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传染病传播数据的半参数相对风险回归AI 解读

This article introduces semiparametric relative-risk regression models for infectious disease data. The units of analysis in these models are pairs of individuals at risk of transmission. The hazard of infectious contact from i to j consists of a baseline hazard multiplied by a relative risk function that can be a function of infectiousness covariates for i, susceptibliity covariates for j, and pairwise covariates. When who-infects-whom is observed, we derive a profile…

分位数相关与分位数自回归建模AI 解读

In this article, we propose two important measures, quantile correlation (QCOR) and quantile partial correlation (QPCOR). We then apply them to quantile autoregressive (QAR) models, and introduce two valuable quantities, the quantile autocorrelation function (QACF) and the quantile partial autocorrelation function (QPACF). This allows us to extend the Box–Jenkins three-stage procedure (model identification, model parameter estimation, and model diagnostic checking) from…

固定回归变量下误设模型的统计推断AI 解读

Following the work by Eicker, Huber, and White it is common in empirical work to report standard errors that are robust against general misspecification. In a regression setting, these standard errors are valid for the parameter that minimizes the squared difference between the conditional expectation and a linear approximation, averaged over the population distribution of the covariates. Here, we discuss an alternative parameter that corresponds to the approximation to the…

研究特定参数固定且未知时的元分析AI 解读

Meta-analysis is a valuable tool for combining information from independent studies. However, most common meta-analysis techniques rely on distributional assumptions that are difficult, if not impossible, to verify. For instance, in the commonly used fixed-effects and random-effects models, we take for granted that the underlying study-level parameters are either exactly the same across individual studies or that they are realizations of a random sample from a population,…

用混合模型倾向得分估计道路扩容对交通量与密度的因果效应AI 解读

Road network capacity expansions are frequently proposed as solutions to urban traffic congestion but are controversial because it is thought that they can directly “induce” growth in traffic volumes. This article quantifies causal effects of road network capacity expansions on aggregate urban traffic volume and density in U.S. cities using a mixed model propensity score (PS) estimator. The motivation for this approach is that we seek to estimate a dose-response relationship…

广义常微分方程模型AI 解读

Existing estimation methods for ordinary differential equation (ODE) models are not applicable to discrete data. The generalized ODE (GODE) model is therefore proposed and investigated for the first time. We develop the likelihood-based parameter estimation and inference methods for GODE models. We propose robust computing algorithms and rigorously investigate the asymptotic properties of the proposed estimator by considering both measurement errors and numerical errors in…

具有潜在 Beta 强化的广义物种抽样先验AI 解读

Many popular Bayesian nonparametric priors can be characterized in terms of exchangeable species sampling sequences. However, in some applications, exchangeability may not be appropriate. We introduce a novel and probabilistically coherent family of non-exchangeable species sampling sequences characterized by a tractable predictive probability function with weights driven by a sequence of independent Beta random variables. We compare their theoretical clustering properties…

估计处理与大量协变量交互作用的简便方法AI 解读

We consider a setting in which we have a treatment and a potentially large number of covariates for a set of observations, and wish to model their relationship with an outcome of interest. We propose a simple method for modeling interactions between the treatment and covariates. The idea is to modify the covariate in a simple way, and then fit a standard model using the modified covariates and no main effects. We show that coupled with an efficiency augmentation procedure,…

通过估计量增广模拟Lasso类问题的抽样分布AI 解读

Regularized linear regression under the ℓ1 penalty, such as the Lasso, has been shown to be effective in variable selection and sparse modeling. The sampling distribution of an ℓ1-penalized estimator is hard to determine as the estimator is defined by an optimization problem that in general can only be solved numerically and many of its components may be exactly zero. Let S be the subgradient of the ℓ1 norm of the coefficient vector β evaluated at . We find that the joint…

不规则空间观测数据的概率密度非参数估计AI 解读

Nonparametric estimation of probability density functions, both marginal and joint densities, is a very useful tool in statistics. The kernel method is popular and applicable to dependent data, including time series and spatial data. But at least for the joint density, one has had to assume that data are observed at regular time intervals or on a regular grid in space. Though this is not very restrictive in the time series case, it often is in the spatial case. In fact, to a…

加速失效时间模型中基于嵌入似然的得分估计方程AI 解读

The semiparametric accelerated failure time (AFT) model is one of the most popular models for analyzing time-to-event outcomes. One appealing feature of the AFT model is that the observed failure time data can be transformed to identically independent distributed random variables without covariate effects. We describe a class of estimating equations based on the score functions for the transformed data, which are derived from the full likelihood function under commonly used…

离散数据的精确荟萃分析及其稀有事件列联表应用AI 解读

) associated with the exact tests from individual studies. It encompasses a broad class of exact meta-analysis methods, as it permits broad choices for the combining elements, such as tests used in individual studies, and any parameter of interest. The approach yields statements that explicitly account for the impact of individual studies on the overall inference, in terms of efficiency/power and the type I error rate. Those statements also give rises to empirical methods…

用于 ICU 数据建模的变定义域函数型回归AI 解读

We introduce a class of scalar-on-function regression models with subject-specific functional predictor domains. The fundamental idea is to consider a bivariate functional parameter that depends both on the functional argument and on the width of the functional predictor domain. Both parametric and nonparametric models are introduced to fit the functional coefficient. The nonparametric model is theoretically and practically invariant to functional support transformation, or…

全天候高频波动率的贝叶斯建模与预测AI 解读

This article estimates models of high-frequency index futures returns using “around-the-clock” 5-min returns that incorporate the following key features: multiple persistent stochastic volatility factors, jumps in prices and volatilities, seasonal components capturing time of the day patterns, correlations between return and volatility shocks, and announcement effects. We develop an integrated MCMC approach to estimate interday and intraday parameters and states using…

点云中闭合曲线的贝叶斯多尺度建模AI 解读

Modeling object boundaries based on image or point cloud data is frequently necessary in medical and scientific applications ranging from detecting tumor contours for targeted radiation therapy, to the classification of organisms based on their structural information. In low-contrast images or sparse and noisy point clouds, there is often insufficient data to recover local segments of the boundary in isolation. Thus, it becomes critical to model the entire boundary in the…

甲型 H1N1 流感动态传播模型的贝叶斯仿真与校准AI 解读

In this article, we develop a Bayesian framework for parameter estimation of a computationally expensive dynamic epidemic model using time series epidemic data. Specifically, we work with a model for A/H1N1 influenza, which is implemented as a deterministic computer simulator, taking as input the underlying epidemic parameters and calculating the corresponding time series of reported infections. To obtain Bayesian inference for the epidemic parameters, the simulator is…

利用贝叶斯模型平均组合纵向与事件时间联合模型的动态预测AI 解读

The joint modeling of longitudinal and time-to-event data is an active area of statistics research that has received a lot of attention in recent years. More recently, a new and attractive application of this type of model has been to obtain individualized predictions of survival probabilities and/or of future longitudinal responses. The advantageous feature of these predictions is that they are dynamically updated as extra longitudinal responses are collected for the…

多个无向图的结构追寻AI 解读

Gaussian graphical models are useful to analyze and visualize conditional dependence relationships between interacting units. Motivated from network analysis under different experimental conditions, such as gene networks for disparate cancer subtypes, we model structural changes over multiple networks with possible heterogeneities. In particular, we estimate multiple precision matrices describing dependencies among interacting units through maximum penalized likelihood. Of…

等位基因特异性拷贝数关联分析的似然框架AI 解读

Copy number variants (CNVs) and single nucleotide polymorphisms (SNPs) co-exist throughout the human genome and jointly contribute to phenotypic variations. Thus, it is desirable to consider both types of variants, as characterized by allele-specific copy numbers (ASCNs), in association studies of complex human diseases. Current SNP genotyping technologies capture the CNV and SNP information simultaneously via fluorescent intensity measurements. The common practice of…

时空过程的降维建模AI 解读

The field of spatial and spatio-temporal statistics is increasingly faced with the challenge of very large datasets. The classical approach to spatial and spatio-temporal modeling is very computationally demanding when datasets are large, which has led to interest in methods that use dimension-reduction techniques. In this article, we focus on modeling of two spatio-temporal processes where the primary goal is to predict one process from the other and where datasets for both…

利用稀疏网格实验设计快速预测确定性函数AI 解读

Random field models have been widely employed to develop a predictor of an expensive function based on observations from an experiment. The traditional framework for developing a predictor with random field models can fail due to the computational burden it requires. This problem is often seen in cases where the input of the expensive function is high dimensional. While many previous works have focused on developing an approximative predictor to resolve these issues, this…

内生性与样本流失下的多期处理效应评估AI 解读

This article develops a nonparametric methodology for treatment evaluation with multiple outcome periods under treatment endogeneity and missing outcomes. We use instrumental variables, pretreatment characteristics, and short-term (or intermediate) outcomes to identify the average treatment effect on the outcomes of compliers (the subpopulation whose treatment reacts on the instrument) in multiple periods based on inverse probability weighting. Treatment selection and…

使用射影线性变换的球面回归模型AI 解读

This article studies the problem of modeling relationship between two spherical (or directional) random variables in a regression setup. Here the predictor and the response variables are constrained to be on a unit sphere and, due to this nonlinear condition, the standard Euclidean regression models do not apply. Several past papers have studied this problem, termed spherical regression, by modeling the response variable with a von Mises-Fisher (VMF) density with the mean…

含协变量测量误差与工具变量的比例风险模型AI 解读

In biomedical studies, covariates with measurement error may occur in survival data. Existing approaches mostly require certain replications on the error-contaminated covariates, which may not be available in the data. In this paper, we develop a simple nonparametric correction approach for estimation of the regression parameters in the proportional hazards model using a subset of the sample where instrumental variables are observed. The instrumental variables are related to…