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非参数经验贝叶斯分析的置信区间AI 解读

In an empirical Bayes analysis, we use data from repeated sampling to imitate inferences made by an oracle Bayesian with extensive knowledge of the data-generating distribution. Existing results provide a comprehensive characterization of when and why empirical Bayes point estimates accurately recover oracle Bayes behavior. In this paper, we develop flexible and practical confidence intervals that provide asymptotic frequentist coverage of empirical Bayes estimands, such as…

网络数据的动态随机区块回归模型：国际军事冲突应用AI 解读

The decision to engage in military conflict is shaped by many factors, including state- and dyad-level characteristics as well as the state’s membership in geopolitical coalitions. Supporters of the democratic peace theory, for example, hypothesize that the community of democratic states is less likely to wage war with each other. Such theories explain the ways in which nodal and dyadic characteristics affect the evolution of conflict patterns over time via their effects on…

多元点模式数据的半参数多项 logistic 回归AI 解读

We propose a new method for analysis of multivariate point pattern data observed in a heterogeneous environment and with complex intensity functions. We suggest semiparametric models for the intensity functions that depend on an unspecified factor common to all types of points. This is for example well suited for analyzing spatial covariate effects on events such as street crime activities that occur in a complex urban environment. A multinomial conditional composite…

极值均值回归（Extremile Regression）AI 解读

Regression extremiles define a least squares analogue of regression quantiles. They are determined by weighted expectations rather than tail probabilities. Of special interest is their intuitive meaning in terms of expected minima and maxima. Their use appears naturally in risk management where, in contrast to quantiles, they fulfill the coherency axiom and take the severity of tail losses into account. In addition, they are comonotonically additive and belong to both the…

高维空间分位数函数对标量回归AI 解读

This article develops a novel spatial quantile function-on-scalar regression model, which studies the conditional spatial distribution of a high-dimensional functional response given scalar predictors. With the strength of both quantile regression and copula modeling, we are able to explicitly characterize the conditional distribution of the functional or image response on the whole spatial domain. Our method provides a comprehensive understanding of the effect of scalar…

非离散暴露下因果零假设的非参数检验AI 解读

In many scientific studies, it is of interest to determine whether an exposure has a causal effect on an outcome. In observational studies, this is a challenging task due to the presence of confounding variables that affect both the exposure and the outcome. Many methods have been developed to test for the presence of a causal effect when all such confounding variables are observed and when the exposure of interest is discrete. In this article, we propose a class of…

具有相依贝叶斯非参数先验的生存回归模型AI 解读

We present a novel Bayesian nonparametric model for regression in survival analysis. Our model builds on the classical neutral to the right model of Doksum and on the Cox proportional hazards model of Kim and Lee. The use of a vector of dependent Bayesian nonparametric priors allows us to efficiently model the hazard as a function of covariates while allowing nonproportionality. The model can be seen as having competing latent risks. We characterize the posterior of the…

超高维监督学习特征筛选中的协变量信息数AI 解读

Contemporary high-throughput experimental and surveying techniques give rise to ultrahigh-dimensional supervised problems with sparse signals; that is, a limited number of observations (n), each with a very large number of covariates (p≫n), only a small share of which is truly associated with the response. In these settings, major concerns on computational burden, algorithmic stability, and statistical accuracy call for substantially reducing the feature space by eliminating…

极小极大高效随机实验设计及其模型稳健预测应用AI 解读

In game theory and statistical decision theory, a random (i.e., mixed) decision strategy often outperforms a deterministic strategy in minimax expected loss. As experimental design can be viewed as a game pitting the Statistician against Nature, the use of a random strategy to choose a design will often be beneficial. However, the topic of minimax-efficient random strategies for design selection is mostly unexplored, with consideration limited to Fisherian randomization of…

基于未测量混杂比例的敏感性分析AI 解读

In observational studies, identification of ATEs is generally achieved by assuming that the correct set of confounders has been measured and properly included in the relevant models. Because this assumption is both strong and untestable, a sensitivity analysis should be performed. Common approaches include modeling the bias directly or varying the propensity scores to probe the effects of a potential unmeasured confounder. In this article, we take a novel approach whereby…

无金标准病例定义下的疟疾疫苗效力估计：孟德尔析因设计AI 解读

Accurate estimates of malaria vaccine efficacy require a reliable definition of a malaria case. However, the symptoms of clinical malaria are unspecific, overlapping with other childhood illnesses. Additionally, children in endemic areas tolerate varying levels of parasitemia without symptoms. Together, this makes finding a gold-standard case definition challenging. We present a method to identify and estimate malaria vaccine efficacy that does not require an observable…

随机对流扩散过程时空数据的统计建模AI 解读

This article proposes a physical-statistical modeling approach for spatio-temporal data arising from a class of stochastic convection-diffusion processes. Such processes are widely found in scientific and engineering applications where fundamental physics imposes critical constraints on how data can be modeled and how models should be interpreted. The idea of spectrum decomposition is employed to approximate a physical spatio-temporal process by the linear combination of…

利用多类别角度学习估计删失数据下的最优动态治疗方案AI 解读

An optimal dynamic treatment regime (DTR) consists of a sequence of decision rules in maximizing long-term benefits, which is applicable for chronic diseases such as HIV infection or cancer. In this article, we develop a novel angle-based approach to search the optimal DTR under a multicategory treatment framework for survival data. The proposed method targets to maximize the conditional survival function of patients following a DTR. In contrast to most existing approaches…

高维时间序列建模：动态相依因子与发散特征值AI 解读

This article proposes a new approach to modeling high-dimensional time series by treating a p-dimensional time series as a nonsingular linear transformation of certain common factors and idiosyncratic components. Unlike the approximate factor models, we assume that the factors capture all the nontrivial dynamics of the data, but the cross-sectional dependence may be explained by both the factors and the idiosyncratic components. Under the proposed model, (a) the factor…

非单调非随机缺失数据的半参数推断：无自我删失模型AI 解读

We study the identification and estimation of statistical functionals of multivariate data missing non-monotonically and not-at-random, taking a semiparametric approach. Specifically, we assume that the missingness mechanism satisfies what has been previously called "no self-censoring" or "itemwise conditionally independent nonresponse," which roughly corresponds to the assumption that no partially-observed variable directly determines its own missingness status. We show…

LAWS：空间多重检验的局部自适应加权与筛选方法AI 解读

Exploiting spatial patterns in large-scale multiple testing promises to improve both power and interpretability of false discovery rate (FDR) analyses. This article develops a new class of locally adaptive weighting and screening (LAWS) rules that directly incorporates useful local patterns into inference. The idea involves constructing robust and structure-adaptive weights according to the estimated local sparsity levels. LAWS provides a unified framework for a broad range…

面向多地点空间极值的层级变换尺度混合模型AI 解读

–Flexible spatial models that allow transitions between tail dependence classes have recently appeared in the literature. However, inference for these models is computationally prohibitive, even in moderate dimensions, due to the necessity of repeatedly evaluating the multivariate Gaussian distribution function. In this work, we attempt to achieve truly high-dimensional inference for extremes of spatial processes, while retaining the desirable flexibility in the tail…

多尺度分位数分段AI 解读

We introduce a new methodology for analyzing serial data by quantile regression assuming that the underlying quantile function consists of constant segments. The procedure does not rely on any distributional assumption besides serial independence. It is based on a multiscale statistic, which allows to control the (finite sample) probability for selecting the correct number of segments S at a given error level, which serves as a tuning parameter. For a proper choice of this…

基于张量分解的高维向量自回归时间序列建模AI 解读

The classical vector autoregressive model is a fundamental tool for multivariate time series analysis. However, it involves too many parameters when the number of time series and lag order are even moderately large. This article proposes to rearrange the transition matrices of the model into a tensor form such that the parameter space can be restricted along three directions simultaneously via tensor decomposition. In contrast, the reduced-rank regression method can restrict…

以分布泛函为目标的序贯处理分配AI 解读

Consider a setting in which a policy maker assigns subjects to treatments, observing each outcome before the next subject arrives. Initially, it is unknown which treatment is best, but the sequential nature of the problem permits learning about the effectiveness of the treatments. While the multi-armed-bandit literature has shed much light on the situation when the policy maker compares the effectiveness of the treatments through their mean, much less is known about other…

用于高维推断的马尔可夫邻域回归AI 解读

This article proposes an innovative method for constructing confidence intervals and assessing p-values in statistical inference for high-dimensional linear models. The proposed method has successfully broken the high-dimensional inference problem into a series of low-dimensional inference problems: For each regression coefficient βi, the confidence interval and p-value are computed by regressing on a subset of variables selected according to the conditional independence…

未来事件数量的预测AI 解读

This article describes prediction methods for the number of future events from a population of units associated with an on-going time-to-event process. Examples include the prediction of warranty returns and the prediction of the number of future product failures that could cause serious threats to property or life. Important decisions such as whether a product recall should be mandated are often based on such predictions. Data, generally right-censored (and sometimes left…

利用渐进分位数增强离群值抵抗力：快速算法与理论研究AI 解读

Outliers widely occur in big-data applications and may severely affect statistical estimation and inference. In this article, a framework of outlier-resistant estimation is introduced to robustify an arbitrarily given loss function. It has a close connection to the method of trimming and includes explicit outlyingness parameters for all samples, which in turn facilitates computation, theory, and parameter tuning. To tackle the issues of nonconvexity and nonsmoothness, we…

稀疏先验下高维线性回归的变分贝叶斯方法AI 解读

We study a mean-field spike and slab variational Bayes (VB) approximation to Bayesian model selection priors in sparse high-dimensional linear regression. Under compatibility conditions on the design matrix, oracle inequalities are derived for the mean-field VB approximation, implying that it converges to the sparse truth at the optimal rate and gives optimal prediction of the response vector. The empirical performance of our algorithm is studied, showing that it works…