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Scalable Bayesian Image-on-Scalar Regression for Population-Scale Neuroimaging Data Analysis

面向大规模神经影像数据的可扩展贝叶斯图像对标量回归

Bayesian Image-on-Scalar Regression (ISR) provides flexible, uncertainty-aware neuroimaging analysis. However, applying ISR to large-scale datasets such as the UK Biobank is challenging due to intensive computational demands and the need to handle subject-specific brain masks rather than a common mask. We propose a novel Bayesian ISR model that scales efficiently while accommodating these inconsistent masks. Our method leverages Gaussian process priors with salience area…

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Sequential Knockoffs for Variable Selection in Reinforcement Learning

强化学习变量选择的序贯 Knockoffs 方法

In real-world applications of reinforcement learning, it is often challenging to obtain a state representation that is parsimonious and satisfies the Markov property without prior knowledge. Consequently, it is common practice to construct a state larger than necessary, e.g., by concatenating measurements over contiguous time points. However, needlessly increasing the dimension of the state may slow learning and obfuscate the learned policy. We introduce the notion of a…

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Semiparametric Efficient Fusion of Individual Data and Summary Statistics

个体数据与汇总统计量的半参数有效融合

Suppose we have individual data from an internal study and various summary statistics from relevant external studies. External summary statistics have the potential to improve statistical inference for the internal population; however, it may lead to efficiency loss or bias if not used properly. We study the fusion of individual data and summary statistics in a semiparametric framework to investigate the efficient use of external summary statistics. Under a weak…

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Tree Bandits for Generative Bayes

生成式贝叶斯推断中的树型多臂老虎机方法

In generative models with intractable likelihood, Approximate Bayesian Computation (ABC) is often the tool of last resort for inference. However, ABC demands many prior parameter proposals to keep only the small fraction of them that meet the acceptance criterion. To accelerate ABC rejection sampling, this paper develops a self-aware framework that learns from past proposals: both acceptances and rejections. We apply recursive partitioning classifiers on the ABC lookup table…

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An Online Meta-Level Adaptive Design Framework with Targeted Learning Inference: Applications to Evaluating and Utilizing Surrogate Outcomes in Adaptive Designs

结合目标学习推断的在线元层级自适应设计框架

Adaptive designs are increasingly used in clinical trials and online experiments to improve participant outcomes by dynamically updating treatment allocation as data accumulate. In practice, experimenters often consider multiple candidate designs, each with distinct trade-offs. However, typically only one design is implemented at a time, leaving benefits and costs of alternative designs unobserved and unquantified. To address this, we propose a novel meta-level adaptive…

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High-Dimensional Statistical Inference and Variable Selection Using Sufficient Dimension Association

利用充分维度关联进行高维统计推断与变量选择

Simultaneous variable selection and statistical inference is challenging in high-dimensional data analysis. Most existing post-selection inference methods require explicitly specified regression models, which are often linear, as well as sparsity in the regression model. The performance of such procedures can be poor under either misspecified nonlinear models or a violation of the sparsity assumption. In this article, we propose a sufficient dimension association (SDA)…

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Spatial Scale-Aware Tail Dependence Modeling for High-Dimensional Spatial Extremes

高维空间极值的空间尺度感知尾部依赖建模

Extreme events over large spatial domains may exhibit highly heterogeneous tail dependence characteristics, yet most existing spatial extremes models yield only one dependence class over the entire spatial domain. To accurately characterize dependence in extreme events, we propose a mixture model that achieves flexible dependence properties and allows high-dimensional inference (∼600 spatial locations in our data example) for extremes of spatial processes. We modify the…

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When Less Is More: Binary Feedback Can Outperform Ordinal Comparisons in Ranking Recovery

少即是多:二元反馈可能更有利于排序恢复

Paired comparison data, where users evaluate items in pairs, play a central role in ranking and preference learning tasks. While ordinal comparison data intuitively offer richer information than binary comparisons, this paper challenges that conventional wisdom. We propose a general parametric framework for modeling ordinal paired comparisons without ties. The model adopts a generalized additive structure, featuring a link function that quantifies the preference difference…

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Out-of-Distribution Generalization under Random, Dense Distributional Shifts

随机稠密分布偏移下的分布外泛化

Many existing approaches for estimating parameters in settings with distributional shifts operate under an invariance assumption. For example, under covariate shift, it is assumed that p(y|x) remains invariant. We refer to such distribution shifts as sparse, since they may be substantial but affect only a part of the data generating system. In contrast, in various real-world settings, shifts might be dense. More specifically, these dense distributional shifts may arise…

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Bayesian Optimization for Branching and Nested Hyperparameters in Deep Learning

深度学习中分支与嵌套超参数的贝叶斯优化

Hyperparameter optimization plays a crucial role in the success of neural networks as hyperparameters directly control the behavior and performance of the training algorithms. To obtain efficient tuning, Bayesian optimization based on Gaussian process is widely used. Despite numerous applications in deep learning, the existing methods rely on a convenient but restrictive assumption that the tuning parameters are independent of each other. However, tuning parameters with…

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Nonparametric Prior Learning in Differential Equation Modeling

微分方程建模中的非参数先验学习

This article addresses Bayesian inference related to partial differential equations (PDEs), particularly nonparametric regression constrained by PDEs. To effectively encode prior information, we propose a novel framework that learns a prediction function of the prior distribution from historical training datasets. We introduce hyper-prior and hyper-posterior distributions and derive a generalization error estimate, which accommodates data-dependent priors by extending the…

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Maximum Binomial Likelihood Method for Multivariate Mixture Data

多元混合数据的最大二项似然方法

Multivariate mixture data analysis presents numerous challenges and constitutes a vital area of interest in the fields of statistics and data science. Research into multivariate mixture structures holds relevance across diverse application domains and plays a pivotal role in the advancement of artificial intelligence and machine learning. In this article, we focus on nonparametric estimation techniques for multivariate mixture data. Specifically, we assume a known number of…

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Adaptive Partition Factor Analysis

自适应划分因子分析

Factor Analysis has traditionally been utilized across diverse disciplines to extrapolate latent traits that influence the behavior of multivariate observed variables. Historically, the focus has been on analyzing data from a single study, neglecting the potential study-specific variations present in data from multiple studies. Multi-study factor analysis has emerged as a recent methodological advancement that addresses this gap by distinguishing between latent traits shared…

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Translating Predictive Distributions into Informative Priors

将预测分布转化为信息性先验

“When complex Bayesian models exhibit implausible behaviour, one solution is to assemble available information into an informative prior. Challenges arise as prior information is often only available for the observable quantity, or some model-derived marginal quantity, rather than directly pertaining to the (usually latent) parameters in our model. We propose a method for translating available prior information, in the form of an elicited distribution for the observable or…

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Double-Robust Small Area Estimation

小区域估计中的双重稳健方法

In the context of robust small area estimation (SAE), there are two types of robustness considerations, robustness against model misspecification and robustness against outliers. We propose a method of SAE that has both types of robustness features. The method combines the idea of observed best prediction (OBP), which is known to be more robust against model misspecification than the traditional best linear unbiased prediction (EBLUP) method, and the method of density power…

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Distributional Off-Policy Evaluation with Deep Quantile Process Regression

基于深度分位数过程回归的分布性离策略评估

This paper investigates the off-policy evaluation (OPE) problem from a distributional perspective. Rather than focusing solely on the expectation of the total return, as in most existing OPE methods, we aim to estimate the entire return distribution. To this end, we introduce a quantile-based approach for OPE using deep quantile process regression, presenting a novel algorithm called Deep Quantile Process regression-based Off-Policy Evaluation (DQPOPE). We provide new…

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Learning When the Concept Shifts: Confounding, Invariance, and Dimension Reduction

概念漂移下的学习:混杂、不变性与降维

Practitioners often face the challenge of deploying prediction models in new environments with shifted distributions of covariates and responses. With observational data, such shifts are often driven by unobserved confounding, and can in fact alter the concept of which model is best. This paper studies distribution shifts in the domain adaptation problem with unobserved confounding. We postulate a linear structural causal model to account for endogeneity and unobserved…

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Mini-batch Estimation for Deep Cox Models: Statistical Foundations and Practical Guidance

深度 Cox 模型的小批量估计:统计基础与实践指导

The stochastic gradient descent (SGD) algorithm has been widely used to optimize deep Cox neural network (Cox-NN) by updating model parameters using mini-batches of data. We show that SGD aims to optimize the average of mini-batch partial-likelihood, which is different from the standard partial-likelihood. This distinction requires developing new statistical properties for the global optimizer, namely, the mini-batch maximum partial-likelihood estimator (mb-MPLE). We…

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Correction for: Generalized factor model for ultra-high dimensional correlated variables with mixed types

《混合类型超高维相关变量的广义因子模型》更正

Wei Liu1, Huazhen Lin2, Shurong Zheng3 and Jin Liu41School of Mathematics, Sichuan University, Chengdu, China2Center of Statistical Research and School of Statistics, Southwestern University of Fin...

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Network Regression and Supervised Centrality Estimation

网络回归与监督式中心性估计

The centrality in a network is often used to measure nodes’ importance and model network effects on a certain outcome. Empirical studies widely adopt a two-stage procedure, which first estimates the centrality from the observed noisy network and then infers the network effect from the estimated centrality, even though it lacks theoretical understanding. We propose a unified modeling framework to study the properties of centrality estimation and inference and the subsequent…

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Change Point Analysis: Theory and Application (by Baisuo Jin and Jialiang Li)

《变点分析:理论与应用》(金百锁、李家良著)书评

Baisuo Jin and Jialiang Li. Boca Raton, FL: Chapman & Hall/CRC Press, 2025, xi + 236 pp., $126.99(H), ISBN: 978-1-032-64904-7.Change point analysis is canonical to the statistical literature and ha...

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An AI-powered Bayesian Generative Modeling Approach for Causal Inference in Observational Studies

观察性研究中用于因果推断的人工智能贝叶斯生成模型

Causal inference in observational studies with high-dimensional covariates presents significant challenges. We introduce CausalBGM, an AI-powered Bayesian generative modeling approach that captures the causal relationship among covariates, treatment, and outcome. The core innovation is to estimate the individual treatment effect (ITE) by learning the individual-specific distribution of a low-dimensional latent feature set (e.g., latent confounders) that drives changes in…

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Bayesian Phase 1–2 Designs with Adaptive Rules for Staggering Patient Entry

具有自适应患者错峰入组规则的贝叶斯Ⅰ—Ⅱ期试验设计

For first-in-human dose-finding trials, to protect patient safety, regulatory agencies may enforce strict within-cohort staggering rules that require delaying treatment of each patient in the first cohort at an untried dose until dose-limiting toxicities (DLTs) of all previously treated patients have been evaluated. Consequently, many new patients may face therapy delays, which reduces their probability of achieving a response due to disease progression, or be treated…

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Factorial Difference-in-Differences

析因双重差分

We formulate factorial difference-in-differences (FDID), a research design that extends canonical difference-in-differences (DID) to settings in which an event affects all units. In many panel data applications, researchers exploit cross-sectional variation in a baseline factor alongside temporal variation in the event, but the corresponding estimand is often implicit and the justification for applying the DID estimator remains unclear. We frame FDID as a factorial design…

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