Results 1  10
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149
Smoothing Spline ANOVA for Exponential Families, with Application to the Wisconsin Epidemiological Study of Diabetic Retinopathy
 ANN. STATIST
, 1995
"... Let y i ; i = 1; \Delta \Delta \Delta ; n be independent observations with the density of y i of the form h(y i ; f i ) = exp[y i f i \Gammab(f i )+c(y i )], where b and c are given functions and b is twice continuously differentiable and bounded away from 0. Let f i = f(t(i)), where t = (t 1 ; \De ..."
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Cited by 83 (44 self)
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Let y i ; i = 1; \Delta \Delta \Delta ; n be independent observations with the density of y i of the form h(y i ; f i ) = exp[y i f i \Gammab(f i )+c(y i )], where b and c are given functions and b is twice continuously differentiable and bounded away from 0. Let f i = f(t(i)), where t = (t 1 ; \Delta \Delta \Delta ; t d ) 2 T (1)\Omega \Delta \Delta \Delta\Omega T (d) = T , the T (ff) are measureable spaces of rather general form, and f is an unknown function on T with some assumed `smoothness' properties. Given fy i ; t(i); i = 1; \Delta \Delta \Delta ; ng, it is desired to estimate f(t) for t in some region of interest contained in T . We develop the fitting of smoothing spline ANOVA models to this data of the form f(t) = C + P ff f ff (t ff ) + P ff!fi f fffi (t ff ; t fi ) + \Delta \Delta \Delta. The components of the decomposition satisfy side conditions which generalize the usual side conditions for parametric ANOVA. The estimate of f is obtained as the minimizer...
Bayesian PSplines
 Journal of Computational and Graphical Statistics
, 2004
"... Psplines are an attractive approach for modelling nonlinear smooth effects of covariates within the generalized additive and varying coefficient models framework. In this paper we propose a Bayesian version for Psplines and generalize the approach for one dimensional curves to two dimensional surf ..."
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Cited by 67 (21 self)
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Psplines are an attractive approach for modelling nonlinear smooth effects of covariates within the generalized additive and varying coefficient models framework. In this paper we propose a Bayesian version for Psplines and generalize the approach for one dimensional curves to two dimensional surface fitting for modelling interactions between metrical covariates. A Bayesian approach to Psplines has the advantage of allowing for simultaneous estimation of smooth functions and smoothing parameters. Moreover, it can easily be extended to more complex formulations, for example to mixed models with random effects for serially or spatially correlated response. Additionally, the assumption of constant smoothing parameters can be replaced by allowing the smoothing parameters to be locally adaptive. This is particularly useful in situations with changing curvature of the underlying smooth function or where the function is highly oscillating. Inference is fully Bayesian and uses recent MCMC techniques for drawing random samples from the posterior. In a couple of simulation studies the performance of Bayesian Psplines is studied and compared to other approaches in the literature. We illustrate the approach by a complex application on rents for flats in Munich.
Bayesian inference for generalized additive mixed models based on markov random field priors
 C
, 2001
"... Summary. Most regression problems in practice require ¯exible semiparametric forms of the predictor for modelling the dependence of responses on covariates. Moreover, it is often necessary to add random effects accounting for overdispersion caused by unobserved heterogeneity or for correlation in lo ..."
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Cited by 63 (19 self)
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Summary. Most regression problems in practice require ¯exible semiparametric forms of the predictor for modelling the dependence of responses on covariates. Moreover, it is often necessary to add random effects accounting for overdispersion caused by unobserved heterogeneity or for correlation in longitudinal or spatial data. We present a uni®ed approach for Bayesian inference via Markov chain Monte Carlo simulation in generalized additive and semiparametric mixed models. Different types of covariates, such as the usual covariates with ®xed effects, metrical covariates with nonlinear effects, unstructured random effects, trend and seasonal components in longitudinal data and spatial covariates, are all treated within the same general framework by assigning appropriate Markov random ®eld priors with different forms and degrees of smoothness. We applied the approach in several casestudies and consulting cases, showing that the methods are also computationally feasible in problems with many covariates and large data sets. In this paper, we choose two typical applications.
Analysis and Decomposition of Spatial Variation in Integrated Circuit Processes and Devices
 IEEE Transactions on Semiconductor Manufacturing
, 1997
"... Variation is a key concern in semiconductor manufacturing and is manifest in several forms. Spatial variation across each wafer results from equipment or process limitations, and variation within each die may be exacerbated further by complex pattern dependencies. Spatial variation information is im ..."
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Cited by 54 (5 self)
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Variation is a key concern in semiconductor manufacturing and is manifest in several forms. Spatial variation across each wafer results from equipment or process limitations, and variation within each die may be exacerbated further by complex pattern dependencies. Spatial variation information is important not only for process optimization and control, but also for design of circuits that are robust to such variation. Systematic and random components of the variation must be identified, and models relating the spatial variation to specific process and pattern causes are needed. In this work, extraction and modeling methods are described for waferlevel, dielevel, and waferdie interaction contributions to spatial variation. Waferlevel estimation methods include filtering, spline, and regression based approaches. Dielevel (or intradie) variation can be extracted using spatial Fourier transform methods; important issues include spectral interpolation and sampling requirements. Finally, the interaction between wafer and dielevel effects is important to fully capture and separate systematic versus random variation; spline and frequencybased methods are proposed for this modeling. Together, these provide an effective collection of methods to identify and model spatial variation for future use in process control to reduce systematic variation, and in process/device design to produce more robust circuits.
Errorresponsive feedback mechanisms for speech recognizers
, 1997
"... This thesis is about modeling, analyzing, and predicting errorful behavior in large vocabulary continuous speech recognition systems. Because today's stateoftheart recognizers are not designed to be situated naturally in an error feedback loop, they are illpositioned for inclusion in multimodal ..."
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Cited by 47 (4 self)
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This thesis is about modeling, analyzing, and predicting errorful behavior in large vocabulary continuous speech recognition systems. Because today's stateoftheart recognizers are not designed to be situated naturally in an error feedback loop, they are illpositioned for inclusion in multimodal interfaces, multimedia databases, and other interesting applications. I make improvements to the current approach to predicting and analyzing error behaviors, which is currently based only on the measurement ofword error rate. The speech recognizer's functionality is extended to include con dence annotations, which are \metalevel " markings that indicate how certain the recognizer is that it has decoded its input correctly. This is accomplished by feeding externally de ned error conditions back to the recognizer. Error feedback enables the construction of statistical models that map measurements of the recognizer's internal states and behaviors to externally de ned error conditions.
TwoStep Estimation of Functional Linear Models with Applications to Longitudinal Data
 Journal of the Royal Statistical Society, Series B
, 2000
"... Functional linear models are useful in longitudinal data analysis. They include many classical and recently proposed statistical models for longitudinal data and other functional data. Recently, smoothing spline and kernel methods have been proposed for estimating their coefficient functions nonpara ..."
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Cited by 41 (5 self)
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Functional linear models are useful in longitudinal data analysis. They include many classical and recently proposed statistical models for longitudinal data and other functional data. Recently, smoothing spline and kernel methods have been proposed for estimating their coefficient functions nonparametrically but these methods are either intensive in computation or inefficient in performance. Toovercome these drawbacks, in this paper, a simple and powerful twostep alternativeis proposed. In particular, the implementation of the proposed approach via local polynomial smoothing is discussed. Methods for estimating standard deviations of estimated coefficient functions are also proposed. Some asymptotic results for the local polynomial estimators are established. Two longitudinal data sets, one of which involves timedependent covariates, are used to demonstrate the proposed approach. Simulation studies show that our twostep approach improves the kernel method proposed in Hoover, et al...
Parameter expansion to accelerate EM: The PXEM algorithm
, 1998
"... The EM algorithm and its extensions are popular tools for modal estimation but are often criticised for their slow convergence. We propose a new method that can often make EM much faster. The intuitive idea is to use a 'covariance adjustment ' to correct the analysis of the M step, capitalising on e ..."
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Cited by 35 (7 self)
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The EM algorithm and its extensions are popular tools for modal estimation but are often criticised for their slow convergence. We propose a new method that can often make EM much faster. The intuitive idea is to use a 'covariance adjustment ' to correct the analysis of the M step, capitalising on extra information captured in the imputed complete data. The way we accomplish this is by parameter expansion; we expand the completedata model while preserving the observeddata model and use the expanded completedata model to generate EM. This parameterexpanded EM, PXEM, algorithm shares the simplicity and stability of ordinary EM, but has a faster rate of convergence since its M step performs a more efficient analysis. The PXEM algorithm is illustrated for the multivariate t distribution, a random effects model, factor analysis, probit regression and a Poisson imaging model.
Time Series Forecasting with Neural Networks: A Case Study
, 1995
"... This paper describes a case study which aims to do just that. ..."
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Cited by 31 (0 self)
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This paper describes a case study which aims to do just that.
Telescoping languages: A system for automatic generation of domain languages
 Proceedings of the IEEE
"... The software gap—the discrepancy between the need for new software and the aggregate capacity of the workforce to produce it—is a serious problem for scientific software. Although users appreciate the convenience (and, thus, improved productivity) of using relatively highlevel scripting languages, ..."
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Cited by 29 (3 self)
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The software gap—the discrepancy between the need for new software and the aggregate capacity of the workforce to produce it—is a serious problem for scientific software. Although users appreciate the convenience (and, thus, improved productivity) of using relatively highlevel scripting languages, the slow execution speeds of these languages remain a problem. Lower level languages, such as C and Fortran, provide better performance for production applications, but at the cost of tedious programming and optimization by experts. If applications written in scripting languages could be routinely compiled into highly optimized machine code, a huge productivity advantage would be possible. It is not enough, however, to simply develop excellent compiler technologies for scripting languages (as a number of projects have succeeded in doing for MATLAB). In practice, scientists typically extend these languages with their own domaincentric components,
Lang S: Generalized structured additive regression based on Bayesian P splines
 Computational Statistics & Data Analysis
"... Generalized additive models (GAM) for modelling nonlinear effects of continuous covariates are now well established tools for the applied statistician. In this paper we develop Bayesian GAM’s and extensions to generalized structured additive regression based on one or two dimensional Psplines as th ..."
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Cited by 26 (7 self)
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Generalized additive models (GAM) for modelling nonlinear effects of continuous covariates are now well established tools for the applied statistician. In this paper we develop Bayesian GAM’s and extensions to generalized structured additive regression based on one or two dimensional Psplines as the main building block. The approach extends previous work by Lang and Brezger (2003) for Gaussian responses. Inference relies on Markov chain Monte Carlo (MCMC) simulation techniques, and is either based on iteratively weighted least squares (IWLS) proposals or on latent utility representations of (multi)categorical regression models. Our approach covers the most common univariate response distributions, e.g. the Binomial, Poisson or Gamma distribution, as well as multicategorical responses. As we will demonstrate through two applications on the forest health status of trees and a spacetime analysis of health insurance data, the approach allows realistic modelling of complex problems. We consider the enormous flexibility and extendability of our approach as a main advantage of Bayesian inference based on MCMC techniques compared to more traditional approaches. Software for the methodology presented in the paper is provided within the public domain package BayesX. Key words: geoadditive models, IWLS proposals, multicategorical response, structured additive