Institut de Mathématiques de Marseille, UMR 7373




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Séminaire Statistiques

par Ghattas Badih, Le Gouic Thibaut, Lozingot Eric, Willer Thomas - publié le , mis à jour le

Agenda

Séminaire

  • Lundi 9 octobre 14:00-15:00 - Estelle Kuhn - INRA Jouy en Josas

    Testing variance components in nonlinear mixed effects models

    Résumé : Joint work with Charlotte Baey and Paul-Henry Cournède (CentraleSupélec, MICS)
    Mixed effects models are widely used to describe inter and intra individual variabilities in a population. A fundamental question when adjusting such a model to the population consists in identifying the parameters carrying the different types of variabilities, i.e. those that can be considered constant in the population, referred to as fixed effects, and those that vary among individuals, referred to as random effects.
    In this work, we propose a test procedure based on the likelihood ratio one for testing if the variances of a subset of the random effects are equal to zero. The standard theoretical results on the asymptotic distribution of the likelihood ratio test can not be applied in our context. Indeed the assumptions required are not fulfilled since the tested parameter values are on the boundary of the parameter space. The issue of variance components testing has been addressed in the context of linear mixed effects models by several authors and in the particular case of testing the variance of one single random effect in nonlinear mixed effects models. We address the case of testing that the variances of a subset of the random effects are equal to zero. We proof that the asymptotic distribution of the test is a chi bar square distribution, indeed a mixture of chi square distributions, and identify the weights of the mixture. We highlight that the limit distribution depends on the presence or not of correlations between the random effects. We present numerical tools to compute the corresponding quantiles. Finally, we illustrate the finite sample size properties of the test procedure through simulation studies and on real data.

    Lieu : FRUMAM, salle de séminaire du 2ème étage

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  • Lundi 9 octobre 15:30-16:30 - Gilles Didier - I2M

    Séminaire Statistiques (TBA)

    Lieu : FRUMAM, salle de séminaire du 2ème étage

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  • Lundi 6 novembre 14:00-15:00 - Franck Picard - Laboratoire Biometrie et Biologie Evolutive (Univ Lyon 1)

    Continuous testing for Poisson process intensities : A new perspective on scanning statistics

    Résumé : We propose a novel continuous testing framework to test the intensities of Poisson Processes. This framework allows a rigorous definition of the complete testing procedure, from an infinite number of hypothesis to joint error rates. Our work extends traditional procedures based on scanning windows, by controlling the family-wise error rate and the false discovery rate in a non-asymptotic manner and in a continuous way. The decision rule is based on a pvalue process that can be estimated by a Monte-Carlo procedure. We also propose new test statistics based on kernels. Our method is applied in Neurosciences and Genomics through the
    standard test of homogeneity, and the two-sample test.

    Lieu : FRUMAM, salle de séminaire du 3ème étage

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  • Lundi 6 novembre 15:30-16:30 - Karim Lounici - Laboratoire J.A. Dieudonné (Nice)

    Séminaire Statistiques (TBA)

    Lieu : FRUMAM, salle de séminaire du 3ème étage

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groupe de travail

Manifestation scientifique

  • Du 18 décembre 09:00 au 22 décembre 14:00 -

    Rencontres de statistique mathématique au CIRM

Descriptif
Nature Séminaire
Intitulé Statistiques
Responsables Thibaut Le Gouic
Thomas Willer
Équipe de rattachement Statistiques du Groupe ALEA
Fréquence Hebdomadaire
Jour-Horaire Le Lundi à 14h
Lieu FRUMAM, St Charles (accès)

Contacts :
thibaut.le-gouic_at_centrale-marseille.fr
thomas.willer_at_univ-amu.fr
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