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Probit、Tobit、多项 Probit 及扩展模型的贝叶斯共轭性：综述与新结果AI 解读

A broad class of models that routinely appear in several fields can be expressed as partially or fully discretized Gaussian linear regressions. Besides including classical Gaussian response settings, this class also encompasses probit, multinomial probit and tobit regression, among others, thereby yielding one of the most widely-implemented families of models in routine applications. The relevance of such representations has stimulated decades of research in the Bayesian…

费城犯罪趋势：结合粒子优化的贝叶斯聚类AI 解读

Accurate estimation of the change in crime over time is a critical first step toward better understanding of public safety in large urban environments. Bayesian hierarchical modeling is a natural way to study spatial variation in urban crime dynamics at the neighborhood level, since it facilitates principled "sharing of information" between spatially adjacent neighborhoods. Typically, however, cities contain many physical and social boundaries that may manifest as spatial…

灵活的零膨胀泊松–伽马模型及微生物组序列计数应用AI 解读

In microbiome studies, it is of interest to use a sample from a population of microbes, such as the gut microbiota community, to estimate the population proportion of these taxa. However, due to biases introduced in sampling and preprocessing steps, these observed taxa abundances may not reflect true taxa abundance patterns in the ecosystem. Repeated measures, including longitudinal study designs, may be potential solutions to mitigate the discrepancy between observed…

区间响应的特征筛选：招聘工资与技能要求的关联AI 解读

It is important to quantify the differences in returns to skills using the online job advertisements data, which have attracted great interest in both labor economics and statistics fields. In this paper, we study the relationship between the posted salary and the job requirements in online labor markets. There are two challenges to deal with. First, the posted salary is always presented in an interval-valued form, for example, 5k-10k yuan per month. Simply taking the…

具有持仓数量约束的高维投资组合选择AI 解读

The expanding number of assets offers more opportunities for investors but poses new challenges for modern portfolio management (PM). As a central plank of PM, portfolio selection by expected utility maximization (EUM) faces uncontrollable estimation and optimization errors in ultrahigh-dimensional scenarios. Past strategies for high-dimensional PM mainly concern only large-cap companies and select many stocks, making PM impractical. We propose a…

检测组间函数关系异质性的核部分置换检验AI 解读

We propose a kernel-based partial permutation test for checking the equality of functional relationship between response and covariates among different groups. The main idea, which is intuitive and easy to implement, is to keep the projections of the response vector Y on leading principle components of a kernel matrix fixed and permute Y’s projections on the remaining principle components. The proposed test allows for different choices of kernels, corresponding to different…

加速稀疏高斯图模型的贝叶斯结构学习AI 解读

Bayesian structure learning in Gaussian graphical models is often done by search algorithms over the graph space.The conjugate prior for the precision matrix satisfying graphical constraints is the well-known G-Wishart.With this prior, the transition probabilities in the search algorithms necessitate evaluating the ratios of the prior normalizing constants of G-Wishart.In moderate to high-dimensions, this ratio is often approximated by using sampling-based methods as…

高维多变量类别响应回归的似然方法AI 解读

We propose a penalized likelihood method to fit the bivariate categorical response regression model. Our method allows practitioners to estimate which predictors are irrelevant, which predictors only affect the marginal distributions of the bivariate response, and which predictors affect both the marginal distributions and log odds ratios. To compute our estimator, we propose an efficient first order algorithm which we extend to settings where some subjects have only one…

超高维混合类型相关变量的广义因子模型AI 解读

As high-dimensional data measured with mixed-type variables gradually become prevalent, it is particularly appealing to represent those mixed-type high-dimensional data using a much smaller set of so-called factors. Due to the limitation of the existing methods for factor analysis that deal with only continuous variables, in this article, we develop a generalized factor model, a corresponding algorithm and theory for ultra-high dimensional mixed types of variables where both…

双变量混合分布的极端值建模及其海洋数据应用AI 解读

There currently exist a variety of statistical methods for modeling bivariate extremes. However, when the dependence between variables is driven by more than one latent process, these methods are likely to fail to give reliable inferences. We consider situations in which the observed dependence at extreme levels is a mixture of a possibly unknown number of much simpler bivariate distributions. For such structures, we demonstrate the limitations of existing methods and…

大规模面板高频数据中全局与局部主成分分析的差异AI 解读

In this article, we study the discrepancy between the global principal component analysis (GPCA) and local principal component analysis (LPCA) in recovering the common components of a large-panel high-frequency data. We measure the discrepancy by the total sum of squared differences between common components reconstructed from GPCA and LPCA. The asymptotic distribution of the discrepancy measure is provided when the factor space is time invariant as the dimension p and…

高维二元结局广义线性模型的统计推断AI 解读

This paper develops a unified statistical inference framework for high-dimensional binary generalized linear models (GLMs) with general link functions. Both unknown and known design distribution settings are considered. A two-step weighted bias-correction method is proposed for constructing confidence intervals and simultaneous hypothesis tests for individual components of the regression vector. Minimax lower bound for the expected length is established and the proposed…

通过错误率控制数据驱动地选择变点数量AI 解读

In multiple change-point analysis, one of the main difficulties is to determine the number of change-points. Various consistent selection methods, including the use of Schwarz information criterion and cross-validation, have been proposed to balance the model fitting and complexity. However, there is lack of systematic approaches to provide theoretical guarantee of significance in determining the number of changes. In this paper, we introduce a data-adaptive selection…

基于剖面伪似然的快速网络社区检测AI 解读

The stochastic block model is one of the most studied network models for community detection, and fitting its likelihood function on large-scale networks is known to be challenging. One prominent work that overcomes this computational challenge is the fast pseudo-likelihood approach proposed by Amini et al. for fitting stochastic block models to large sparse networks. However, this approach does not have convergence guarantee, and may not be well suited for small and medium…

有限总体抽样中基于随机森林的模型辅助估计AI 解读

In surveys, the interest lies in estimating finite population parameters such as population totals and means. In most surveys, some auxiliary information is available at the estimation stage. This information may be incorporated in the estimation procedures to increase their precision. In this article, we use random forests (RFs) to estimate the functional relationship between the survey variable and the auxiliary variables. In recent years, RFs have become attractive as…

调查实验中的拒绝式抽样、再随机化与回归调整AI 解读

Classical randomized experiments, equipped with randomization-based inference, provide assumption-free inference for treatment effects. They have been the gold standard for drawing causal inference and provide excellent internal validity. However, they have also been criticized for questionable external validity, in the sense that the conclusion may not generalize well to a larger population. The randomized survey experiment is a design tool that can help mitigate this…

存在处理诱导混杂的中介分析：识别、半参数效率与四重稳健估计AI 解读

Natural mediation effects are often of interest when the goal is to understand a causal mechanism. However, most existing methods and their identification assumptions preclude treatment-induced confounders often present in practice. To address this fundamental limitation, we provide a set of assumptions that identify the natural direct effect in the presence of treatment-induced confounders. Even when some of those assumptions are violated, the estimand still has an…

分层随机实验中的再随机化AI 解读

Stratification and rerandomization are two well-known methods used in randomized experiments for balancing the baseline covariates. Renowned scholars in experimental design have recommended combining these two methods; however, limited studies have addressed the statistical properties of this combination. This article proposes two rerandomization methods to be used in stratified randomized experiments, based on the overall and stratum-specific Mahalanobis distances. The…

信息性删失下两个事件时间的关联评估AI 解读

This article is concerned with evaluating the association between two event times without specifying the joint distribution parametrically. This is particularly challenging when the observations on the event times are subject to informative censoring due to a terminating event such as death. There are few methods suitable for assessing covariate effects on association in this context. We link the joint distribution of the two event times and the informative censoring time…

最优模拟器选择AI 解读

Computer simulators are widely used for the study of complex systems. In many applications, there are multiple simulators available with different scientific interpretations of the underlying mechanism, and the goal is to identify an optimal simulator based on the observed physical experiments. To achieve the goal, we propose a selection criterion based on leave-one-out cross-validation. This criterion consists of a goodness-of-fit measure and a generalized degrees of…

哈密顿辅助 Metropolis 抽样AI 解读

Various Markov chain Monte Carlo (MCMC) methods are studied to improve upon random walk Metropolis sampling, for simulation from complex distributions. Examples include Metropolis-adjusted Langevin algorithms, Hamiltonian Monte Carlo, and other algorithms related to underdamped Langevin dynamics. We propose a broad class of irreversible sampling algorithms, called Hamiltonian-assisted Metropolis sampling (HAMS), and develop two specific algorithms with appropriate tuning and…

预算约束下利用不规则电子健康记录的强化风险预测AI 解读

Uncontrolled glycated hemoglobin (HbA1c) levels are associated with adverse events among complex diabetic patients. These adverse events present serious health risks to affected patients and are associated with significant financial costs. Thus, a high-quality predictive model that could identify high-risk patients so as to inform preventative treatment has the potential to improve patient outcomes while reducing healthcare costs. Because the biomarker information needed to…

多元二元数据潜变量模型的GEE辅助变量选择AI 解读

Multivariate data are commonly analyzed using one of two approaches: a conditional approach based on generalized linear latent variable models (GLLVMs) or some variation thereof, and a marginal approach based on generalized estimating equations (GEEs). With research on mixed models and GEEs having gone down separate paths, there is a common mindset to treat the two approaches as mutually exclusive, with which to use driven by the question of interest. In this article,…

传染病簇随机试验中意向治疗效应与网络效应的弱假设分析AI 解读

Cluster randomized trials (CRTs) are a popular design to study the effect of interventions in infectious disease settings. However, standard analysis of CRTs primarily relies on strong parametric methods, usually mixed-effect models to account for the clustering structure, and focuses on the overall intent-to-treat (ITT) effect to evaluate effectiveness. The article presents two assumption-lean methods to analyze two types of effects in CRTs, ITT effects and network effects…