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Coupled Generation

耦合生成:结合直接与间接生成器的实例生成方法

Instance generation creates representative examples to interpret a learning model, as in regression and classification. For example, representative sentences of a topic of interest describe the topic specifically for sentence categorization. In such a situation, a large number of unlabeled observations may be available in addition to labeled data, for example, many unclassified text corpora (unlabeled instances) are available with only a few classified sentences (labeled…

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Regression Analysis of Asynchronous Longitudinal Functional and Scalar Data

异步纵向函数型与标量数据的回归分析

Many modern large-scale longitudinal neuroimaging studies, such as the Alzheimer’s Disease Neuroimaging Initiative (ADNI) study, have collected/are collecting asynchronous scalar and functional variables that are measured at distinct time points. The analyses of temporally asynchronous functional and scalar variables pose major technical challenges to many existing statistical approaches. We propose a class of generalized functional partial-linear varying-coefficient models…

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Random Partition Models for Microclustering Tasks

用于微聚类任务的随机划分模型

Traditional Bayesian random partition models assume that the size of each cluster grows linearly with the number of data points. While this is appealing for some applications, this assumption is not appropriate for other tasks such as entity resolution (ER), modeling of sparse networks, and DNA sequencing tasks. Such applications require models that yield clusters whose sizes grow sublinearly with the total number of data points—the microclustering property. Motivated by…

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Bayesian Spatial Binary Regression for Label Fusion in Structural Neuroimaging

结构神经影像标签融合的贝叶斯空间二元回归

Alzheimer's disease is a neurodegenerative condition that accelerates cognitive decline relative to normal aging. It is of critical scientific importance to gain a better understanding of early disease mechanisms in the brain to facilitate effective, targeted therapies. The volume of the hippocampus is often used in diagnosis and monitoring of the disease. Measuring this volume via neuroimaging is difficult since each hippocampus must either be manually identified or…

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Toward Causal Inference for Spatio-Temporal Data: Conflict and Forest Loss in Colombia

面向时空数据的因果推断:哥伦比亚冲突与森林损失

How does armed conflict influence tropical forest loss? For Colombia, both enhancing and reducing effect estimates have been reported. However, a lack of causal methodology has prevented establishing clear causal links between these two variables. In this work, we propose a class of causal models for spatio-temporal stochastic processes which allows us to formally define and quantify the causal effect of a vector of covariates X on a real-valued response Y. We introduce a…

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Do We Exploit all Information for Counterfactual Analysis? Benefits of Factor Models and Idiosyncratic Correction

反事实分析是否利用了全部信息?因子模型与特质项修正的收益

Optimal pricing, that is determining the price level that maximizes profit or revenue of a given product, is a vital task for the retail industry. To select such a quantity, one needs first to estimate the price elasticity from the product demand. Regression methods usually fail to recover such elasticities due to confounding effects and price endogeneity. Therefore, randomized experiments are typically required. However, elasticities can be highly heterogeneous depending on…

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Modeling Pregnancy Outcomes Through Sequentially Nested Regression Models

通过序贯嵌套回归模型分析妊娠结局

The polycystic ovary syndrome (PCOS) is a most common cause of infertility among women of reproductive age. Unfortunately, the etiology of PCOS is poorly understood. Large-scale clinical trials for pregnancy in polycystic ovary syndrome (PPCOS) were conducted to evaluate the effectiveness of treatments. Ovulation, pregnancy, and live birth are three sequentially nested binary outcomes, typically analyzed separately. However, the separate models may lose power in detecting…

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Bayesian Edge Regression in Undirected Graphical Models to Characterize Interpatient Heterogeneity in Cancer

无向图模型中的贝叶斯边回归:刻画癌症患者间异质性

It is well-established that interpatient heterogeneity in cancer may significantly affect genomic data analyses and in particular, network topologies. Most existing graphical model methods estimate a single population-level graph for genomic or proteomic network. In many investigations, these networks depend on patient-specific indicators that characterize the heterogeneity of individual networks across subjects with respect to subject-level covariates. Examples include…

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A Cross-Validated Ensemble Approach to Robust Hypothesis Testing of Continuous Nonlinear Interactions: Application to Nutrition-Environment Studies

连续非线性交互作用稳健检验的交叉验证集成方法

Gene-environment and nutrition-environment studies often involve testing of high-dimensional interactions between two sets of variables, each having potentially complex nonlinear main effects on an outcome. Construction of a valid and powerful hypothesis test for such an interaction is challenging, due to the difficulty in constructing an efficient and unbiased estimator for the complex, nonlinear main effects. In this work, we address this problem by proposing a…

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Robust Post-Matching Inference

匹配后的稳健统计推断

Nearest-neighbor matching is a popular nonparametric tool to create balance between treatment and control groups in observational studies. As a preprocessing step before regression, matching reduces the dependence on parametric modeling assumptions. In current empirical practice, however, the matching step is often ignored in the calculation of standard errors and confidence intervals. In this article, we show that ignoring the matching step results in asymptotically valid…

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Nonlinear Spectral Analysis: A Local Gaussian Approach

非线性谱分析:局部高斯方法

The spectral distribution f(ω) of a stationary time series {Yt}t∈Z can be used to investigate whether or not periodic structures are present in {Yt}t∈Z, but f(ω) has some limitations due to its dependence on the autocovariances γ(h). For example, f(ω) can not distinguish white iid noise from GARCH-type models (whose terms are dependent, but uncorrelated), which implies that f(ω) can be an inadequate tool when {Yt}t∈Z contains asymmetries and nonlinear dependencies.…

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Heteroscedasticity-Adjusted Ranking and Thresholding for Large-Scale Multiple Testing

大规模多重检验中的异方差调整排序与阈值方法

Standardization has been a widely adopted practice in multiple testing, for it takes into account the variability in sampling and makes the test statistics comparable across different study units. However, despite conventional wisdom to the contrary, we show that there can be a significant loss in information from basing hypothesis tests on standardized statistics rather than the full data. We develop a new class of heteroscedasticity-adjusted ranking and thresholding (HART)…

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Asymptotic Theory of Eigenvectors for Random Matrices With Diverging Spikes

具有发散尖峰的随机矩阵特征向量渐近理论

Characterizing the asymptotic distributions of eigenvectors for large random matrices poses important challenges yet can provide useful insights into a range of statistical applications. To this end, in this paper we introduce a general framework of asymptotic theory of eigenvectors (ATE) for large spiked random matrices with diverging spikes and heterogeneous variances, and establish the asymptotic properties of the spiked eigenvectors and eigenvalues for the scenario of…

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Causal Bounds for Outcome-Dependent Sampling in Observational Studies

观察性研究中结局依赖抽样的因果效应界

Outcome-dependent sampling designs are common in many different scientific fields including epidemiology, ecology, and economics. As with all observational studies, such designs often suffer from unmeasured confounding, which generally precludes the nonparametric identification of causal effects. Nonparametric bounds can provide a way to narrow the range of possible values for a nonidentifiable causal effect without making additional untestable assumptions. The nonparametric…

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Center-Outward R-Estimation for Semiparametric VARMA Models

半参数 VARMA 模型的中心向外秩估计

We propose a new class of R-estimators for semiparametric VARMA models in which the innovation density plays the role of the nuisance parameter. Our estimators are based on the novel concepts of multivariate center-outward ranks and signs. We show that these concepts, combined with Le Cam’s asymptotic theory of statistical experiments, yield a class of semiparametric estimation procedures, which are efficient (at a given reference density), root-n consistent, and…

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Highly Scalable Bayesian Geostatistical Modeling via Meshed Gaussian Processes on Partitioned Domains

基于分区域网格化高斯过程的高可扩展贝叶斯地统计建模

We introduce a class of scalable Bayesian hierarchical models for the analysis of massive geostatistical datasets. The underlying idea combines ideas on high-dimensional geostatistics by partitioning the spatial domain and modeling the regions in the partition using a sparsity-inducing directed acyclic graph (DAG). We extend the model over the DAG to a well-defined spatial process, which we call the Meshed Gaussian Process (MGP). A major contribution is the development of a…

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Learning Latent Factors From Diversified Projections and Its Applications to Over-Estimated and Weak Factors

从分散化投影学习潜在因子:因子数高估与弱因子的应用

Estimations and applications of factor models often rely on the crucial condition that the number of latent factors is consistently estimated, which in turn also requires that factors be relatively strong, data are stationary and weakly serially dependent, and the sample size be fairly large, although in practical applications, one or several of these conditions may fail. In these cases, it is difficult to analyze the eigenvectors of the data matrix. To address this issue,…

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A Minimax Optimal Ridge-Type Set Test for Global Hypothesis With Applications in Whole Genome Sequencing Association Studies

全局假设的极小极大最优岭型集合检验及全基因组测序应用

Testing a global hypothesis for a set of variables is a fundamental problem in statistics with a wide range of applications. A few well-known classical tests include the Hotelling’s T 2 test, the F-test, and the empirical Bayes based score test. These classical tests, however, are not robust to the signal strength and could have a substantial loss of power when signals are weak or moderate, a situation we commonly encounter in contemporary applications. In this article, we…

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Heteroscedasticity-Robust Inference in Linear Regression Models With Many Covariates

含大量协变量的线性回归异方差稳健推断

We consider inference in linear regression models that is robust to heteroscedasticity and the presence of many control variables. When the number of control variables increases at the same rate as the sample size the usual heteroscedasticity-robust estimators of the covariance matrix are inconsistent. Hence, tests based on these estimators are size distorted even in large samples. An alternative covariance-matrix estimator for such a setting is presented that complements…

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Warp Bridge Sampling: The Next Generation

Warp 桥采样的新一代方法

Bridge sampling is an effective Monte Carlo (MC) method for estimating the ratio of normalizing constants of two probability densities, a routine computational problem in statistics, physics, chemistry, and other fields. The MC error of the bridge sampling estimator is determined by the amount of overlap between the two densities. In the case of unimodal densities, Warp-I, II, and III transformations are effective for increasing the initial overlap, but they are less so for…

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Estimating Number of Factors by Adjusted Eigenvalues Thresholding

通过调整特征值阈值估计因子数量

Determining the number of common factors is an important and practical topic in high dimensional factor models. The existing literatures are mainly based on the eigenvalues of the covariance matrix. Due to the incomparability of the eigenvalues of the covariance matrix caused by heterogeneous scales of observed variables, it is very difficult to give an accurate relationship between these eigenvalues and the number of common factors. To overcome this limitation, we appeal to…

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Bayesian Regression Using a Prior on the Model Fit: The R2-D2 Shrinkage Prior

基于模型拟合度先验的贝叶斯回归:R2-D2 收缩先验

Prior distributions for high-dimensional linear regression require specifying a joint distribution for the unobserved regression coefficients, which is inherently difficult. We instead propose a new class of shrinkage priors for linear regression via specifying a prior first on the model fit, in particular, the coefficient of determination, and then distributing through to the coefficients in a novel way. The proposed method compares favorably to previous approaches in terms…

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Balancing Unobserved Covariates With Covariate-Adaptive Randomized Experiments

协变量自适应随机实验中的未观测协变量平衡

Balancing important covariates is often critical in clinical trials and causal inference. Stratified permuted block (STR-PB) and covariate-adaptive randomization (CAR) procedures are widely used to balance observed covariates in practice. The balance properties of these procedures with respect to the observed covariates have been well studied. However, it has been questioned whether these methods will also yield a good balance for the unobserved covariates. In this article,…

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Simultaneous Detection of Signal Regions Using Quadratic Scan Statistics With Applications to Whole Genome Association Studies

利用二次扫描统计量同时检测信号区域及全基因组关联应用

We consider in this paper detection of signal regions associated with disease outcomes in whole genome association studies. Gene- or region-based methods have become increasingly popular in whole genome association analysis as a complementary approach to traditional individual variant analysis. However, these methods test for the association between an outcome and the genetic variants in a pre-specified region, e.g., a gene. In view of massive intergenic regions in whole…

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