Počet záznamů: 1  

Exploiting Stein's Paradox in Analysing Sparse Data from Genome-Wide Association Studies

  1. 1.
    0435496 - ÚI 2015 RIV PL eng J - Článek v odborném periodiku
    Valenta, Zdeněk - Kalina, Jan
    Exploiting Stein's Paradox in Analysing Sparse Data from Genome-Wide Association Studies.
    Biocybernetics and Biomedical Engineering. Roč. 35, č. 1 (2015), s. 64-67. ISSN 0208-5216. E-ISSN 0208-5216
    Institucionální podpora: RVO:67985807
    Klíčová slova: Multivariate analysis * Shrinkage * Biased estimation * Risk * Squared-error loss * Bias-variance trade-off
    Kód oboru RIV: BB - Aplikovaná statistika, operační výzkum
    Impakt faktor: 0.808, rok: 2015

    Unbiased estimation appeared to be an accepted golden standard of statistical analysis ever until the Stein's discovery of a surprising phenomenon attributable to multivariate spaces. So called Stein's paradox arises in estimating the mean of a multivariate standard normal random variable. Stein showed that both natural and intuitive estimate of a multivariate mean given by the observed vector itself is not even admissible and may be improved upon under the squared-error loss when the dimension is greater or equal to three. Later Stein and his student James developed so called ‘James–Stein estimator’, a shrunken estimate of the mean, which had uniformly smaller risk for all values in the parameter space. The paradox first appeared both unintuitive and even unacceptable, but later it was recognised as one of the most influential discoveries of all times in statistical science. Today the ‘shrinkage principle’ literally permeates the statistical technology for analysing multivariate data, and in its application is not exclusively confined to estimating the mean, but also the covariance structure of multivariate data. We develop shrinkage versions of both the linear and quadratic discriminant analysis and apply them to sparse multivariate gene expression data obtained at the Centre for Biomedical Informatics (CBI) in Prague.
    Trvalý link: http://hdl.handle.net/11104/0239322

     
     
Počet záznamů: 1  

  Tyto stránky využívají soubory cookies, které usnadňují jejich prohlížení. Další informace o tom jak používáme cookies.