Local partial-likelihood estimation for lifetime data

Local Partial - Likelihood Estimation for Lifetime Data

This paper considers a proportional hazards model, which allows one to examine the extent to which covariates interact nonlinearly with an exposure variable, for analysis of lifetime data. A local partial-likelihood technique is proposed to estimate nonlinear interactions. Asymptotic normality of the proposed estimator is established. The baseline hazard function, the bias and the variance of t...

Local Likelihood and Local Partial Likelihood in Hazard Regression

Partial Likelihood Methods for Probability Density Estimation

Partial likelihood (PL) establishes a sufficiently general framework to develop and study statistical properties of nonlinear techniques in signal processing. In [I], we present the theorem by which the fundamental information-theoretic relationship for learning on the P L cost, the equivalence of likelihood maximization and relative entropy minimization, is established. In this paper, we refor...

Local likelihood estimation for nonstationary random fields

We develop a weighted local likelihood estimate for the parameters that govern the local spatial dependency of a locally stationary random field. The advantage of this local likelihood estimate is that it smoothly downweights the influence of faraway observations, works for irregular sampling locations, and when designed appropriately, can trade bias and variance for reducing estimation error. ...

Phylogenetic estimation with partial likelihood tensors

We present an alternative method for calculating likelihoods in molecular phylogenetics. Our method is based on partial likelihood tensors, which are generalizations of partial likelihood vectors, as used in Felsenstein's approach. Exploiting a lexicographic sorting and partial likelihood tensors, it is possible to obtain significant computational savings. We show this on a range of simulated d...