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A Correlated Network Scale-Up Model: Finding the Connection Between Subpopulations

相关网络规模推估模型:识别子群体之间的联系

Aggregated relational data (ARD), formed from "How many X's do you know?" questions, is a powerful tool for learning important network characteristics with incomplete network data. Compared to traditional survey methods, ARD is attractive as it does not require a sample from the target population and does not ask respondents to self-reveal their own status. This is helpful for studying hard-to-reach populations like female sex workers who may be hesitant to reveal their…

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Assessing the Most Vulnerable Subgroup to Type II Diabetes Associated with Statin Usage: Evidence from Electronic Health Record Data

识别他汀使用相关二型糖尿病风险最高的亚组:电子健康记录证据

There have been increased concerns that the use of statins, one of the most commonly prescribed drugs for treating coronary artery disease, is potentially associated with the increased risk of new-onset Type II diabetes (T2D). Nevertheless, to date, there is no robust evidence supporting as to whether and what kind of populations are indeed vulnerable for developing T2D after taking statins. In this case study, leveraging the biobank and electronic health record data in the…

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On Robustness of Individualized Decision Rules

个体化决策规则的稳健性

With the emergence of precision medicine, estimating optimal individualized decision rules (IDRs) has attracted tremendous attention in many scientific areas. Most existing literature has focused on finding optimal IDRs that can maximize the expected outcome for each individual. Motivated by complex individualized decision making procedures and the popular conditional value at risk (CVaR) measure, we propose a new robust criterion to estimate optimal IDRs in order to control…

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Estimation of Copulas via Maximum Mean Discrepancy

基于最大均值差异的 Copula 估计

This article deals with robust inference for parametric copula models. Estimation using canonical maximum likelihood might be unstable, especially in the presence of outliers. We propose to use a procedure based on the maximum mean discrepancy (MMD) principle. We derive nonasymptotic oracle inequalities, consistency and asymptotic normality of this new estimator. In particular, the oracle inequality holds without any assumption on the copula family, and can be applied in the…

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Generalized Liquid Association Analysis for Multimodal Data Integration

用于多模态数据整合的广义液态关联分析

Multimodal data are now prevailing in scientific research. One of the central questions in multimodal integrative analysis is to understand how two data modalities associate and interact with each other given another modality or demographic variables. The problem can be formulated as studying the associations among three sets of random variables, a question that has received relatively less attention in the literature. In this article, we propose a novel generalized liquid…

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Transfer Learning in Large-Scale Gaussian Graphical Models with False Discovery Rate Control

具有错误发现率控制的大规模高斯图模型迁移学习

Transfer learning for high-dimensional Gaussian graphical models (GGMs) is studied. The target GGM is estimated by incorporating the data from similar and related auxiliary studies, where the similarity between the target graph and each auxiliary graph is characterized by the sparsity of a divergence matrix. An estimation algorithm, Trans-CLIME, is proposed and shown to attain a faster convergence rate than the minimax rate in the single-task setting. Furthermore, we…

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Adaptive Conditional Distribution Estimation with Bayesian Decision Tree Ensembles

基于贝叶斯决策树集成的自适应条件分布估计

We present a Bayesian nonparametric model for conditional distribution estimation using Bayesian additive regression trees (BART). The generative model we use is based on rejection sampling from a base model. Like other BART models, our model is flexible, has a default prior specification, and is computationally convenient. To address the distinguished role of the response in our BART model, we introduce an approach to targeted smoothing of BART models which is of…

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Optimal Estimation of the Number of Network Communities

网络社区数量的最优估计

In network analysis, how to estimate the number of communities K is a fundamental problem. We consider a broad setting where we allow severe degree heterogeneity and a wide range of sparsity levels, and propose Stepwise Goodness of Fit (StGoF) as a new approach. This is a stepwise algorithm, where for m=1,2,…, we alternately use a community detection step and a goodness of fit (GoF) step. We adapt SCORE Jin for community detection, and propose a new GoF metric. We show that…

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Kernel Knockoffs Selection for Nonparametric Additive Models

非参数加性模型的核 Knockoffs 变量选择

Thanks to its fine balance between model flexibility and interpretability, the nonparametric additive model has been widely used, and variable selection for this type of model has been frequently studied. However, none of the existing solutions can control the false discovery rate (FDR) unless the sample size tends to infinity. The knockoff framework is a recent proposal that can address this issue, but few knockoff solutions are directly applicable to nonparametric models.…

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High-Dimensional Gaussian Graphical Regression Models with Covariates

含协变量的高维高斯图回归模型

Though Gaussian graphical models have been widely used in many scientific fields, relatively limited progress has been made to link graph structures to external covariates. We propose a Gaussian graphical regression model, which regresses both the mean and the precision matrix of a Gaussian graphical model on covariates. In the context of co-expression quantitative trait locus (QTL) studies, our method can determine how genetic variants and clinical conditions modulate the…

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Beyond Matérn: On A Class of Interpretable Confluent Hypergeometric Covariance Functions

超越 Matérn:一类可解释的合流超几何协方差函数

The Matérn covariance function is a popular choice for prediction in spatial statistics and uncertainty quantification literature. A key benefit of the Matérn class is that it is possible to get precise control over the degree of mean-square differentiability of the random process. However, the Matérn class possesses exponentially decaying tails, and thus, may not be suitable for modeling polynomially decaying dependence. This problem can be remedied using polynomial…

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Real-Time Regression Analysis of Streaming Clustered Data With Possible Abnormal Data Batches

可能含异常批次的流式聚类数据实时回归分析

This paper develops an incremental learning algorithm based on quadratic inference function (QIF) to analyze streaming datasets with correlated outcomes such as longitudinal data and clustered data. We propose a renewable QIF (RenewQIF) method within a paradigm of renewable estimation and incremental inference, in which parameter estimates are recursively renewed with current data and summary statistics of historical data, but with no use of any historical subject-level raw…

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Semiparametric Goodness-of-Fit Test for Clustered Point Processes with a Shape-Constrained Pair Correlation Function

具有形状约束成对相关函数的聚集点过程半参数拟合优度检验

Specification of a parametric model for the intensity function is a fundamental task in statistics for spatial point processes. It is, therefore, crucial to be able to assess the appropriateness of a suggested model for a given point pattern dataset. For this purpose, we develop a new class of semiparametric goodness-of-fit tests for the specified parametric first-order intensity, without assuming a full data generating mechanism that is needed for the existing popular Monte…

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Score Matching for Compositional Distributions

组成分布的得分匹配估计

Compositional data are challenging to analyse due to the non-negativity and sum-to-one constraints on the sample space. With real data, it is often the case that many of the compositional components are highly right-skewed, with large numbers of zeros. Major limitations of currently available models for compositional data include one or more of the following: insufficient flexibility in terms of distributional shape; difficulty in accommodating zeros in the data in…

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Time-to-Event Analysis with Unknown Time Origins via Longitudinal Biomarker Registration

通过纵向生物标志物曲线配准分析未知起点的事件时间

In observational studies, the time origin of interest for time-to-event analysis is often unknown, such as the time of disease onset. Existing approaches to estimating the time origins are commonly built on extrapolating a parametric longitudinal model, which rely on rigid assumptions that can lead to biased inferences. In this paper, we introduce a flexible semiparametric curve registration model. It assumes the longitudinal trajectories follow a flexible common shape…

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Statistical Inference with Local Optima

存在局部最优解时的统计推断

We study the statistical properties of an estimator derived by applying a gradient ascent method with multiple initializations to a multi-modal likelihood function. We derive the population quantity that is the target of this estimator and study the properties of confidence intervals (CIs) constructed from asymptotic normality and the bootstrap approach. In particular, we analyze the coverage deficiency due to finite number of random initializations. We also investigate the…

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Identifying Effects of Multiple Treatments in the Presence of Unmeasured Confounding

存在未测量混杂时多重处理效应的识别

Identification of treatment effects in the presence of unmeasured confounding is a persistent problem in the social, biological, and medical sciences. The problem of unmeasured confounding in settings with multiple treatments is most common in statistical genetics and bioinformatics settings, where researchers have developed many successful statistical strategies without engaging deeply with the causal aspects of the problem. Recently there have been a number of attempts to…

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Causal Spillover Effects Using Instrumental Variables

利用工具变量识别因果溢出效应

I set up a potential outcomes framework to analyze spillover effects using instrumental variables. I characterize the population compliance types in a setting in which spillovers can occur on both treatment take-up and outcomes, and provide conditions for identification of the marginal distribution of compliance types. I show that intention-to-treat (ITT) parameters aggregate multiple direct and spillover effects for different compliance types, and hence do not have a clear…

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A Deep Generative Approach to Conditional Sampling

条件抽样的深度生成方法

We propose a deep generative approach to sampling from a conditional distribution based on a unified formulation of conditional distribution and generalized nonparametric regression function using the noise-outsourcing lemma. The proposed approach aims at learning a conditional generator, so that a random sample from the target conditional distribution can be obtained by transforming a sample drawn from a reference distribution. The conditional generator is estimated…

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Orthogonalized Kernel Debiased Machine Learning for Multimodal Data Analysis

用于多模态数据分析的正交化核去偏机器学习

Multimodal imaging has transformed neuroscience research. While it presents unprecedented opportunities, it also imposes serious challenges. Particularly, it is difficult to combine the merits of the interpretability attributed to a simple association model with the flexibility achieved by a highly adaptive nonlinear model. In this article, we propose an orthogonalized kernel debiased machine learning approach, which is built upon the Neyman orthogonality and a form of…

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Fairness-Oriented Learning for Optimal Individualized Treatment Rules

面向公平性的最优个体化处理规则学习

There has recently been a surge on the methodological development for optimal individualized treatment rule (ITR) estimation. The standard methods in the literature are designed to maximize the potential average performance (assuming larger outcomes are desirable). A notable drawback of the standard approach, due to heterogeneity in treatment response, is that the estimated optimal ITR may be suboptimal or even detrimental to certain disadvantaged subpopulations. Motivated…

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Spectral Density Estimation for Nonstationary Data With Nonzero Mean Function

非零均值函数下非平稳数据的谱密度估计

We introduce a new approach for nonparametric spectral density estimation based on the subsampling technique, which we apply to the important class of nonstationary time series. These are almost periodically correlated sequences. In contrary to existing methods, our technique does not require demeaning of the data. On the simulated data examples, we compare our estimator of spectral density function with the classical one. Additionally, we propose a modified estimator, which…

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Sparse Topic Modeling: Computational Efficiency, Near-Optimal Algorithms, and Statistical Inference

稀疏主题模型:计算效率、近最优算法与统计推断

Sparse topic modeling under the probabilistic latent semantic indexing (pLSI) model is studied. Novel and computationally fast algorithms for estimation and inference of both the word-topic matrix and the topic-document matrix are proposed and their theoretical properties are investigated. Both minimax upper and lower bounds are established and the results show that the proposed algorithms are rate-optimal, up to a logarithmic factor. Moreover, a refitting algorithm is…

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Generalized Good-Turing Improves Missing Mass Estimation

广义Good–Turing方法改进未观测概率质量估计

Consider a finite sample from an unknown distribution over a countable alphabet. The missing mass refers to the probability of symbols that do not appear in the sample. Estimating the missing mass is a basic problem in statistics and related fields, which dates back to the early work of Laplace, and the more recent seminal contribution of Good and Turing. In this article, we introduce a generalized Good-Turing (GT) framework for missing mass estimation. We derive an…

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