In the frequentist program, inferential methods with exact control on error
rates are a primary focus. Methods based on asymptotic distribution theory may
not be suitable in a particular problem, in which case, a numerical method is
needed. This paper presents a general, Monte Carlo-driven framework for the
construction of frequentist procedures based on plausibility functions. It is
proved that the suitably defined plausibility function-based tests and
confidence regions have desired frequentist properties.
Estimation of finite mixture models when the mixing distribution support is
unknown is an important and challenging problem. In this paper, a new approach
is given based on the recently proposed predictive recursion marginal
likelihood (PRML) method. By taking a sufficiently fine grid as a set of
candidate support points, one may treat the support itself as an unknown
parameter to be estimated. The PRML approach asymptotically integrates out the
mixing distribution itself, leaving an approximate marginal likelihood for the
support, which can be used for estimation.
Predictive recursion (PR) is a fast stochastic algorithm for nonparametric
estimation of mixing distributions in mixture models. It is known that the PR
estimates of both the mixing and mixture densities are consistent under fairly
mild conditions, but currently very little is known about the rate of
convergence. In this note we investigate asymptotic convergence properties of
the PR estimate under model mis-specification in the special case of finite
mixtures with known support. Tools from stochastic approximation are used to
prove that the PR estimates converge at a nearly root-n rate.
Estimator algorithms in learning automata are useful tools for adaptive,
real-time optimization in computer science and engineering applications. This
paper investigates theoretical convergence properties for a special case of
estimator algorithms---the pursuit learning algorithm. We identify a gap in
existing proofs of probabilistic convergence for pursuit learning and present a
more refined analysis to fill this gap.
Predictive recursion is an accurate and computationally efficient algorithm
for nonparametric estimation of mixing densities in mixture models. In
semiparametric mixture models, however, the algorithm fails to account for any
uncertainty in the additional unknown structural parameter. As an alternative
to existing profile likelihood methods, we treat predictive recursion as a
filter approximation to fitting a fully Bayes model, whereby an approximate
marginal likelihood of the structural parameter emerges and can be used for
inference.
In this manuscript we develop a version of Szemer\'edi's regularity lemma
that is suitable for analyzing multicolorings of complete graphs and directed
graphs. In this, we follow the proof of Alon, Fischer, Krivelevich and M.
Szegedy [\textit{Combinatorica} \textbf{20}(4) (2000) 451--476] who prove a
similar result for graphs.
The purpose is to extend classical results on dense hereditary properties,
such as the speed of the property or edit distance, to the above-mentioned
combinatorial objects.
The editing of a combinatorial object is the alteration of some of its
elements such that the resulting object satisfies a certain fixed property. The
edit problem for graphs, when the edges are added or deleted, was first studied
independently by the authors and K\'ezdy [J. Graph Theory (2008), 58(2),
123--138] and by Alon and Stav [Random Structures Algorithms (2008), 33(1),
87--104].
Many statistical problems involve mixture models and the need for
computationally efficient methods to estimate the mixing distribution has
increased dramatically in recent years. Newton [Sankhya Ser. A 64 (2002)
306--322] proposed a fast recursive algorithm for estimating the mixing
distribution, which we study as a special case of stochastic approximation
(SA). We begin with a review of SA, some recent statistical applications, and
the theory necessary for analysis of a SA algorithm, which includes Lyapunov
functions and ODE stability theory.
The Dempster--Shafer (DS) theory is a powerful tool for probabilistic
reasoning based on a formal calculus for combining evidence. DS theory has been
widely used in computer science and engineering applications, but has yet to
reach the statistical mainstream, perhaps because the DS belief functions do
not satisfy long-run frequency properties. Recently, two of the authors
proposed an extension of DS, called the weak belief (WB) approach, that can
incorporate desirable frequency properties into the DS framework by
systematically enlarging the focal elements.
There is a positive integer $N_0$ such that the following holds. Let $N\ge
N_0$ such that $N$ is divisible by $h$. If $G$ is a tripartite graph with $N$
vertices in each vertex class such that every vertex is adjacent to at least
$2N/3+2h-1$ vertices in each of the other classes, then $G$ can be tiled
perfectly by copies of $K_{h,h,h}$.
For a family $\mathcal{F}$ of subsets of [n]=\{1, 2, ..., n} ordered by
inclusion, and a partially ordered set P, we say that $\mathcal{F}$ is P-free
if it does not contain a subposet isomorphic to P. Let $ex(n, P)$ be the
largest size of a P-free family of subsets of [n]. Let $Q_2$ be the poset with
distinct elements a, b, c, d, a<b, c<d; i.e., the 2-dimensional Boolean
lattice. We show that $2N -o(N) \leq ex(n, Q_2)\leq 2.283261N +o(N), $ where $N
= \binom{n}{\lfloor n/2 \rfloor}$.
Mixture models have received considerable attention recently and Newton
[Sankhy\={a} Ser. A 64 (2002) 306--322] proposed a fast recursive algorithm for
estimating a mixing distribution. We prove almost sure consistency of this
recursive estimate in the weak topology under mild conditions on the family of
densities being mixed. This recursive estimate depends on the data ordering and
a permutation-invariant modification is proposed, which is an average of the
original over permutations of the data sequence.