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NSF-CBMS Regional Conference Series in Probability and Statistics
NSF-CBMS Regional Conference Series in Probability and Statistics
Ghosh, Jayanta K.
This monograph is based on my CBMS-NSF lectures in August, 1991 at
Chapel Hill, North Carolina. The flow of the chapters mirrors the flow of the
lectures. While I have rearranged the material I distributed during the
lectures, I have not added or deleted very much, except for adding remarks or
details by way of clarification or resolution of issues raised by my very lively
audience at Chapel Hill.
¶Most of the material is taken from my own work done jointly with many
students and friends. One of the pleasures of lecturing or writing about all
this has been the reliving of that experience of working and discovering
together....
Laird, Nan
The analysis of data with outcomes measured repeatedly on each subject
has experienced several transforming developments in the last twenty
years. This monograph presents a unified treatment of modern methods
for longitudinal and/or correlated data that have developed during
this period. The basic approach that we take to modeling longitudinal
data is to extend familiar univariate regression models to multivariate
or correlated outcomes. We deal with linear models for measured data
and generalized linear models for binary and count data. We show how
methods can accommodate missing outcomes and/or unbalanced designs.
Both likelihood and moment methods of estimation are covered, as are
random effects approaches to data modeling and parameter...
McCulloch, Charles E.
This monograph is written assuming familiarity with linear models and matrix
algebra and some exposure to mixed models and logistic regression. References
are given to more standard texts that cover some of the basic material in more
depth. The monograph begins with an extended example that introduces all the
main ideas. Chapters 2 and 3 briefly review linear mixed and generalized linear
models and Chapter 4 defines and introduces GLMMs. Chapter 5 illustrates the
breadth of inferential goals possible with GLMMs. One of my main attractions
in conducting research on this class of models was the wide variety of practical
applications. Chapters 6 through 9 contain the "meat"...
Thompson, Elizabeth A.
This monograph is based primarily on material presented at the CBMS Summer
Course on Inferences from genetic data on pedigrees given at Michigan
Technical University, Houghton, Michigan, in July 1999.
Lindsay, Bruce G.
The mixture model has long been a challenge to the statistician, whether beginner,
practitioner or theoretician. Recent times have seen great advances in
our understanding of the some basic mathematical features of this model, and
these notes are meant to be a unification of the work I have carried out, jointly
with many wonderful collaborators, in this area. Based on lectures given in
1993 at a regional conference of the Conference Board of the Mathematical
Sciences, the notes are directed toward a mixed audience of advanced graduate
students and research workers in this and related areas. For the sake of
newcomers to the mixture model, I will attempt...
Rosenblatt, Murray
These notes are based on a regional set of lectures on curve estimation in
the context of independent and dependent observations given at the University
of California, Davis during June 1989. Much of these lectures is concerned
with probability density or regression function estimation when observations
are independent. The character of the asymptotic results (at least locally) is
qualitatively the same if the observations are those of a dependent stationary
sequence with short-range dependence. Research in the case of long-range
dependence is recent and qualitatively of a different character. One should
note that the spectral estimation (also discussed here) is of an older vintage
and results there in part...
Pollard, David
These notes grew from lectures I gave at the University of Iowa in July of 1988,
as part of the NSF-CBMS Regional Conference Series. The conference was ably
organized by Tim Robertson and Richard Dykstra. I am most grateful to them
for giving me the opportunity to experiment on a live and receptive audience with
material not entirely polished. I also appreciate the suggestions and comments of
Richard Dudley. Much of the lecture material was repackaging of ideas originally
due to him.
¶In reworking the lecture notes I have tried (not always successfully) to resist
the urge to push the presentation to ever higher levels of generality. My...
Easton, Morris L.
These lecture notes are a result of the NSF ICBMS Regional Conference held
at the University of Michigan, 15-19 June 1987. Topics in invariance with
applications in statistics were discussed in a series of eighteen 45 minute lectures.
Because of space and time limitations no material beyond that given in the
lectures is presented here. Unfortunately, my original intention of including
material on the invariance-sufficiency connection and on amenability had to be
scrapped.
Müller, Peter; Rodriguez, Abel
These notes arose out of a short course at UC Santa Cruz in summer 2010. Like the course, the notes provide an overview of some popular Bayesian nonparametric (BNP) probability models. The discussion follows a logical development of many commonly used nonparametric Bayesian models as generalizations of the Dirichlet process (DP) in different directions, including Pólya tree (PT) models, species sampling models (SSM), dependent DP (DDP) models and product partition models (PPM). The selection of topics is subjective, simply driven by what the authors are familiar with. As a result, some useful and elegant classes of models such as normalized...