Evaluation of Temperature Trends from MW+IR Sounders, GPS-RO and Reanalysis Using Nonparametric Multivariate Regression Techniques
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Knuteson, Robert↗
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Bootstrap Prediction Intervals in Non-Parametric Regression with Applications to Anomaly Detection
Prediction intervals provide a measure of the probable interval in which the outputs of a regression model can be expected to occur. Subsequently, these prediction intervals can be used to determine if the observed output is anomalous or not, conditioned on the input. In this paper, a procedure for determining prediction intervals for outputs of nonparametric regression models using bootstrap methods is proposed. Bootstrap methods allow for a non-parametric approach to computing prediction intervals with no specific assumptions about the sampling distribution of the noise or the data. The asymptotic fidelity of the proposed prediction intervals is theoretically proved. Subsequently, the validity of the bootstrap based prediction intervals is illustrated via simulations. Finally, the bootstrap prediction intervals are applied to the problem of anomaly detection on aviation data.
Kumar, Sricharan↗
Modeling of topographic effects on Antarctic sea ice using multivariate adaptive regression splines
The role of seafloor topography in the spatial variations of the southern ocean sea ice cover as observed (every other day) by the Nimbus 7 scanning multichannel microwave radiometer satellite in the years 1980, 1983, and 1984 is studied. Bottom bathymetry can affect sea ice surface characteristics because of the basically barotropic circulation of the ocean south of the Antarctic Circumpolar current. The main statistical tool used to quantify this effect is a local nonparametric regression model of sea ice concentration as a function of the depth and its first two derivatives in both meridional and zonal directions. First, we model the relationship of bathymetry to sea ice concentration in two sudy areas, one over the Maud Rise and the other over the Ross Sea shelf region. The multiple correlation coefficient is found to average 44% in the Maud Rise study area and 62% in the Ross Sea study area over the years 1980, 1983, and 1984. Second, a strategy of dividing the entire Antarctic region into an overlapping mosaic of small areas, or windows is considered. Keeping the windows small reduces the correlation of bathymetry with other factors such as wind, sea temperature, and distance to the continent. We find that although the form of the model varies from window to window due to the changing role of other relevant environmental variables, we are left with a spatially consistent ordering of the relative importance of the topographic predictors. For a set of three representative days in the Austral winter of 1980, the analysis shows that an average of 54% of the spatial variation in sea ice concentration over the entire ice cover can be attributed to topographic variables. The results thus support the hypothesis that there is a sea ice to bottom bathymetry link. However this should not undermine the considerable influence of wind, current, and temperature which affect the ice distribution directly and are partly responsible for the observed bathymetric effects.
De Veaux, Richard D.↗
Kernel PLS Estimation of Single-trial Event-related Potentials
Nonlinear kernel partial least squaes (KPLS) regressior, is a novel smoothing approach to nonparametric regression curve fitting. We have developed a KPLS approach to the estimation of single-trial event related potentials (ERPs). For improved accuracy of estimation, we also developed a local KPLS method for situations in which there exists prior knowledge about the approximate latency of individual ERP components. To assess the utility of the KPLS approach, we compared non-local KPLS and local KPLS smoothing with other nonparametric signal processing and smoothing methods. In particular, we examined wavelet denoising, smoothing splines, and localized smoothing splines. We applied these methods to the estimation of simulated mixtures of human ERPs and ongoing electroencephalogram (EEG) activity using a dipole simulator (BESA). In this scenario we considered ongoing EEG to represent spatially and temporally correlated noise added to the ERPs. This simulation provided a reasonable but simplified model of real-world ERP measurements. For estimation of the simulated single-trial ERPs, local KPLS provided a level of accuracy that was comparable with or better than the other methods. We also applied the local KPLS method to the estimation of human ERPs recorded in an experiment on co,onitive fatigue. For these data, the local KPLS method provided a clear improvement in visualization of single-trial ERPs as well as their averages. The local KPLS method may serve as a new alternative to the estimation of single-trial ERPs and improvement of ERP averages.
Rosipal, Roman↗
Model Robust Calibration: Method and Application to Electronically-Scanned Pressure Transducers
This article presents the application of a recently developed statistical regression method to the controlled instrument calibration problem. The statistical method of Model Robust Regression (MRR), developed by Mays, Birch, and Starnes, is shown to improve instrument calibration by reducing the reliance of the calibration on a predetermined parametric (e.g. polynomial, exponential, logarithmic) model. This is accomplished by allowing fits from the predetermined parametric model to be augmented by a certain portion of a fit to the residuals from the initial regression using a nonparametric (locally parametric) regression technique. The method is demonstrated for the absolute scale calibration of silicon-based pressure transducers.
Walker, Eric L.↗
Cross-validation for densities and regressions
Virtually all nonparametric (infinite dimensional) problems require the choice of a smoothing parameter. It is natural to attempt to use the data to guide the choice of this parameter. The most widely applicable data driven technique is cross validation. The method of cross validation is introduced and results are presented which establish consistency for certain cross validated density estimators and consistency as well as asymptotic normality for rigid regression.
Geman, S.↗
Statistical methods for astronomical data with upper limits. II - Correlation and regression
Statistical methods for calculating correlations and regressions in bivariate censored data where the dependent variable can have upper or lower limits are presented. Cox's regression and the generalization of Kendall's rank correlation coefficient provide significant levels of correlations, and the EM algorithm, under the assumption of normally distributed errors, and its nonparametric analog using the Kaplan-Meier estimator, give estimates for the slope of a regression line. Monte Carlo simulations demonstrate that survival analysis is reliable in determining correlations between luminosities at different bands. Survival analysis is applied to CO emission in infrared galaxies, X-ray emission in radio galaxies, H-alpha emission in cooling cluster cores, and radio emission in Seyfert galaxies.
Isobe, T.↗
The Statistical Consulting Center for Astronomy (SCCA)
The process by which raw astronomical data acquisition is transformed into scientifically meaningful results and interpretation typically involves many statistical steps. Traditional astronomy limits itself to a narrow range of old and familiar statistical methods: means and standard deviations; least-squares methods like chi(sup 2) minimization; and simple nonparametric procedures such as the Kolmogorov-Smirnov tests. These tools are often inadequate for the complex problems and datasets under investigations, and recent years have witnessed an increased usage of maximum-likelihood, survival analysis, multivariate analysis, wavelet and advanced time-series methods. The Statistical Consulting Center for Astronomy (SCCA) assisted astronomers with the use of sophisticated tools, and to match these tools with specific problems. The SCCA operated with two professors of statistics and a professor of astronomy working together. Questions were received by e-mail, and were discussed in detail with the questioner. Summaries of those questions and answers leading to new approaches were posted on the Web (www.state.psu.edu/ mga/SCCA). In addition to serving individual astronomers, the SCCA established a Web site for general use that provides hypertext links to selected on-line public-domain statistical software and services. The StatCodes site (www.astro.psu.edu/statcodes) provides over 200 links in the areas of: Bayesian statistics; censored and truncated data; correlation and regression, density estimation and smoothing, general statistics packages and information; image analysis; interactive Web tools; multivariate analysis; multivariate clustering and classification; nonparametric analysis; software written by astronomers; spatial statistics; statistical distributions; time series analysis; and visualization tools. StatCodes has received a remarkable high and constant hit rate of 250 hits/week (over 10,000/year) since its inception in mid-1997. It is of interest to scientists both within and outside of astronomy. The most popular sections are multivariate techniques, image analysis, and time series analysis. Hundreds of copies of the ASURV, SLOPES and CENS-TAU codes developed by SCCA scientists were also downloaded from the StatCodes site. In addition to formal SCCA duties, SCCA scientists continued a variety of related activities in astrostatistics, including refereeing of statistically oriented papers submitted to the Astrophysical Journal, talks in meetings including Feigelson's talk to science journalists entitled "The reemergence of astrostatistics" at the American Association for the Advancement of Science meeting, and published papers of astrostatistical content.
Akritas, Michael↗
Advanced statistical methods for improved data analysis of NASA astrophysics missions
The investigators under this grant studied ways to improve the statistical analysis of astronomical data. They looked at existing techniques, the development of new techniques, and the production and distribution of specialized software to the astronomical community. Abstracts of nine papers that were produced are included, as well as brief descriptions of four software packages. The articles that are abstracted discuss analytical and Monte Carlo comparisons of six different linear least squares fits, a (second) paper on linear regression in astronomy, two reviews of public domain software for the astronomer, subsample and half-sample methods for estimating sampling distributions, a nonparametric estimation of survival functions under dependent competing risks, censoring in astronomical data due to nondetections, an astronomy survival analysis computer package called ASURV, and improving the statistical methodology of astronomical data analysis.
Feigelson, Eric D.↗
A nonparametric software reliability growth model
Miller and Sofer have presented a nonparametric method for estimating the failure rate of a software program. The method is based on the complete monotonicity property of the failure rate function, and uses a regression approach to obtain estimates of the current software failure rate. This completely monotone software model is extended. It is shown how it can also provide long-range predictions of future reliability growth. Preliminary testing indicates that the method is competitive with parametric approaches, while being more robust.
Miller, Douglas R.↗