can also be neatly presented with the newly introduced CD (critical difference) diagrams.
Markov chain monte carlo convergence diagnostics
 JASA
, 1996
"... A critical issue for users of Markov Chain Monte Carlo (MCMC) methods in applications is how to determine when it is safe to stop sampling and use the samples to estimate characteristics of the distribution of interest. Research into methods of computing theoretical convergence bounds holds promise ..."
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Cited by 232 (6 self)
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A critical issue for users of Markov Chain Monte Carlo (MCMC) methods in applications is how to determine when it is safe to stop sampling and use the samples to estimate characteristics of the distribution of interest. Research into methods of computing theoretical convergence bounds holds promise for the future but currently has yielded relatively little that is of practical use in applied work. Consequently, most MCMC users address the convergence problem by applying diagnostic tools to the output produced by running their samplers. After giving a brief overview of the area, we provide an expository review of thirteen convergence diagnostics, describing the theoretical basis and practical implementation of each. We then compare their performance in two simple models and conclude that all the methods can fail to detect the sorts of convergence failure they were designed to identify. We thus recommend a combination of strategies aimed at evaluating and accelerating MCMC sampler convergence, including applying diagnostic procedures to a small number of parallel chains, monitoring autocorrelations and crosscorrelations, and modifying parameterizations or sampling algorithms appropriately. We emphasize, however, that it is not possible to say with certainty that a finite sample from an MCMC algorithm is representative of an underlying stationary distribution. 1
Flexible smoothing with Bsplines and penalties
 Statistical Science
, 1996
"... Bsplines are attractive for nonparametric modelling, but choosing the optimal number and positions of knots is a complex task. Equidistant knots can be used, but their small and discrete number allows only limited control over smoothness and fit. We propose to use a relatively large number of knots ..."
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Cited by 179 (3 self)
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Bsplines are attractive for nonparametric modelling, but choosing the optimal number and positions of knots is a complex task. Equidistant knots can be used, but their small and discrete number allows only limited control over smoothness and fit. We propose to use a relatively large number of knots and a difference penalty on coefficients of adjacent Bsplines. We show connections to the familiar spline penalty on the integral of the squared second derivative. A short overview of Bsplines, their construction, and penalized likelihood is presented. We discuss properties of penalized Bsplines and propose various criteria for the choice of an optimal penalty parameter. Nonparametric logistic regression, density estimation and scatterplot smoothing are used as examples. Some details of the computations are presented. Keywords: Generalized linear models, smoothing, nonparametric models, splines, density estimation. Address for correspondence: DCMR Milieudienst Rijnmond, 'sGravelandse...
Constructive Incremental Learning from Only Local Information
, 1998
"... ... This article illustrates the potential learning capabilities of purely local learning and offers an interesting and powerful approach to learning with receptive fields. ..."
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Cited by 161 (37 self)
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... This article illustrates the potential learning capabilities of purely local learning and offers an interesting and powerful approach to learning with receptive fields.
Datadriven bandwidth selection in local polynomial fitting: variable bandwidth and spatial
 B
, 1995
"... ..."
Stock Prices and Volume
, 1990
"... We undertake a comprehensive investigation of price and volume comovement using daily New York Stock Exchange data from 1928 to 1987. We adjust the data to take into account wellknown calendar effects and longrun trends. To describt tbe process, we use a seminonparametric estimate of the joint de ..."
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Cited by 111 (9 self)
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We undertake a comprehensive investigation of price and volume comovement using daily New York Stock Exchange data from 1928 to 1987. We adjust the data to take into account wellknown calendar effects and longrun trends. To describt tbe process, we use a seminonparametric estimate of the joint density of current price change and volume conditional on past price changes and volume. Four empirical regularities are found: 1) positive correlation between conditional volatility and volume, 2) large price movements are followed by high volume, 3) conditioning on lagged volume substantially attenuates the "leverage " effect, and 4) after conditioning on lagged volume, there is a positive risk/return relation.