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MWPCR：用于高维预测的多尺度加权主成分回归AI 解读

We propose a multiscale weighted principal component regression (MWPCR) framework for the use of high dimensional features with strong spatial features (e.g., smoothness and correlation) to predict an outcome variable, such as disease status. This development is motivated by identifying imaging biomarkers that could potentially aid detection, diagnosis, assessment of prognosis, prediction of response to treatment, and monitoring of disease status, among many others. The…

海量基因组数据挖掘：半参数主题建模方法AI 解读

Characterizing the functional relevance of transcription factors (TFs) in different biological contexts is pivotal in systems biology. Given the massive amount of genomic data, computational identification of TFs is emerging as a useful approach to bridge functional genomics with disease risk loci. In this article, we use large-scale gene expression and chromatin immunoprecipitation (ChIP) data corpuses to conduct high-throughput TF-biological context association analysis.…

效率估计的“何时、何地与如何”：随机前沿建模的改进程序AI 解读

The issues of functional form, distributions of the error components, and endogeneity are for the most part still open in stochastic frontier models. The same is true when it comes to imposition of restrictions of monotonicity and curvature, making efficiency estimation an elusive goal. In this article, we attempt to consider these problems simultaneously and offer practical solutions to the problems raised by Stone and addressed by Badunenko, Henderson and Kumbhakar. We…

群组特定的推荐系统AI 解读

In recent years, there has been a growing demand to develop efficient recommender systems which track users’ preferences and recommend potential items of interest to users. In this article, we propose a group-specific method to use dependency information from users and items which share similar characteristics under the singular value decomposition framework. The new approach is effective for the “cold-start” problem, where, in the testing set, majority responses are…

充分降维模型的一种有效半参数估计方法AI 解读

In the exploratory data analysis, the sufficient dimension reduction model has been widely used to characterize the conditional distribution of interest. Different from the existing approaches, our main achievement is to simultaneously estimate two essential elements, basis and structural dimension, of the central subspace and the bandwidth of a kernel distribution estimator through a single estimation criterion. With an appropriate order of kernel function, the proposed…

二分类排序中理论最优的排序函数AI 解读

This article investigates the theoretical relation between loss criteria and the optimal ranking functions driven by the criteria in bipartite ranking. In particular, the relation between area under the ROC curve (AUC) maximization and minimization of ranking risk under a convex loss is examined. We characterize general conditions for ranking-calibrated loss functions in a pairwise approach, and show that the best ranking functions under convex ranking-calibrated loss…

分布尾部性质的固定 k 渐近推断AI 解读

We consider inference about tail properties of a distribution from an iid sample, based on extreme value theory. All of the numerous previous suggestions rely on asymptotics where eventually, an infinite number of observations from the tail behave as predicted by extreme value theory, enabling the consistent estimation of the key tail index, and the construction of confidence intervals using the delta method or other classic approaches. In small samples, however, extreme…

利用正则化 PQL 联合选择混合模型效应AI 解读

The application of generalized linear mixed models presents some major challenges for both estimation, due to the intractable marginal likelihood, and model selection, as we usually want to jointly select over both fixed and random effects. We propose to overcome these challenges by combining penalized quasi-likelihood (PQL) estimation with sparsity inducing penalties on the fixed and random coefficients. The resulting approach, referred to as regularized PQL, is a…

利用链式追踪抽样估计总体规模AI 解读

We present a new design and method for estimating the size of a hidden population best reached through a link-tracing design. The design is based on selecting initial samples at random and then adaptively tracing links to add new members. The inferential procedure involves the Rao–Blackwell theorem applied to a sufficient statistic markedly different from the usual one that arises in sampling from a finite population. The strategy involves a combination of link-tracing and…

不精确计算机模型的贝叶斯校准AI 解读

Bayesian calibration is used to study computer models in the presence of both a calibration parameter and model bias. The parameter in the predominant methodology is left undefined. This results in an issue, where the posterior of the parameter is suboptimally broad. There has been no generally accepted alternatives to date. This article proposes using Bayesian calibration, where the prior distribution on the bias is orthogonal to the gradient of the computer model. Problems…

流形值数据的外在局部回归AI 解读

We propose an extrinsic regression framework for modeling data with manifold valued responses and Euclidean predictors. Regression with manifold responses has wide applications in shape analysis, neuroscience, medical imaging and many other areas. Our approach embeds the manifold where the responses lie onto a higher dimensional Euclidean space, obtains a local regression estimate in that space, and then projects this estimate back onto the image of the manifold. Outside the…

遗传混合模型中的半参数推断AI 解读

In genetic backcross studies, data are often collected from complex mixtures of distributions with known mixing proportions. Previous approaches to the inference of these genetic mixture models involve parameterizing the component distributions. However, model misspecification of any form is expected to have detrimental effects. We propose a semiparametric likelihood method for genetic mixture models: the empirical likelihood under the exponential tilting model assumption,…

缺失协变量下半参数加速失效时间模型的增广估计AI 解读

This paper considers linear regression with missing covariates and a right censored outcome. We first consider a general two-phase outcome sampling design, where full covariate information is only ascertained for subjects in phase two and sampling occurs under an independent Bernoulli sampling scheme with known subject-specific sampling probabilities that depend on phase one information (e.g., survival time, failure status and covariates). The semiparametric information…

Tukey g-and-h 随机场AI 解读

We propose a new class of transGaussian random fields named Tukey g-and-h (TGH) random fields to model non-Gaussian spatial data. The proposed TGH random fields have extremely flexible marginal distributions, possibly skewed and/or heavy-tailed, and, therefore, have a wide range of applications. The special formulation of the TGH random field enables an automatic search for the most suitable transformation for the dataset of interest while estimating model parameters.…

海量数据的广义加性模型：英国黑烟监测网日度数据建模AI 解读

We develop scalable methods for fitting penalized regression spline based generalized additive models with of the order of 104 coefficients to up to 108 data. Computational feasibility rests on: (i) a new iteration scheme for estimation of model coefficients and smoothing parameters, avoiding poorly scaling matrix operations; (ii) parallelization of the iteration’s pivoted block Cholesky and basic matrix operations; (iii) the marginal discretization of model covariates to…

函数型响应数据的函数型变系数单指标模型AI 解读

Motivated by the analysis of imaging data, we propose a novel functional varying-coefficient single index model (FVCSIM) to carry out the regression analysis of functional response data on a set of covariates of interest. FVCSIM represents a new extension of varying-coefficient single index models for scalar responses collected from cross-sectional and longitudinal studies. An efficient estimation procedure is developed to iteratively estimate varying coefficient functions,…

海量金融时间序列聚类：高维预测变量与因子结构的面板方法AI 解读

This article introduces a new procedure for clustering a large number of financial time series based on high-dimensional panel data with grouped factor structures. The proposed method attempts to capture the level of similarity of each of the time series based on sensitivity to observable factors as well as to the unobservable factor structure. The proposed method allows for correlations between observable and unobservable factors and also allows for cross-sectional and…

网络实验中单调处理效应的估计AI 解读

Randomized experiments on social networks pose statistical challenges, due to the possibility of interference between units. We propose new methods for finding confidence intervals on the attributable treatment effect in such settings. The methods do not require partial interference, but instead require an identifying assumption that is similar to requiring nonnegative treatment effects. Network or spatial information can be used to customize the test statistic; in…

简约张量响应回归AI 解读

Aiming at abundant scientific and engineering data with not only high dimensionality but also complex structure, we study the regression problem with a multidimensional array (tensor) response and a vector predictor. Applications include, among others, comparing tensor images across groups after adjusting for additional covariates, which is of central interest in neuroimaging analysis. We propose parsimonious tensor response regression adopting a generalized sparsity…

任意预测变量空间上的分位数平面联合估计AI 解读

In spite of the recent surge of interest in quantile regression, joint estimation of linear quantile planes remains a great challenge in statistics and econometrics. We propose a novel parameterization that characterizes any collection of noncrossing quantile planes over arbitrarily shaped convex predictor domains in any dimension by means of unconstrained scalar, vector and function valued parameters. Statistical models based on this parameterization inherit a fast…

时间平均协方差矩阵递归估计的自动最优批量选择AI 解读

The time-average covariance matrix (TACM) Σ:=∑k∈ZΓk, where Γk is the auto-covariance function, is an important quantity for the inference of the mean of an Rd-valued stationary process (d ⩾ 1). This article proposes two recursive estimators for Σ with optimal asymptotic mean square error (AMSE) under different strengths of serial dependence. The optimal estimator involves a batch size selection, which requires knowledge of a smoothness parameter ϒβ:=∑k∈Z|k|βΓk, for some β.…

随机集合的经验似然AI 解读

In many statistical applications, the observed data take the form of sets rather than points. Examples include bracket data in survey analysis, tumor growth and rock grain images in morphology analysis, and noisy measurements on the support function of a convex set in medical imaging and robotic vision. Additionally, in studies of treatment effects, researchers often wish to conduct inference on nonparametric bounds for the effects which can be expressed by means of random…

变分推断：面向统计学研究者的综述AI 解读

One of the core problems of modern statistics is to approximate difficult-to-compute probability densities. This problem is especially important in Bayesian statistics, which frames all inference about unknown quantities as a calculation involving the posterior density. In this article, we review variational inference (VI), a method from machine learning that approximates probability densities through optimization. VI has been used in many applications and tends to be faster…

选民动员实验中条件效应与因果交互的工具变量方法AI 解读

In democratic countries, voting is one of the most important ways for citizens to influence policy and hold their representatives accountable. And yet, in the United States and many other countries, rates of voter turnout are alarmingly low. Every election cycle, mobilization efforts encourage citizens to vote and ensure that elections reflect the true will of the people. To establish the most effective way of encouraging voter turnout, this article seeks to differentiate…