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Modeling correlated or highly stratified multiple-response data becomes a common data analysis task due to modern data monitoring facilities and methods. Generalized estimating equations (GEE) is one of the popular statistical methods for analyzing this kind of data. In this paper, we present a sequential estimation procedure for obtaining GEE-based estimates. In addition to the conventional random sampling, the proposed method features adaptive subject recruiting and variable selection. Moreover, we equip our method with an adaptive shrinkage property so that it can decide the effective variables during the estimation procedure and build a confidence set with a pre-specified precision for the corresponding parameters. In addition to the statistical properties of the proposed procedure, we assess our method using both simulated data and real data sets.
We discuss Bayesian model uncertainty analysis and forecasting in sequential dynamic modeling of multivariate time series. The perspective is that of a decision-maker with a specific forecasting objective that guides thinking about relevant models. B
In this paper, we aim at solving a class of multiple testing problems under the Bayesian sequential decision framework. Our motivating application comes from binary labeling tasks in crowdsourcing, where the requestor needs to simultaneously decide w
Selecting input variables or design points for statistical models has been of great interest in adaptive design and active learning. Motivated by two scientific examples, this paper presents a strategy of selecting the design points for a regression
The article considers the problem of estimating a high-dimensional sparse parameter in the presence of side information that encodes the sparsity structure. We develop a general framework that involves first using an auxiliary sequence to capture the
In the case of a linear state space model, we implement an MCMC sampler with two phases. In the learning phase, a self-tuning sampler is used to learn the parameter mean and covariance structure. In the estimation phase, the parameter mean and covari