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Parameterizing the effect of a continuous treatment using average derivative effects

用平均导数效应参数化连续处理的影响

Summary The average treatment effect is commonly used to quantify the main effect of a binary treatment on an outcome. Extensions to continuous treatments are usually based on the dose-response curve or shift interventions, but both require strong overlap conditions, and the resulting curves may be difficult to summarize. This article focuses instead on average derivative effects, which are scalar estimands related to infinitesimal shift interventions requiring only local…

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Inferring manifolds using Gaussian processes

利用高斯过程推断流形

Abstract It is often of interest to infer lower-dimensional structure underlying complex data. As a flexible class of nonlinear structures, it is common to focus on Riemannian manifolds. Most existing manifold-learning algorithms replace the original data with lower-dimensional coordinates without providing an estimate of the manifold or using it to denoise the original data. This article proposes a new methodology to address these issues, allowing interpolation of the…

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Asymptotics for a class of parametric martingale posteriors

一类参数化鞅后验的渐近理论

Summary The martingale posterior framework replaces the elicitation of the likelihood and prior with that of a sequence of one-step-ahead predictive densities for Bayesian inference. Posterior sampling then involves the imputation of unobserved quantities and can then be carried out in an expedient and parallelizable manner using predictive resampling, without requiring Markov chain Monte Carlo. Recent work has investigated the use of plug-in parametric predictive densities,…

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Randomization-based confidence sets for the local average treatment effect

局部平均处理效应的随机化置信集合

Summary We consider the problem of generating confidence sets in randomized experiments with noncompliance. We show that a refinement of a randomization-based procedure proposed by Imbens & Rosenbaum (2005) has desirable properties. Specifically, we show that using a studentized Anderson–Rubin statistic as a test statistic yields confidence sets that are finite-sample exact under treatment effect homogeneity and remain asymptotically valid for the local average treatment…

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Estimating ratios of means of multicategory data observed with sample and category perturbations

样本与类别扰动下多类别数据的均值比估计

Summay We consider the problem of estimating ratios of means of a multivariate outcome across covariates when the data are observed with unknown sample-specific and category-specific perturbations. Our model admits a partially identifiable estimand, and we establish full identifiability by imposing interpretable parameter constraints. To reduce bias and guarantee the existence of estimators in the presence of sparse observations, we apply an asymptotically negligible and…

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Geodesic slice sampling on Riemannian manifolds

黎曼流形上的测地线切片采样

Summary We propose a theoretically justified and practically applicable slice-sampling-based Markov chain Monte Carlo method for approximate sampling from probability measures on Riemannian manifolds. The latter naturally arise as posterior distributions in Bayesian inference of matrix-valued parameters, for example belonging to either the Stiefel or the Grassmann manifold. Our method, called geodesic slice sampling, generalizes hit-and-run slice sampling on $ \mathbb{R}^{d} $…

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Treatment choice with nonlinear regret

非线性遗憾下的处理选择

Summary Following Savage (1951)and Manski (2004), the literature on statistical treatment choice focuses on the mean of welfare regret. Ignoring other features of the regret distribution, however, can lead to a rule that is sensitive to sampling uncertainty. We propose to minimize the mean of a nonlinear transformation of regret and show that singleton rules are not essentially complete for nonlinear regret. Focusing on mean-square regret, we derive closed-form fractions for…

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Assumption-lean post-integrated inference with surrogate-control outcomes

利用代理控制结局的数据整合后推断

Summary Data integration methods aim to extract low-dimensional embeddings from high-dimensional outcomes to remove unwanted variation, such as batch effects and unmeasured covariates, across heterogeneous datasets. However, multiple hypothesis testing after integration can be biased due to data-dependent processes. We introduce a robust post-integrated inference method that accounts for latent heterogeneity by leveraging control outcomes. Using causal interpretations, we…

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Testing for latent structure via the Wilcoxon–Wigner random matrix of normalized rank statistics

基于标准化秩统计量的 Wilcoxon–Wigner 矩阵潜在结构检验

Summary This paper considers the problem of testing for latent structure in large symmetric data matrices. The goal is to develop statistically principled methodology that is flexible in its applicability, computationally efficient and insensitive to extreme data variation, thereby overcoming limitations of existing approaches. To this end, we introduce and systematically study certain symmetric matrices, called Wilcoxon–Wigner random matrices, whose entries are normalized…

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Calibrated sensitivity models

校准敏感性模型

Summary In causal inference, sensitivity models are used to assess how unmeasured confounders could alter causal analyses, but the sensitivity parameter (which quantifies the degree of unmeasured confounding) is often difficult to interpret. For this reason, researchers sometimes compare the sensitivity parameter to an estimate of measured confounding, a process known as calibration or benchmarking. However, calibrated estimates are not always interpreted correctly, and…

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Spectral estimation for point processes and random fields

点过程与随机场的谱估计

Summary Spatial variables can be observed in many different forms, such as regularly sampled random fields (lattice data), point processes and randomly sampled spatial processes. Joint analysis of such collections of observations is clearly desirable, but complicated by the lack of an easily implementable analysis framework. We fill this gap by providing a multitaper analysis framework using coupled discrete and continuous data tapers, combined with the discrete Fourier…

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A spectral framework for multi-view subspace learning using the product of projections

利用投影乘积进行多视图子空间学习的谱框架

Summary Multi-view data provide complementary information on the same set of observations, with multi-omics and multimodal sensor data being common examples. Analysing such data typically requires distinguishing between shared (joint) and unique (individual) signal subspaces from noisy, high-dimensional measurements. Despite many proposed methods, the conditions for reliably identifying joint and individual subspaces remain unclear. We rigorously quantify these conditions,…

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Asymptotic validity and finite-sample properties of approximate randomization tests

近似随机化检验的渐近有效性与有限样本性质

Summary Randomization tests rely on simple data transformations and possess an appealing robustness property. In addition to being finite-sample valid if the data distribution is invariant under the transformation, these tests can be asymptotically valid under a suitable studentization of the test statistic, even if the invariance does not hold. However, practical implementation often encounters noisy data, resulting in approximate randomization tests that may not be as…

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On the consistency of bootstrap for matching estimators

匹配估计量的自助法一致性

Summary In a landmark paper, Abadie & Imbens (2008)showed that the naive bootstrap is inconsistent when applied to nearest neighbour matching estimators of the average treatment effect with a fixed number of matches. Since then, this finding has inspired numerous efforts to address the inconsistency issue, typically by employing alternative bootstrap methods. In contrast, in this work we show that the naive bootstrap is provably consistent for the original matching…

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Generalized Fréchet means with random minimizing domains and its strong consistency

随机最小化域的广义Fréchet均值及其强相合性

Summary This paper introduces a novel extension of Fréchet means, referred to as generalized Fréchet means, as a comprehensive framework for describing the characteristics of random elements. The generalized Fréchet mean is defined as the minimizer of a cost function, and the framework encompasses various extensions of Fréchet means that have appeared in the literature. The most distinctive feature of the proposed framework is that it allows the domain of minimization for…

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Characteristic-function-based tests for spatial randomness

基于特征函数的空间随机性检验

Summary We introduce a new type of test for complete spatial randomness that applies to mapped point patterns in a rectangle or a cube of any dimension. This is the first test of its kind to be based on characteristic functions and utilizes a weighted $ L_{2} $ distance between the empirical and uniform characteristic functions. The test shows surprising connections with Ripley’s $ K $-function and Zimmerman’s $ \bar{\omega}^{2} $ statistic. It is also simple to calculate…

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High-dimensional covariance estimation by pairwise likelihood truncation

通过成对似然截断估计高维协方差

Summary Pairwise likelihood is an approximation of the full likelihood function that facilitates the analysis of high-dimensional covariance models. By combining marginal bivariate likelihoods, it effectively simplifies high-dimensional dependencies, making the estimation process more manageable. We introduce estimation of sparse high-dimensional covariance matrices by maximizing a truncated version of the pairwise likelihood function, obtained by including pairwise terms…

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Geodesic optimal transport regression

测地线最优传输回归

Summary Classical regression models do not cover non-Euclidean data that reside in a general metric space, while the current literature on non-Euclidean regression has, by and large, focused on scenarios where either predictors or responses are random objects, i.e., non-Euclidean, but not both. In this paper we propose geodesic optimal transport regression models for the case where both predictors and responses lie in a common geodesic metric space, and predictors may…

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Bounds on causal effects in $ 2^{K} $ factorial experiments with noncompliance

存在不依从时二水平多因素实验的因果效应界

Summary Factorial experiments are ubiquitous in the social and biomedical sciences, but when units fail to comply with each assigned factor, identification and estimation of the average treatment effects become impossible without strong assumptions. Leveraging an instrumental variables approach, previous studies have shown how to define and estimate the causal effect of treatment uptake among respondents who comply with treatment. A major caveat is that these results rely on…

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Sparse higher-order partial least squares for simultaneous variable selection, dimension reduction and tensor denoising

稀疏高阶偏最小二乘:变量选择、降维与张量去噪

Abstract Motivated by the challenge of estimating effects of DNA methylation on 3D genomic contacts captured by multimodal single-cell Hi-C data, we consider the tensor-response partial least squares model with $ \mathcal{Y}=\mathcal{B}\times_{1}X+\mathcal{F} $, where the correlated high-dimensional predictors $ X\in\mathbb{R}^{n\times d_{1}} $ and the sparse and noisy high-dimensional responses $ \mathcal{Y}\in\mathbb{R}^{n\times\prod_{m}d_{m}} $ are observed, the low-rank…

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Harnessing the collective wisdom: fusion learning using decision sequences from diverse sources

汇聚集体智慧:利用多来源决策序列的融合学习

Summary We introduce an integrative ranking and thresholding framework for fusing evidence from multiple testing procedures. The key innovation is a method that transforms binary testing decisions into compound $ e $-values, enabling the combination of findings across diverse data sources or studies. We demonstrate that our new framework ensures overall false discovery rate control, provided that the individual studies maintain their respective false discovery rate levels.…

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Thinning a Wishart random matrix

Wishart随机矩阵的数据拆分

Summary Recent work has explored data thinning, a generalization of sample splitting that involves decomposing a (possibly matrix-valued) random variable into independent components. In the special case of an $ n\times p $ random matrix with independent and identically distributed $ N_{p}(\mu,\Sigma) $ rows, Dharamshi et al. (2026)provided a comprehensive analysis of the settings in which thinning is or is not possible: briefly, if $ \Sigma $ is unknown then one can thin…

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Uniform inference in linear mixed models

线性混合模型中的一致推断

Summary We provide finite-sample distribution approximations that are uniform in the parameter for inference in linear mixed models. The focus is on variances and covariances of random effects in cases where existing theory fails because the covariance matrix is nearly or exactly singular and hence near or at the boundary of the parameter set. Quantitative bounds on the differences between the standard normal density and densities of linear combinations of the score function…

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Extremal correlation coefficient for functional data

函数型数据的极端相关系数

Abstract We propose a coefficient that measures extremal dependence in paired samples of functions. It has properties similar to the Pearson correlation, but differs in two significant ways: (i) it is designed to measure dependence between curves; and (ii) it focuses only on extreme curves. The new coefficient is derived within the framework of regular variation in Banach spaces. A consistent estimator is proposed and justified by an asymptotic analysis and a simulation…

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