Predictive Likelihood: A Review

Sensitivity, specificity, predictive values, and likelihood ratios.

First Trimester Potential Biochemical Predictive Tests for Gestational Diabetes Mellitus: A Systematic Review

Objective: Gestational diabetes mellitus (GDM) is the most common metabolic complication during pregnancy. So, a large number of studies have evaluated the usefulness of different screening tests. The aim of this study was focused on the potential of only first-trimester screening used in the prediction of GDM. Materials and Methods: In this systematic review, we searched PubMed, EMBASE, and S...

Shrinkage and Penalized Likelihood as Methods to Improve Predictive Accuracy

Hans C. van Houwelingen Saskia le Cessie Department of Medical Statistics, Leiden, The Netherlands P.O.Box 9604 2300 RC Leiden, The Netherlands email: [email protected] Abstract A review is given of shrinkage and penalization as tools to improve predictive accuracy of regression models. The James-Stein estimator is taken as starting point. Procedures covered are the Pre-test Estimation, ...

Predictive Likelihood Comparisons with DSGE and DSGE-VAR Models

In this paper we treat the issue of forecasting with DSGE and DSGE-VAR models, with particular attention to Bayesian estimation of the predictive distribution and its mean and covariance. As a novel contribution to the forecasting literature, which extends beyond (log-linearized) DSGE models and DSGE-VARs, we show how the value of the h-step-ahead marginal and joint predictive likelihood for a ...

Distance Enhancing Constraints for Noise Predictive Maximum Likelihood Detectors

|Using performance analysis of Reduced State Sequence Estimators (RSSE), we characterize dominant error events for a Noise Predictive Maximum Likelihood (NPML) detector. The error event characterization may be used to determine distance enhancing constraints that improve the reliability of NPML/RSSE detection. An example of a constraint that provides approximately :8 dB asymptotic coding gain f...