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高维部分函数型线性回归AI 解读

In modern experiments, functional and nonfunctional data are often encountered simultaneously when observations are sampled from random processes and high-dimensional scalar covariates. It is difficult to apply existing methods for model selection and estimation. We propose a new class of partially functional linear models to characterize the regression between a scalar response and covariates of both functional and scalar types. The new approach provides a unified and…

条件独立性的非参数贝叶斯推断AI 解读

In many application areas, a primary focus is on assessing evidence in the data refuting the assumption of independence of |$Y$| and |$X$| conditionally on |$Z$|⁠, with |$Y$| response variables, |$X$| predictors of interest, and |$Z$| covariates. Ideally, one would have methods available that avoid parametric assumptions, allow |$Y, X, Z$| to be random variables on arbitrary spaces with arbitrary dimension, and accommodate rapid consideration of different candidate…

多元函数型数据可解释协方差的 Fréchet 积分与自适应度量选择AI 解读

For multivariate functional data recorded from a sample of subjects on a common domain, one is often interested in the covariance between pairs of the component functions, extending the notion of a covariance matrix for multivariate data to the functional case. A straightforward approach is to integrate the pointwise covariance matrices over the functional time domain. We generalize this approach by defining the Fréchet integral, which depends on the metric chosen for the…

似然与边际复合似然二阶理论的统一：表1AI 解读

An adjustment for marginal composite likelihoods is derived to match the second-order theory of the likelihood when inference is for a vector-valued parameter in the absence of nuisance components. The adjustment overcomes the failure of Bartlett identities for marginal composite likelihoods and leads to a Bartlett-correctable marginal composite likelihood ratio statistic.

随机变量比值的分布AI 解读

Inversion formulae are derived that express the density and distribution function of a ratio of random variables in terms of the joint characteristic function of the numerator and denominator. The resulting expressions are amenable to numerical evaluation and lead to simple asymptotic expansions. The expansions reduce to known results when the denominator is almost surely positive. Their accuracy is demonstrated with numerical examples.

分数布朗运动驱动的部分观测随机微分方程的贝叶斯推断AI 解读

We consider continuous-time diffusion models driven by fractional Brownian motion. Observations are assumed to possess a nontrivial likelihood given the latent path. Due to the non-Markovian and high-dimensional nature of the latent path, estimating posterior expectations is computationally challenging. We present a reparameterization framework based on the Davies and Harte method for sampling stationary Gaussian processes and use it to construct a Markov chain Monte Carlo…

分类响应广义线性模型的一种新表述AI 解读

Many regression models for categorical responses have been introduced, motivated by different paradigms, but it is difficult to compare them because of their different specifications. In this paper we propose a unified specification of regression models for categorical responses, based on a decomposition of the link function into an inverse continuous cumulative distribution function and a ratio of probabilities. This allows us to define a new family of reference models for…

考虑稀释效应的组检测数据非参数方法AI 解读

Group testing methods are used widely to assess the presence of a contaminant, based on measurements of the concentration of a biomarker, for example to test the presence of a disease in pooled blood samples. The test would be perfect if it produced a positive result whenever the contaminant was present, and a negative result otherwise. However, in practice the test is always at least somewhat imperfect, for example because it is sensitive to the proportion of contaminated…

协变量缺失的 Cox 回归模型诊断度量AI 解读

-values of the goodness of fit statistics. Simulation studies are conducted to evaluate our methods, and a real data set is analyzed to illustrate their use.

效应量具有高斯先验时的最优多重检验AI 解读

We develop a new method for large-scale frequentist multiple testing with Bayesian prior information. We find optimal $p$-value weights that maximize the average power of the weighted Bonferroni method. Due to the nonconvexity of the optimization problem, previous methods that account for uncertain prior information are suitable for only a small number of tests. For a Gaussian prior on the effect sizes, we give an efficient algorithm that is guaranteed to find the optimal…

椭圆型 ℓ-Pareto 过程的高效推断与模拟AI 解读

Recent advances in extreme value theory have established |$\ell $|-Pareto processes as the natural limits for extreme events defined in terms of exceedances of a risk functional. In this paper we provide methods for the practical modelling of data based on a tractable yet flexible dependence model. We introduce the class of elliptical |$\ell $|-Pareto processes, which arise as the limits of threshold exceedances of certain elliptical processes characterized by a correlation…

治疗分配与终止相竞争时治疗下平均结局的直接估计AI 解读

Several authors have investigated the challenges of statistical analyses and inference in the presence of early treatment termination, including a loss of efficiency in randomized controlled trials and a connection to dynamic regimes in observational studies. Popular estimation strategies for causal estimands in dynamic regimes lend themselves to studies where treatment is assigned at a finite number of points and the extension to continuous treatment assignment is…

变量测量误差模型的局部最优设计AI 解读

We consider the construction of optimal designs for nonlinear regression models when there are measurement errors in the covariates. Corresponding approximate design theory is developed for maximum likelihood and least-squares estimation, with the latter leading to nonconcave optimization problems. Analytical characterizations of the locally D-optimal saturated designs are provided for the Michaelis–Menten, |$E_{\rm max}$| and exponential regression models. Through concrete…

Lasso 估计量的成对 Bootstrap 有效性AI 解读

We study the validity of the pairs bootstrap for lasso estimators in linear regression models with random covariates and heteroscedastic error terms. We show that the naive pairs bootstrap does not provide a valid method for approximating the distribution of the lasso estimator. To overcome this deficiency, we introduce a modified pairs bootstrap procedure and prove its consistency. Finally, we consider the adaptive lasso and show that the modified pairs bootstrap…

用于贝叶斯预测的奇异值收缩先验AI 解读

We develop singular value shrinkage priors for the mean matrix parameters in the matrix-variate normal model with known covariance matrices. Our priors are superharmonic and put more weight on matrices with smaller singular values. They are a natural generalization of the Stein prior. Bayes estimators and Bayesian predictive densities based on our priors are minimax and dominate those based on the uniform prior in finite samples. In particular, our priors work well when the…

实验设计的一般加权最优性AI 解读

The standard approach to finding optimal experimental designs employs conventional measures of design efficacy, such as the |$A$|⁠, |$E$|⁠, and |$D$|-criterion, that assume equal interest in all estimable functions of model parameters. This paper develops a general theory for weighted optimality, allowing precise design selection according to expressed relative interest in different functions in the estimation space. The approach employs a very general class of…

探索效应修饰的观察性研究中族错误率的强控制AI 解读

An effect modifier is a pretreatment covariate that affects the magnitude of the treatment effect or its stability. When there is effect modification, an overall test that ignores an effect modifier may be more sensitive to unmeasured bias than a test that combines results from subgroups defined by the effect modifier. If there is effect modification, one would like to identify specific subgroups for which there is evidence of effect that is insensitive to small or moderate…

昂贵协变量的响应依赖抽样关联得分检验AI 解读

Response-dependent sampling is widely used in settings where certain variables are expensive to obtain. Estimation has been thoroughly investigated but recent applications have emphasized tests of association for expensive covariates and a response variable. We consider testing and provide easily implemented likelihood score tests for generalized linear models under a broad range of sampling plans. We show that when there are no additional covariates, the score statistics…

共享核贝叶斯筛选AI 解读

This article concerns testing for equality of distribution between groups. We focus on screening variables with shared distributional features such as common support, modes and patterns of skewness. We propose a Bayesian testing method using kernel mixtures, which improves performance by borrowing information across the different variables and groups through shared kernels and a common probability of group differences. The inclusion of shared kernels in a finite mixture,…

变点估计：重新审视多重检验问题AI 解读

We consider large scale multiple testing for data that have locally clustered signals. With this structure, we apply techniques from changepoint analysis and propose a boundary detection algorithm so that the clustering information can be utilized. Consequently the precision of the multiple testing procedure is substantially improved. We study tests with independent as well as dependent |$p$|-values. Monte Carlo simulations suggest that the methods perform well with…

匹配队列研究中的半参数因果推断AI 解读

Odds ratios can be estimated in case-control studies using standard logistic regression, ignoring the outcome-dependent sampling. In this paper we discuss an analogous result for treatment effects on the treated in matched cohort studies. Specifically, in studies where a sample of treated subjects is observed along with a separate sample of possibly matched controls, we show that efficient and doubly robust estimators of effects on the treated are computationally equivalent…

基于 Fisher–Rao 度量的贝叶斯敏感性分析AI 解读

We propose a geometric framework to assess sensitivity of Bayesian procedures to modelling assumptions based on the nonparametric Fisher–Rao metric. While the framework is general, the focus of this article is on assessing local and global robustness in Bayesian procedures with respect to perturbations of the likelihood and prior, and on the identification of influential observations. The approach is based on a square-root representation of densities, which enables…

删失数据下非参数遗传风险函数的有效估计AI 解读

With an increasing number of causal genes discovered for complex human disorders, it is crucial to assess the genetic risk of disease onset for individuals who are carriers of these causal mutations and compare the distribution of age-at-onset with that in non-carriers. In many genetic epidemiological studies aiming at estimating causal gene effect on disease, the age-at-onset of disease is subject to censoring. In addition, some individuals' mutation carrier or non-carrier…

利用信息矩阵近似设计含随机区组效应的广义线性模型实验AI 解读

The selection of optimal designs for generalized linear mixed models is complicated by the fact that the Fisher information matrix, on which most optimality criteria depend, is computationally expensive to evaluate. We provide two novel approximations that reduce the computational cost of evaluating the information matrix by complete enumeration of response outcomes, or Monte Carlo approximations thereof: an asymptotic approximation that is accurate when there is strong…