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Identification and Estimation of Causal Mechanisms in Clustered Encouragement Designs: Disentangling Bed Nets Using Bayesian Principal Stratification

聚类鼓励设计中因果机制的识别与估计:用贝叶斯主分层分解蚊帐干预效应

Exploration of causal mechanisms is often important for researchers and policymakers to understand how an intervention works and how it can be improved. This task can be crucial in clustered encouragement designs (CED). Encouragement design studies arise frequently when the treatment cannot be enforced because of ethical or practical constrains and an encouragement intervention (information campaigns, incentives, etc) is conceived with the purpose of increasing the uptake of…

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Bayesian Spatial Change of Support for Count-Valued Survey Data With Application to the American Community Survey

计数型调查数据的贝叶斯空间支撑转换:美国社区调查应用

Jonathan R. Bradley*, Christopher K. Wikle & Scott H. HolanCONTACT Jonathan R. Bradley bradleyjr@missouri.edu Department of Statistics, University of Missouri, 146 Middlebush Hall, Columbia, MO 65211-6100Color versions of one or more of the figures in the article can be found online at www.tandfonline.com/r/JASA.ABSTRACTWe introduce Bayesian spatial change of support (COS) methodology for count-valued survey data with known survey variances. Our proposed methodology is…

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Spatio-Temporal Covariance and Cross-Covariance Functions of the Great Circle Distance on a Sphere

球面大圆距离下的时空协方差与交叉协方差函数

In this article, we propose stationary covariance functions for processes that evolve temporally over a sphere, as well as cross-covariance functions for multivariate random fields defined over a sphere. For such processes, the great circle distance is the natural metric that should be used to describe spatial dependence. Given the mathematical difficulties for the construction of covariance functions for processes defined over spheres cross time, approximations of the state…

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Using a Monotonic Density Ratio Model to Find the Asymptotically Optimal Combination of Multiple Diagnostic Tests

利用单调密度比模型寻找多项诊断测试的渐近最优组合

With the advent of new technology, new biomarker studies have become essential in cancer research. To achieve optimal sensitivity and specificity, one needs to combine different diagnostic tests. The celebrated Neyman–Pearson lemma enables us to use the density ratio to optimally combine different diagnostic tests. In this article, we propose a semiparametric model by directly modeling the density ratio between the diseased and nondiseased population as an unspecified…

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Active Clinical Trials for Personalized Medicine

面向个体化医疗的主动临床试验

Individualized treatment rules (ITRs) tailor treatments according to individual patient characteristics. They can significantly improve patient care and are thus becoming increasingly popular. The data collected during randomized clinical trials are often used to estimate the optimal ITRs. However, these trials are generally expensive to run, and, moreover, they are not designed to efficiently estimate ITRs. In this article, we propose a cost-effective estimation method from…

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Trace Pursuit: A General Framework for Model-Free Variable Selection

迹追踪:无模型变量选择的一般框架

We propose trace pursuit for model-free variable selection under the sufficient dimension-reduction paradigm. Two distinct algorithms are proposed: stepwise trace pursuit and forward trace pursuit. Stepwise trace pursuit achieves selection consistency with fixed p. Forward trace pursuit can serve as an initial screening step to speed up the computation in the case of ultrahigh dimensionality. The screening consistency property of forward trace pursuit based on sliced inverse…

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Fast, Exact Bootstrap Principal Component Analysis for p > 1 Million

百万维以上数据的快速精确 Bootstrap 主成分分析

Many have suggested a bootstrap procedure for estimating the sampling variability of principal component analysis (PCA) results. However, when the number of measurements per subject (p) is much larger than the number of subjects (n), calculating and storing the leading principal components (PCs) from each bootstrap sample can be computationally infeasible. To address this, we outline methods for fast, exact calculation of bootstrap PCs, eigenvalues, and scores. Our methods…

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Nonparametric Variance Estimation Under Fine Stratification: An Alternative to Collapsed Strata

精细分层下的非参数方差估计:合并层方法的替代方案

Fine stratification is commonly used to control the distribution of a sample from a finite population and to improve the precision of resulting estimators. One-per-stratum designs represent the finest possible stratification and occur in practice, but designs with very low numbers of elements per stratum (say, two or three) are also common. The classical variance estimator in this context is the collapsed stratum estimator, which relies on creating larger “pseudo-strata” and…

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Convex Banding of the Covariance Matrix

协方差矩阵的凸带状化估计

We introduce a new sparse estimator of the covariance matrix for high-dimensional models in which the variables have a known ordering. Our estimator, which is the solution to a convex optimization problem, is equivalently expressed as an estimator which tapers the sample covariance matrix by a Toeplitz, sparsely-banded, data-adaptive matrix. As a result of this adaptivity, the convex banding estimator enjoys theoretical optimality properties not attained by previous banding…

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Multivariate-Sign-Based High-Dimensional Tests for the Two-Sample Location Problem

基于多变量符号的高维两样本位置检验

This article concerns tests for the two-sample location problem when data dimension is larger than the sample size. Existing multivariate-sign-based procedures are not robust against high dimensionality, producing tests with Type I error rates far away from nominal levels. This is mainly due to the biases from estimating location parameters. We propose a novel test to overcome this issue by using the “leave-one-out” idea. The proposed test statistic is scalar-invariant and…

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Functional CAR Models for Large Spatially Correlated Functional Datasets

大型空间相关函数型数据的函数型条件自回归模型

We develop a functional conditional autoregressive (CAR) model for spatially correlated data for which functions are collected on areal units of a lattice. Our model performs functional response regression while accounting for spatial correlations with potentially nonseparable and nonstationary covariance structure, in both the space and functional domains. We show theoretically that our construction leads to a CAR model at each functional location, with spatial covariance…

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Efficient Estimation of the Cox Model with Auxiliary Subgroup Survival Information

利用辅助亚组生存信息提高 Cox 模型估计效率

With the rapidly increasing availability of data in the public domain, combining information from different sources to infer about associations or differences of interest has become an emerging challenge to researchers. This article presents a novel approach to improve efficiency in estimating the survival time distribution by synthesizing information from the individual-level data with t-year survival probabilities from external sources such as disease registries. While…

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Robust Orthogonal Complement Principal Component Analysis

稳健正交补主成分分析

Recently, the robustification of principal component analysis (PCA) has attracted lots of attention from statisticians, engineers, and computer scientists. In this work, we study the type of outliers that are not necessarily apparent in the original observation space but can seriously affect the principal subspace estimation. Based on a mathematical formulation of such transformed outliers, a novel robust orthogonal complement principal component analysis (ROC-PCA) is…

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Hierarchical Nearest-Neighbor Gaussian Process Models for Large Geostatistical Datasets

Spatial process models for analyzing geostatistical data entail computations that become prohibitive as the number of spatial locations become large. This article develops a class of highly scalable nearest-neighbor Gaussian process (NNGP) models to provide fully model-based inference for large geostatistical datasets. We establish that the NNGP is a well-defined spatial process providing legitimate finite-dimensional Gaussian densities with sparse precision matrices. We…

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Simultaneous Sparse Estimation of Canonical Vectors in the p ≫ N Setting

变量数远超样本量时典型判别向量的同步稀疏估计

This article considers the problem of sparse estimation of canonical vectors in linear discriminant analysis when p ≫ N. Several methods have been proposed in the literature that estimate one canonical vector in the two-group case. However, G − 1 canonical vectors can be considered if the number of groups is G. In the multi-group context, it is common to estimate canonical vectors in a sequential fashion. Moreover, separate prior estimation of the covariance structure is…

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Generalized Quasi-Likelihood Ratio Tests for Semiparametric Analysis of Covariance Models in Longitudinal Data

纵向数据半参数协方差分析模型的广义准似然比检验

We model generalized longitudinal data from multiple treatment groups by a class of semiparametric analysis of covariance models, which take into account the parametric effects of time dependent covariates and the nonparametric time effects. In these models, the treatment effects are represented by nonparametric functions of time and we propose a generalized quasi-likelihood ratio test procedure to test if these functions are identical. Our estimation procedure is based on…

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Sparse Regression Incorporating Graphical Structure Among Predictors

纳入预测变量图结构的稀疏回归

With the abundance of high dimensional data in various disciplines, sparse regularized techniques are very popular these days. In this paper, we make use of the structure information among predictors to improve sparse regression models. Typically, such structure information can be modeled by the connectivity of an undirected graph using all predictors as nodes of the graph. Most existing methods use this undirected graph edge-by-edge to encourage the regression coefficients…

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A Class of Functional Methods for Error-Contaminated Survival Data Under Additive Hazards Models with Replicate Measurements

重复测量下含测量误差生存数据的加性风险函数校正方法

Covariate measurement error has attracted extensive interest in survival analysis. Since Prentice, a large number of inference methods have been developed to handle error-prone data that are modulated with proportional hazards models. In contrast to proportional hazards models, additive hazards models offer a flexible tool to delineate survival processes. However, there is little research on measurement error effects under additive hazards models. In this article, we…

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Approximations of the Optimal Importance Density Using Gaussian Particle Flow Importance Sampling

利用高斯粒子流重要性采样近似最优重要性密度

Recently developed particle flow algorithms provide an alternative to importance sampling for drawing particles from a posterior distribution, and a number of particle filters based on this principle have been proposed. Samples are drawn from the prior and then moved according to some dynamics over an interval of pseudo-time such that their final values are distributed according to the desired posterior. In practice, implementing a particle flow sampler requires multiple…

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A General Regression Changepoint Test for Time Series Data

时间序列数据的一般回归变点检验

This article develops a test for a single changepoint in a general setting that allows for correlated time series regression errors, a seasonal cycle, time-varying regression factors, and covariate information. Within, a changepoint statistic is constructed from likelihood ratio principles and its asymptotic distribution is derived. The asymptotic distribution of the changepoint statistic is shown to be invariant of the seasonal cycle and the covariates should the latter…

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Bayesian Conditional Tensor Factorizations for High-Dimensional Classification

用于高维分类的贝叶斯条件张量分解

In many application areas, data are collected on a categorical response and high-dimensional categorical predictors, with the goals being to build a parsimonious model for classification while doing inferences on the important predictors. In settings such as genomics, there can be complex interactions among the predictors. By using a carefully-structured Tucker factorization, we define a model that can characterize any conditional probability, while facilitating variable…

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The Controlled Thermodynamic Integral for Bayesian Model Evidence Evaluation

用于贝叶斯模型证据计算的控制变量热力学积分

Approximation of the model evidence is well known to be challenging. One promising approach is based on thermodynamic integration, but a key concern is that the thermodynamic integral can suffer from high variability in many applications. This article considers the reduction of variance that can be achieved by exploiting control variates in this setting. Our methodology applies whenever the gradient of both the log-likelihood and the log-prior with respect to the parameters…

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Empirical Likelihood for Right Censored Lifetime Data

右删失寿命数据的经验似然

When the empirical likelihood (EL) of a parameter θ is constructed with right censored data, literature shows that − 2log (empirical likelihood ratio) typically has an asymptotic scaled chi-squared distribution, where the scale parameter is a function of some unknown asymptotic variances. Therefore, the EL construction of confidence intervals for θ requires an additional estimation of the scale parameter. Additional estimation would reduce the coverage accuracy for θ. By…

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Structured Matrix Completion with Applications to Genomic Data Integration

结构化矩阵补全及其基因组数据整合应用

Matrix completion has attracted significant recent attention in many fields including statistics, applied mathematics and electrical engineering. Current literature on matrix completion focuses primarily on independent sampling models under which the individual observed entries are sampled independently. Motivated by applications in genomic data integration, we propose a new framework of structured matrix completion (SMC) to treat structured missingness by design.…

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