亚洲男人的天堂2018av,欧美草比,久久久久久免费视频精选,国色天香在线看免费,久久久久亚洲av成人片仓井空

Functional connectivity (FC) for quantifying interactions between regions of the brain is commonly estimated from functional magnetic resonance imaging (fMRI). There has been increasing interest in the potential of multimodal imaging to obtain more robust estimates of FC in high-dimensional settings. Recent work has found uses for graphical algorithms in combining fMRI signals with structural connectivity estimated from diffusion tensor imaging (DTI) for FC estimation. At the same time new algorithms focused on de novo identification of graphical subnetworks with significant levels of connectivity are finding other biological applications with great success. Such algorithms develop notions of graphical influence that aid in revealing subnetworks of interest while maintaining rigorous statistical control on discoveries. We develop a novel algorithm adapting some of these methods to FC estimation with computational efficiency and scalability. Our proposed algorithm leverages a graphical random walk on DTI data to define a new measure of structural influence that highlights connected components of maximal interest. The subnetwork topology is then compared to a suitable null hypothesis using permutation testing. Finally, individual discovered components are tested for significance. Extensive simulations show our method is comparable in power to those currently in use while being fast, robust, and simple to implement. We also analyze task-fMRI data from the Human Connectome Project database and find novel insights into brain interactions during the performance of a motor task. It is anticipated that the transparency and flexibility of our approach will prove valuable as further understanding of the structure-function relationship informs the future of network estimation. Scalability will also only become more important as neurological data become more granular and grow in dimension.

Quantile regression is a field with steadily growing importance in statistical modeling. It is a complementary method to linear regression, since computing a range of conditional quantile functions provides a more accurate modelling of the stochastic relationship among variables, especially in the tails. We introduce a non-restrictive and highly flexible nonparametric quantile regression approach based on C- and D-vine copulas. Vine copulas allow for separate modeling of marginal distributions and the dependence structure in the data, and can be expressed through a graph theoretical model given by a sequence of trees. This way we obtain a quantile regression model, that overcomes typical issues of quantile regression such as quantile crossings or collinearity, the need for transformations and interactions of variables. Our approach incorporates a two-step ahead ordering of variables, by maximizing the conditional log-likelihood of the tree sequence, while taking into account the next two tree levels. Further, we show that the nonparametric conditional quantile estimator is consistent. The performance of the proposed methods is evaluated in both low- and high-dimensional settings using simulated and real world data. The results support the superior prediction ability of the proposed models.

High dimensional non-Gaussian time series data are increasingly encountered in a wide range of applications. Conventional estimation methods and technical tools are inadequate when it comes to ultra high dimensional and heavy-tailed data. We investigate robust estimation of high dimensional autoregressive models with fat-tailed innovation vectors by solving a regularized regression problem using convex robust loss function. As a significant improvement, the dimension can be allowed to increase exponentially with the sample size to ensure consistency under very mild moment conditions. To develop the consistency theory, we establish a new Bernstein type inequality for the sum of autoregressive models. Numerical results indicate a good performance of robust estimates.

There has been a rich development of vector autoregressive (VAR) models for modeling temporally correlated multivariate outcomes. However, the existing VAR literature has largely focused on single subject parametric analysis, with some recent extensions to multi-subject modeling with known subgroups. Motivated by the need for flexible Bayesian methods that can pool information across heterogeneous samples in an unsupervised manner, we develop a novel class of non-parametric Bayesian VAR models based on heterogeneous multi-subject data. In particular, we propose a product of Dirichlet process mixture priors that enables separate clustering at multiple scales, which result in partially overlapping clusters that provide greater flexibility. We develop several variants of the method to cater to varying levels of heterogeneity. We implement an efficient posterior computation scheme and illustrate posterior consistency properties under reasonable assumptions on the true density. Extensive numerical studies show distinct advantages over competing methods in terms of estimating model parameters and identifying the true clustering and sparsity structures. Our analysis of resting state fMRI data from the Human Connectome Project reveals biologically interpretable differences between distinct fluid intelligence groups, and reproducible parameter estimates. In contrast, single-subject VAR analyses followed by permutation testing result in negligible differences, which is biologically implausible.

This article is motivated by studying multisensory effects on brain activities in intracranial electroencephalography (iEEG) experiments. Differential brain activities to multisensory stimulus presentations are zero in most regions and non-zero in some local regions, yielding locally sparse functions. Such studies are essentially a function-on-scalar regression problem, with interest being focused not only on estimating nonparametric functions but also on recovering the function supports. We propose a weighted group bridge approach for simultaneous function estimation and support recovery in function-on-scalar mixed effect models, while accounting for heterogeneity present in functional data. We use B-splines to transform sparsity of functions to its sparse vector counterpart of increasing dimension, and propose a fast non-convex optimization algorithm using nested alternative direction method of multipliers (ADMM) for estimation. Large sample properties are established. In particular, we show that the estimated coefficient functions are rate optimal in the minimax sense under the $L_2$ norm and resemble a phase transition phenomenon. For support estimation, we derive a convergence rate under the $L_{\infty}$ norm that leads to a sparsistency property under $\delta$-sparsity, and provide a simple sufficient regularity condition under which a strict sparsistency property is established. An adjusted extended Bayesian information criterion is proposed for parameter tuning. The developed method is illustrated through simulation and an application to a novel iEEG dataset to study multisensory integration. We integrate the proposed method into RAVE, an R package that gains increasing popularity in the iEEG community.

Large observational data are increasingly available in disciplines such as health, economic and social sciences, where researchers are interested in causal questions rather than prediction. In this paper, we examine the problem of estimating heterogeneous treatment effects using non-parametric regression-based methods, starting from an empirical study aimed at investigating the effect of participation in school meal programs on health indicators. Firstly, we introduce the setup and the issues related to conducting causal inference with observational or non-fully randomized data, and how these issues can be tackled with the help of statistical learning tools. Then, we review and develop a unifying taxonomy of the existing state-of-the-art frameworks that allow for individual treatment effects estimation via non-parametric regression models. After presenting a brief overview on the problem of model selection, we illustrate the performance of some of the methods on three different simulated studies. We conclude by demonstrating the use of some of the methods on an empirical analysis of the school meal program data.

This paper introduces the R package drpop to flexibly estimate total population size from incomplete lists. Total population estimation, also called capture-recapture, is an important problem in many biological and social sciences. A typical dataset consists of incomplete lists of individuals from the population of interest along with some covariate information. The goal is to estimate the number of unobserved individuals and equivalently, the total population size. drpop flexibly models heterogeneity using the covariate information, under the assumption that two lists are conditionally independent given covariates. This can be a much weaker assumption than full marginal independence often required by classical methods. Moreover, it can incorporate complex and high dimensional covariates, and does not require parametric models like other popular methods. In particular, our estimator is doubly robust and has fast convergence rates even under flexible non-parametric set-ups. drpop provides the user with the flexibility to choose the model for estimation of intermediate parameters and returns the estimated population size, confidence interval and some other related quantities. In this paper, we illustrate the applications of drpop in different scenarios and we also present some performance summaries.

Heatmap-based methods dominate in the field of human pose estimation by modelling the output distribution through likelihood heatmaps. In contrast, regression-based methods are more efficient but suffer from inferior performance. In this work, we explore maximum likelihood estimation (MLE) to develop an efficient and effective regression-based methods. From the perspective of MLE, adopting different regression losses is making different assumptions about the output density function. A density function closer to the true distribution leads to a better regression performance. In light of this, we propose a novel regression paradigm with Residual Log-likelihood Estimation (RLE) to capture the underlying output distribution. Concretely, RLE learns the change of the distribution instead of the unreferenced underlying distribution to facilitate the training process. With the proposed reparameterization design, our method is compatible with off-the-shelf flow models. The proposed method is effective, efficient and flexible. We show its potential in various human pose estimation tasks with comprehensive experiments. Compared to the conventional regression paradigm, regression with RLE bring 12.4 mAP improvement on MSCOCO without any test-time overhead. Moreover, for the first time, especially on multi-person pose estimation, our regression method is superior to the heatmap-based methods. Our code is available at //github.com/Jeff-sjtu/res-loglikelihood-regression

Many problems on signal processing reduce to nonparametric function estimation. We propose a new methodology, piecewise convex fitting (PCF), and give a two-stage adaptive estimate. In the first stage, the number and location of the change points is estimated using strong smoothing. In the second stage, a constrained smoothing spline fit is performed with the smoothing level chosen to minimize the MSE. The imposed constraint is that a single change point occurs in a region about each empirical change point of the first-stage estimate. This constraint is equivalent to requiring that the third derivative of the second-stage estimate has a single sign in a small neighborhood about each first-stage change point. We sketch how PCF may be applied to signal recovery, instantaneous frequency estimation, surface reconstruction, image segmentation, spectral estimation and multivariate adaptive regression.

We develop an approach to risk minimization and stochastic optimization that provides a convex surrogate for variance, allowing near-optimal and computationally efficient trading between approximation and estimation error. Our approach builds off of techniques for distributionally robust optimization and Owen's empirical likelihood, and we provide a number of finite-sample and asymptotic results characterizing the theoretical performance of the estimator. In particular, we show that our procedure comes with certificates of optimality, achieving (in some scenarios) faster rates of convergence than empirical risk minimization by virtue of automatically balancing bias and variance. We give corroborating empirical evidence showing that in practice, the estimator indeed trades between variance and absolute performance on a training sample, improving out-of-sample (test) performance over standard empirical risk minimization for a number of classification problems.