Model selection and model averaging after multiple imputation

Model selection and model averaging are two important techniques to obtain practical and useful models in applied research. However, it is now well-known that many complex issues arise, especially in the context of model selection, when the stochastic nature of the selection process is ignored and estimates, standard errors, and confidence intervals are calculated as if the selected model was known a priori. While model averaging aims to incorporate the uncertainty associated with the model selection process by combining estimates over a set of models, there is still some debate over appropriate interpretation and confidence interval construction. These problems become even more complex in the presence of missing data and it is currently not entirely clear how to proceed. To deal with such situations, a framework for model selection and model averaging in the context of missing data is proposed. The focus lies on multiple imputation as a strategy to deal with the missingness: a consequent combination with model averaging aims to incorporate both the uncertainty associated with the model selection and with the imputation process. Furthermore, the performance of bootstrapping as a flexible extension to our framework is evaluated. Monte Carlo simulations are used to reveal the nature of the proposed estimators in the context of the linear regression model. The practical implications of our approach are illustrated by means of a recent survival study on sputum culture conversion in pulmonary tuberculosis.     

基于非线性拟合的自动气象站风向传感器校准控制研究

风向传感器是自动气象站的重要组成元件,由于其运行数据存在的噪声与缺失问题导致测量误差增加,因此设计基于非线性拟合的自动气象站风向传感器校准控制方法。分析自动气象站风向传感器的组成结构和工作原理,构建自动气象站等效模型。采用循环采集的方式获取风向传感器的实时运行数据,通过滤波、缺失补偿等步骤完成数据预处理。以数据预处理结合为基础,利用非线性拟合技术计算风向传感器误差,通过装设风向传感器校准控制器,完成风向传感器校准控制。实验结果表明,所设计方法与传统校准控制方法相比传感器的测量误差降低了0.759°,误差变化率有所下降,即证明了该方法的自动气象站风向传感器校准控制效果好。     

Robust centroid method

This paper describes a robust centroid method, which is a variant of principal component analysis. A genetic local search algorithm is presented to perform the calculations. Simulations are carried out to appraise the performance of the genetic local search algorithm. A real data set with missing data and multiple outliers is analyzed.     

基于精简关联度的基因表达数据迭代填补算法

基因表达数据时常出现缺失,阻碍了对基因表达的研究。提出了一种新的相似性度量方案——精简关联度,在此基础上,又提出了基于精简关联度的缺失数据迭代填补算法(RKNNimpute)。精简关联度是对灰色关联度的一种改进,能达到与灰色关联度同样的效果,却显著降低了算法的时间复杂度。RKNNimpute算法以精简关联度作为相似度量,将填补后的基因扩充到近邻的候选基因集,通过迭代的方式填补其他缺失数据,提高了算法的填补效果和性能。选用时序、非时序、混合等不同类型的基因表达数据集进行了大量实验来评估RKNNimpute算法的性能。实验结果表明,精简关联度是一种高效的距离度量方法,所提出的RKNNimpute算法优于常规填补算法。     

Bias and skewness in a general extreme-value regression model

In this paper we introduce a general extreme-value regression model and derive Cox and Snell’s (1968) general formulae for second-order biases of maximum likelihood estimates (MLEs) of the parameters. We obtain formulae which can be computed by means of weighted linear regressions. Furthermore, we give the skewness of order n^−1/2 of the maximum likelihood estimators of the parameters by using Bowman and Shenton’s (1988) formula. A simulation study with results obtained with the use of Cox and Snell’s (1968) formulae is discussed. Practical uses of this model and of the derived formulae for bias correction are also presented.     

软磁盘产生漏脉冲和冒脉冲的原因分析

对软磁盘产生漏脉冲的原因及其减少措施作了简单介绍，着重对软磁盘的冒脉冲的产生原因作了详细分析，并对软磁盘生产中怎么减少冒脉冲以提高产品合格率作了总结。     

Missing data mask estimation with frequency and temporal dependencies

Automatic speech recognition (ASR) has reached a very high level of performance in controlled situations. However, the performance degrades drastically when environmental noise occurs during recognition. Nowadays, the major challenge is to reach a good robustness to adverse conditions. Missing data recognition has been developed to deal with this challenge. Unlike other denoising methods, missing data recognition does not match the whole data with the acoustic models, but instead considers part of the signal as missing, i.e. corrupted by noise. The main challenge of this approach is to identify accurately missing parts (also called masks). The work reported here focuses on this issue. We start from developing Bayesian models of the masks, where every spectral feature is classified as reliable or masked, and is assumed independent of the rest of the signal. This classification strategy results in sparse and isolated masked features, like the squares of a chess-board, while oracle reliable and unreliable features tend to be clustered into consistent time–frequency blocks. We then propose to take into account frequency and temporal dependencies in order to improve the masks’ estimation accuracy. Integrating such dependencies leads to a new architecture of a missing data mask estimator. The proposed classifier has been evaluated on the noisy Aurora2 (digits recognition) and Aurora4 (continuous speech) databases. Experimental results show a significant improvement of recognition accuracy when these dependencies are considered.     

Improvement of identification of blast furnace ironmaking process by outlier detection and missing value imputation

The control of blast furnace ironmaking process requires model of process dynamics accurate enough to facilitate the control strategies. However, data sets collected from blast furnace contain considerable number of missing values and outliers. These values can significantly affect subsequent statistical analysis and thus the identification of the whole process, so it becomes much important to deal with these values. This paper considers a data processing procedure including missing value imputation and outlier detection, and examines the impact of processing to the identification of blast furnace ironmaking process. Missing values are imputed based on the decision tree algorithm and outliers are identified and discarded through a set of multivariate outlier detection methods. The data sets before and after processing are then used for identification. Two classic identification methods, N4SID (numerical algorithms for state space subspace system identification) and PEM (prediction error method) are considered and a comparative study is presented.     

Increasing the power: A practical approach to goodness-of-fit test for logistic regression models with continuous predictors

When continuous predictors are present, classical Pearson and deviance goodness-of-fit tests to assess logistic model fit break down. The Hosmer-Lemeshow test can be used in these situations. While simple to perform and widely used, it does not have desirable power in many cases and provides no further information on the source of any detectable lack of fit. Tsiatis proposed a score statistic to test for covariate regional effects. While conceptually elegant, its lack of a general rule for how to partition the covariate space has, to a certain degree, limited its popularity. We propose a new method for goodness-of-fit testing that uses a very general partitioning strategy (clustering) in the covariate space and either a Pearson statistic or a score statistic. Properties of the proposed statistics are discussed, and a simulation study demonstrates increased power to detect model misspecification in a variety of settings. An application of these different methods on data from a clinical trial illustrates their use. Discussions on further improvement of the proposed tests and extending this new method to other data situations, such as ordinal response regression models are also included.