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黎曼流形上的平滑样条及其在三维形状空间中的应用AI 解读

Abstract There has been increasing interest in statistical analysis of data lying in manifolds. This paper generalizes a smoothing spline fitting method to Riemannian manifold data based on the technique of unrolling, unwrapping and wrapping originally proposed by Jupp and Kent for spherical data. In particular, we develop such a fitting procedure for shapes of configurations in general m-dimensional Euclidean space, extending our previous work for two-dimensional shapes. We…

基于链接数据的小区域估计AI 解读

Abstract Data linkage can be used to combine values of the variable of interest from a national survey with values of auxiliary variables obtained from another source, such as a population register, for use in small area estimation. However, linkage errors can induce bias when fitting regression models; moreover, they can create non-representative outliers in the linked data in addition to the presence of potential representative outliers. In this paper, we adopt a secondary…

含噪矩阵补全中线性泛函的统计推断AI 解读

Abstract We introduce a flexible framework for making inferences about general linear forms of a large matrix based on noisy observations of a subset of its entries. In particular, under mild regularity conditions, we develop a universal procedure to construct asymptotically normal estimators of its linear forms through double-sample debiasing and low-rank projection whenever an entry-wise consistent estimator of the matrix is available. These estimators allow us to…

通过模型重参数化改进变分贝叶斯推断AI 解读

Abstract We propose using model reparametrization to improve variational Bayes inference for hierarchical models whose variables can be classified as global (shared across observations) or local (observation-specific). Posterior dependence between local and global variables is minimized by applying an invertible affine transformation on the local variables. The functional form of this transformation is deduced by approximating the posterior distribution of each local…

准平稳蒙特卡洛与 Scale 算法AI 解读

Summary This paper introduces a class of Monte Carlo algorithms which are based on the simulation of a Markov process whose quasi-stationary distribution coincides with a distribution of interest. This differs fundamentally from, say, current Markov chain Monte Carlo methods which simulate a Markov chain whose stationary distribution is the target. We show how to approximate distributions of interest by carefully combining sequential Monte Carlo methods with methodology for…

含极端观测整数时间序列的贝塔—负二项自回归模型AI 解读

Summary The paper introduces a general class of heavy-tailed auto-regressions for modelling integer-valued time series with outliers. The specification proposed is based on a heavy-tailed mixture of negative binomial distributions that features an observation-driven dynamic equation for the conditional expectation. The existence of a stationary and ergodic solution for the class of auto-regressive processes is shown under general conditions. The estimation of the model can…

采用二元稳定核的积分差分方程时空建模AI 解读

Summary An integro-difference equation can be represented as a hierarchical spatiotemporal dynamic model using appropriate parameterizations. The dynamics of the process defined by an integro-difference equation depends on the choice of a bivariate kernel distribution, where more flexible shapes generally result in more flexible models. Under a Bayesian modelling framework, we consider the use of the stable family of distributions for the kernel, as they are infinitely…

协变量自适应随机化下生存分析中治疗效应的稳健检验AI 解读

Summary Covariate-adaptive randomization is popular in clinical trials with sequentially arrived patients for balancing treatment assignments across prognostic factors that may have influence on the response. However, existing theory on tests for the treatment effect under covariate-adaptive randomization is limited to tests under linear or generalized linear models, although the covariate-adaptive randomization method has been used in survival analysis for a long time.…

临床试验治疗组选择的信息论方法AI 解读

Summary The question of selecting the ‘best’ among different choices is a common problem in statistics. In drug development, our motivating setting, the question becomes, for example, which treatment gives the best response rate. Motivated by recent developments in the theory of context-dependent information measures, we propose a flexible response-adaptive experimental design based on a novel criterion governing treatment arm selections which can be used in adaptive…

利用 Fisher–Gaussian 核估计具有非线性支撑的密度AI 解读

Summary Current tools for multivariate density estimation struggle when the density is concentrated near a non-linear subspace or manifold. Most approaches require the choice of a kernel, with the multivariate Gaussian kernel by far the most commonly used. Although heavy-tailed and skewed extensions have been proposed, such kernels cannot capture curvature in the support of the data. This leads to poor performance unless the sample size is very large relative to the…

高维情形下的修正似然根AI 解读

Summary We examine a higher order approximation to the significance function with increasing numbers of nuisance parameters, based on the normal approximation to an adjusted log-likelihood root. We show that the rate of the correction for nuisance parameters is larger than the correction for non-normality, when the parameter dimension p is O(nα) for α<12. We specialize the results to linear exponential families and location–scale families and illustrate these with…

回归变量选择的新方法及其在遗传精细定位中的应用AI 解读

Summary We introduce a simple new approach to variable selection in linear regression, with a particular focus on quantifying uncertainty in which variables should be selected. The approach is based on a new model—the ‘sum of single effects’ model, called ‘SuSiE’—which comes from writing the sparse vector of regression coefficients as a sum of ‘single-effect’ vectors, each with one non-zero element. We also introduce a corresponding new fitting procedure—iterative Bayesian…

低秩估计中的错误发现及其控制AI 解读

Summary Models specified by low rank matrices are ubiquitous in contemporary applications. In many of these problem domains, the row–column space structure of a low rank matrix carries information about some underlying phenomenon, and it is of interest in inferential settings to evaluate the extent to which the row–column spaces of an estimated low rank matrix signify discoveries about the phenomenon. However, in contrast with variable selection, we lack a formal framework…

函数型预测变量非参数回归中影响点的超一致估计AI 解读

Summary Predicting scalar outcomes by using functional predictors is a classical problem in functional data analysis. In many applications, however, only specific locations or time points of the functional predictors have an influence on the outcome. Such ‘points of impact’ are typically unknown and must be estimated in addition to estimating the usual model components. We show that our points-of-impact estimator enjoys a superconsistent rate of convergence and does not…

混合模型序贯学习程序的拟贝叶斯性质AI 解读

Summary Bayesian methods are often optimal, yet increasing pressure for fast computations, especially with streaming data, brings renewed interest in faster, possibly suboptimal, solutions. The extent to which these algorithms approximate Bayesian solutions is a question of interest, but often unanswered. We propose a methodology to address this question in predictive settings, when the algorithm can be reinterpreted as a probabilistic predictive rule. We specifically…

极值图模型AI 解读

Summary Conditional independence, graphical models and sparsity are key notions for parsimonious statistical models and for understanding the structural relationships in the data. The theory of multivariate and spatial extremes describes the risk of rare events through asymptotically justified limit models such as max-stable and multivariate Pareto distributions. Statistical modelling in this field has been limited to moderate dimensions so far, partly owing to complicated…

通过近似留一交叉验证高效估计样本外预测误差AI 解读

Summary The paper considers the problem of out-of-sample risk estimation under the high dimensional settings where standard techniques such as K-fold cross-validation suffer from large biases. Motivated by the low bias of the leave-one-out cross-validation method, we propose a computationally efficient closed form approximate leave-one-out formula ALO for a large class of regularized estimators. Given the regularized estimate, calculating ALO requires a minor computational…

优化观测 Fisher 信息的自适应实验设计AI 解读

Summary Expected Fisher information can be found a priori and as a result its inverse is the primary variance approximation used in the design of experiments. This is in contrast with the common claim that the inverse of the observed Fisher information is a better approximation of the variance of the maximum likelihood estimator. Observed Fisher information cannot be known a priori; however, if an experiment is conducted sequentially, in a series of runs, the observed Fisher…

高维变点检测的统一数据自适应框架AI 解读

Summary In recent years, change point detection for a high dimensional data sequence has become increasingly important in many scientific fields such as biology and finance. The existing literature develops a variety of methods designed for either a specified parameter (e.g. the mean or covariance) or a particular alternative pattern (sparse or dense), but not for both scenarios simultaneously. To overcome this limitation, we provide a general framework for developing tests…

可视化黑箱监督学习模型中预测变量的效应AI 解读

Summary In many supervised learning applications, understanding and visualizing the effects of the predictor variables on the predicted response is of paramount importance. A shortcoming of black box supervised learning models (e.g. complex trees, neural networks, boosted trees, random forests, nearest neighbours, local kernel-weighted methods and support vector regression) in this regard is their lack of interpretability or transparency. Partial dependence plots, which are…

对 Grover 与 Kaur 更正的回复：一种新的随机化回答模型AI 解读

In Gjestvang and Singh (2006), the properties of the estimator π^New are investigated when v = 1 and w = 0, which are obtained by taking p=α1/(β1+α1) and T=α2/(β2+α2)⁠. In this case, the correction that was made by Grover and Kaur (2020) is proper, i.e. any choice of α1, β1⁠, α2 and β2 will make v = 1 and w = 0. Note that the meaning of ‘specifically’ is ‘done in a definite and exact way’. Gjestvang and Singh (2006) have pointed out that ‘specifically’ we have the following…

高维假设检验的灵活框架AI 解读

Summary Hypothesis testing in the linear regression model is a fundamental statistical problem. We consider linear regression in the high dimensional regime where the number of parameters exceeds the number of samples (p > n). To make informative inference, we assume that the model is approximately sparse, i.e. the effect of covariates on the response can be well approximated by conditioning on a relatively small number of covariates whose identities are unknown. We develop…

高维广义线性模型的拟合优度检验AI 解读

Summary We propose a family of tests to assess the goodness of fit of a high dimensional generalized linear model. Our framework is flexible and may be used to construct an omnibus test or directed against testing specific non-linearities and interaction effects, or for testing the significance of groups of variables. The methodology is based on extracting left-over signal in the residuals from an initial fit of a generalized linear model. This can be achieved by predicting…

因果保序回归AI 解读

Summary In observational studies, potential confounders may distort the causal relationship between an exposure and an outcome. However, under some conditions, a causal dose–response curve can be recovered by using the G-computation formula. Most classical methods for estimating such curves when the exposure is continuous rely on restrictive parametric assumptions, which carry significant risk of model misspecification. Non-parametric estimation in this context is…