Exact adaptive confidence intervals for small areas

no code implementations • 24 Sep 2018 • Kyle Burris, Peter Hoff

The coverage rate for a given area depends on the actual value of the area mean, and can be nearly zero for areas with means that are far from the across-group average.

Methodology

Shared Subspace Models for Multi-Group Covariance Estimation

1 code implementation • 11 Jul 2016 • Alexander Franks, Peter Hoff

We develop a model-based method for evaluating heterogeneity among several p x p covariance matrices in the large p, small n setting.

Methodology

Adaptive Higher-order Spectral Estimators

3 code implementations • 8 May 2015 • David Gerard, Peter Hoff

In such cases, it has been observed that estimators that shrink or truncate the singular values of the data matrix perform well when the signal matrix has approximately low rank.

Methodology 62H12 (Primary) 15A69, 62C99, 91D30, 62H35 (Secondary)

Equivariant minimax dominators of the MLE in the array normal model

1 code implementation • 2 Aug 2014 • David Gerard, Peter Hoff

In this article, we obtain results for the array normal model that are analogous to some classical results concerning covariance estimation for the multivariate normal model.

Statistics Theory Statistics Theory 62H12, 62C20, 62F10, 62F15

Modeling homophily and stochastic equivalence in symmetric relational data

no code implementations • NeurIPS 2007 • Peter Hoff

This article discusses a latent variable model for inference and prediction of symmetric relational data.