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重复观测多元时间序列的条件谱分析：夜间生理应用AI 解读

This article considers the problem of analyzing associations between power spectra of multiple time series and cross-sectional outcomes when data are observed from multiple subjects. The motivating application comes from sleep medicine, where researchers are able to non-invasively record physiological time series signals during sleep. The frequency patterns of these signals, which can be quantified through the power spectrum, contain interpretable information about…

多元分类数据的贝叶斯联合编辑与插补AI 解读

In categorical data, it is typically the case that some combinations of variables are theoretically impossible, such as a 3-year-old child who is married or a man who is pregnant. In practice, however, reported values often include such structural zeros due to, for example, respondent mistakes or data processing errors. To purge data of such errors, many statistical organizations use a process known as edit-imputation. The basic idea is first to select reported values to…

平均处理效应匹配估计量的自助法推断AI 解读

It is known that the naive bootstrap is not asymptotically valid for a matching estimator of the average treatment effect with a fixed number of matches. In this article, we propose asymptotically valid inference methods for matching estimators based on the weighted bootstrap. The key is to construct bootstrap counterparts by resampling based on certain linear forms of the estimators. Our weighted bootstrap is applicable for the matching estimators of both the average…

大型树结构数据的统计检验AI 解读

We develop a general statistical framework for the analysis and inference of large tree-structured data, with a focus on developing asymptotic goodness-of-fit tests. We first propose a consistent statistical model for binary trees, from which we develop a class of invariant tests. Using the model for binary trees, we then construct tests for general trees by using the distributional properties of the continuum random tree, which arises as the invariant limit for a broad…

连续与不连续杠杆效应的估计AI 解读

This paper examines the leverage effect, or the generally negative covariation between asset returns and their changes in volatility, under a general setup that allows the log-price and volatility processes to be Itô semimartingales. We decompose the leverage effect into continuous and discontinuous parts and develop statistical methods to estimate them. We establish the asymptotic properties of these estimators. We also extend our methods and results (for the continuous…

密度水平集：渐近理论、推断与可视化AI 解读

We study the plug-in estimator for density level sets under Hausdorff loss. We derive asymptotic theory for this estimator, and based on this theory, we develop two bootstrap confidence regions for level sets. We introduce a new technique for visualizing density level sets, even in multidimensions, which is easy to interpret and efficient to compute. Supplementary materials for this article are available online.

基于正交表与确定性筛选设计的复合设计AI 解读

Central composite designs are widely used in practice for factor screening and building response surface models. We study two classes of new composite designs. The first class consists of a two-level factorial design and a three-level orthogonal array; the second consists of a two-level factorial and a three-level definitive screening design. We derive bounds of their efficiencies for estimating all and part of the parameters in a second-order model and obtain some general…

从高维常微分方程重建网络AI 解读

We consider the task of learning a dynamical system from high-dimensional time-course data. For instance, we might wish to estimate a gene regulatory network from gene expression data measured at discrete time points. We model the dynamical system nonparametrically as a system of additive ordinary differential equations. Most existing methods for parameter estimation in ordinary differential equations estimate the derivatives from noisy observations. This is known to be…

利用测量误差选择似然进行核回归变量选择AI 解读

This paper develops a nonparametric shrinkage and selection estimator via the measurement error selection likelihood approach recently proposed by Stefanski, Wu, and White. The Measurement Error Kernel Regression Operator (MEKRO) has the same form as the Nadaraya-Watson kernel estimator, but optimizes a measurement error model selection likelihood to estimate the kernel bandwidths. Much like LASSO or COSSO solution paths, MEKRO results in solution paths depending on a tuning…

汉明球采样器AI 解读

We introduce the Hamming ball sampler, a novel Markov chain Monte Carlo algorithm, for efficient inference in statistical models involving high-dimensional discrete state spaces. The sampling scheme uses an auxiliary variable construction that adaptively truncates the model space allowing iterative exploration of the full model space. The approach generalizes conventional Gibbs sampling schemes for discrete spaces and provides an intuitive means for user-controlled balance…

跨人群的半参数单指数风险评分AI 解读

We consider a problem motivated by issues in nutritional epidemiology, across diseases and populations. In this area, it is becoming increasingly common for diseases to be modeled by a single diet score, such as the Healthy Eating Index, the Mediterranean Diet Score, etc. For each disease and for each population, a partially linear single-index model is fit. The partially linear aspect of the problem is allowed to differ in each population and disease. However, and…

旋转球堆积设计AI 解读

We propose a new class of space-filling designs called rotated sphere packing designs for computer experiments. The approach starts from the asymptotically optimal positioning of identical balls that covers the unit cube. Properly scaled, rotated, translated, and extracted, such designs are excellent in maximin distance criterion, low in discrepancy, good in projective uniformity and thus useful in both prediction and numerical integration purposes. We provide a fast…

一种简单的参数模型选择检验AI 解读

We propose a simple model selection test for choosing among two parametric likelihoods, which can be applied in the most general setting without any assumptions on the relation between the candidate models and the true distribution. That is, both, one or neither is allowed to be correctly specified or misspecified, they may be nested, nonnested, strictly nonnested, or overlapping. Unlike in previous testing approaches, no pretesting is needed, since in each case, the same…

频数的频数分布与依赖总体规模的可交换随机划分AI 解读

Motivated by the fundamental problem of modeling the frequency of frequencies (FoF) distribution, this article introduces the concept of a cluster structure to define a probability function that governs the joint distribution of a random count and its exchangeable random partitions. A cluster structure, naturally arising from a completely random measure mixed Poisson process, allows the probability distribution of the random partitions of a subset of a population to be…

迭代辅助粒子滤波器AI 解读

We present an offline, iterated particle filter to facilitate statistical inference in general state space hidden Markov models. Given a model and a sequence of observations, the associated marginal likelihood L is central to likelihood-based inference for unknown statistical parameters. We define a class of “twisted” models: each member is specified by a sequence of positive functions ψ and has an associated ψ-auxiliary particle filter that provides unbiased estimates of L.…

网络总体的贝叶斯非参数建模AI 解读

Replicated network data are increasingly available in many research fields. For example, in connectomic applications, interconnections among brain regions are collected for each patient under study, motivating statistical models which can flexibly characterize the probabilistic generative mechanism underlying these network-valued data. Available models for a single network are not designed specifically for inference on the entire probability mass function of a network-valued…

偏倚抽样下生存数据分位数回归的估计与推断AI 解读

Biased sampling occurs frequently in economics, epidemiology, and medical studies either by design or due to data collecting mechanism. Failing to take into account the sampling bias usually leads to incorrect inference. We propose a unified estimation procedure and a computationally fast resampling method to make statistical inference for quantile regression with survival data under general biased sampling schemes, including but not limited to the length-biased sampling,…

拒绝抽样的自助法方差估计AI 解读

Replication procedures have proven useful for variance estimation for large scale complex surveys. As an extension of bootstrap procedures to rejective samples, we define a bootstrap sample that is a rejective, unequal probability, replacement sample selected from the original sample. A modification of the bootstrap with improved performance is suggested for stratified samples with small stratum sizes. Simulations for Poisson and stratified rejective samples support the use…

协变量含测量误差时的线性模型选择AI 解读

Prediction precision is arguably the most relevant criterion of a model in practice and is often a sought after property. A common difficulty with covariates measured with errors is the impossibility of performing prediction evaluation on the data even if a model is completely given without any unknown parameters. We bypass this inherent difficulty by using special properties on moment relations in linear regression models with measurement errors. The end product is a model…

气候变化下基于空间模型的最优种源配置：美国东南部火炬松应用AI 解读

Provenance tests are a common tool in forestry designed to identify superior genotypes for planting at specific locations. The trials are replicated experiments established with seed from parent trees collected from different regions and grown at several locations. In this work, a Bayesian spatial approach is developed for modeling the expected relative performance of seed sources using climate variables as predictors associated with the origin of seed source and the…

多尺度空间密度平滑：大规模辐射调查与异常检测应用AI 解读

We consider the problem of estimating a spatially varying density function, motivated by problems that arise in large-scale radiological survey and anomaly detection. In this context, the density functions to be estimated are the background gamma-ray energy spectra at sites spread across a large geographical area, such as nuclear production and waste-storage sites, military bases, medical facilities, university campuses, or the downtown of a city. Several challenges combine…

面向公开报告的死亡率估计与标准化：Medicare 医院比较AI 解读

Bayesian models are increasingly fit to large administrative datasets and then used to make individualized recommendations. In particular, Medicare’s Hospital Compare webpage provides information to patients about specific hospital mortality rates for a heart attack or acute myocardial infarction (AMI). Hospital Compare’s current recommendations are based on a random-effects logit model with a random hospital indicator and patient risk factors. Except for the largest…

用于识别遗传调控疾病基因的稀疏同时信号检测AI 解读

Genome-wide association studies (GWAS) and differential expression analyses have had limited success in finding genes that cause complex diseases such as heart failure (HF), a leading cause of death in the United States. This article proposes a new statistical approach that integrates GWAS and expression quantitative trait loci (eQTL) data to identify important HF genes. For such genes, genetic variations that perturb its expression are also likely to influence disease risk.…

纵向研究中基因与环境交互的集合检验AI 解读

We propose a generalized score type test for set-based inference for gene-environment interaction with longitudinally measured quantitative traits. The test is robust to misspecification of within subject correlation structure and has enhanced power compared to existing alternatives. Unlike tests for marginal genetic association, set-based tests for gene-environment interaction face the challenges of a potentially misspecified and high-dimensional main effect model under the…