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Statistical Inference with Mixed-Effect Model for Covariate-Adaptive Randomized Experiments

协变量自适应随机实验中混合效应模型的统计推断

Recent clinical studies increasingly involve a long factor with many levels, e.g., investigation sites, resulting in a large number of strata that must be accounted for either through design or subsequent analysis. This complication has prompted concerns from the U.S. Food and Drug Administration (FDA, 2023) regarding the adequacy of standard statistical methods, whose performance may deteriorate, and their properties become unclear when the number of strata is relatively…

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Robust Unsupervised Multi-Task and Transfer Learning on Gaussian Mixture Models

高斯混合模型的稳健无监督多任务与迁移学习

Unsupervised learning has been widely used in many real-world applications. One of the simplest and most important unsupervised learning models is the Gaussian mixture model (GMM). In this work, we study the multi-task learning problem on GMMs, which aims to leverage potentially similar GMM parameter structures among tasks to obtain improved learning performance compared to single-task learning. We propose a multi-task GMM learning procedure based on the EM algorithm that…

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Testing heterogeneous treatment effect with quantile regression under covariate-adaptive randomization

协变量自适应随机化下的分位数异质处理效应检验

In economic studies and clinical trials , it is prevalent to observe heterogeneous treatment effects that vary depending on the relative locations of units in the distribution of responses. In this study, we propose using quantile regression to estimate and conduct inference for conditional quantile treatment effects (cQTEs) in covariate-adaptive randomized experiments. First, we present sufficient conditions for consistently estimating the cQTEs, concerning the bias due to…

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Testing specification of distribution in stochastic frontier analysis

随机前沿分析中无效率分布设定的检验

Stochastic frontier analysis is regularly used in empirical studies to evaluate the productivity and efficiency of companies. A typical stochastic frontier model involves a parametric frontier subject to a composite error term consisting of an inefficiency and a random error. We develop new tests for specification of distribution of the inefficiency. We focus on simultaneous relaxation of two common assumptions: (1) parametric frontier which may lead to false conclusions…

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A projection-based conditional dependence measure with applications to high-dimensional undirected graphical models

基于投影的条件依赖度量及其在高维无向图模型中的应用

Measuring conditional dependence is an important topic in econometrics with broad applications including graphical models. Under a factor model setting, a new conditional dependence measure based on projection is proposed. The corresponding conditional independence test is developed with the asymptotic null distribution unveiled where the number of factors could be high-dimensional. It is also shown that the new test has control over the asymptotic type I error and can be…

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QUADRO: A supervised dimension reduction method via Rayleigh quotient optimization

QUADRO:基于瑞利商优化的监督降维

We propose a novel Rayleigh quotient based sparse quadratic dimension reduction method - named QUADRO (Quadratic Dimension Reduction via Rayleigh Optimization) - for analyzing high- dimensional data. Unlike in the linear setting where Rayleigh quotient optimization coincides with classification, these two problems are very different under nonlinear settings. In this paper, we clarify this difference and show that Rayleigh quotient optimization may be of independent…

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