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考虑相关结构的高维两样本均值新检验AI 解读

This paper is concerned with high-dimensional two-sample mean problems, which receive considerable attention in recent literature. To utilize the correlation information among variables for enhancing the power of two-sample mean tests, we consider the setting in which the precision matrix of high-dimensional data possesses a linear structure. Thus, we first propose a new precision matrix estimation procedure with considering its linear structure, and further develop…

有限总体中的分位数过程及其应用AI 解读

The weak convergence of the quantile processes, which are constructed based on different estimators of the finite population quantiles, is shown under various well-known sampling designs based on a superpopulation model. The results related to the weak convergence of these quantile processes are applied to find asymptotic distributions of the smooth L-estimators and the estimators of smooth functions of finite population quantiles. Based on these asymptotic distributions,…

Wasserstein生成对抗网络作为极小极大最优分布估计量AI 解读

We provide nonasymptotic rates of convergence of the Wasserstein Generative Adversarial networks (WGAN) estimator. We build neural networks classes representing the generators and discriminators which yield a GAN that achieves the minimax optimal rate for estimating a certain probability measure μ with support in Rp. The probability μ is considered to be the push forward of the Lebesgue measure on the d-dimensional torus Td by a map g⋆:Td→Rp of smoothness β+1. Measuring the…

局部差分隐私下的渐近效率AI 解读

We develop a theory of asymptotic efficiency in regular parametric models when data confidentiality is ensured by local differential privacy (LDP). Even though efficient parameter estimation is a classical and well-studied problem in mathematical statistics, it leads to several nontrivial obstacles that need to be tackled when dealing with the LDP case. Starting from a regular parametric model P=(Pθ)θ∈Θ, Θ⊆Rp, for the i.i.d. unobserved sensitive data X1,…,Xn, we establish…

相位同步与正交群同步中谱方法的精确极小极大最优性AI 解读

We study the performance of the spectral method for the phase synchronization problem with additive Gaussian noises and incomplete data. The spectral method utilizes the leading eigenvector of the data matrix followed by a normalization step. We prove that it achieves the minimax lower bound of the problem with a matching leading constant under a squared ℓ2 loss. This shows that the spectral method has the same performance as more sophisticated procedures including maximum…

未知流形邻域中的密度估计：贝叶斯非参数方法AI 解读

We study the Bayesian density estimation of data living in the offset of an unknown submanifold of the Euclidean space. In this perspective, we introduce a new notion of anisotropic Hölder for the underlying density and obtain posterior rates that are minimax optimal and adaptive to the regularity of the density, to the intrinsic dimension of the manifold, and to the size of the offset, provided that the latter is not too small—while still allowed to go to zero. Our Bayesian…

高维混杂下平均处理效应的去偏逆倾向得分加权AI 解读

We consider estimation of average treatment effects given observational data with high-dimensional pretreatment variables. Existing methods for this problem typically assume some form of sparsity for the regression functions. In this work, we introduce a debiased inverse propensity score weighting (DIPW) scheme for average treatment effect estimation that delivers n-consistent estimates when the propensity score follows a sparse logistic regression model; the outcome…

改进的协方差估计：重尾下的最优稳健性与次高斯保证AI 解读

We present an estimator of the covariance matrix Σ of random d-dimensional vector from an i.i.d. sample of size n. Our sole assumption is that this vector satisfies a bounded Lp−L2 moment assumption over its one-dimensional marginals, for some p≥4. Given this, we show that Σ can be estimated from the sample with the same high-probability error rates that the sample covariance matrix achieves in the case of Gaussian data. This holds even though we allow for very general…

基于核时序差分方法的最优策略评估AI 解读

We study nonparametric methods for estimating the value function of an infinite-horizon discounted Markov reward process (MRP). We analyze the kernel-based least-squares temporal difference (LSTD) estimate, which can be understood either as a nonparametric instrumental variables method, or as a projected approximation to the Bellman fixed point equation. Our analysis imposes no assumptions on the transition operator of the Markov chain, but rather only conditions on the…

预测分位数回归中的统计推断AI 解读

This paper studies inference in predictive quantile regressions when the predictive regressor has a near-unit root. We derive asymptotic distributions for the quantile regression estimator and its heteroskedasticity and autocorrelation consistent (HAC) t -statistic in terms of functionals of Ornstein–Uhlenbeck processes. We then propose a switching-fully modified (FM) predictive test for quantile predictability. The proposed test employs an FM style correction with a…

湿能量平衡模型中的极地放大：结构计量估计与检验AI 解读

Poleward transport of atmospheric moisture and heat play major roles in the magnification of warming in poleward latitudes per degree of global warming, a phenomenon known as polar amplification (PA). We derive a time series econometric framework using a system of equations that have error-correction mechanisms restricted across equations to estimate and an identification strategy to recover the parameters of a moist energy balance model (MEBM) similar to those in the recent…

带固定效应的变系数空间动态面板模型：理论与应用AI 解读

This paper considers a varying-coefficient spatial dynamic panel data model with fixed effects. We show that a two-point approximation method poses a potential weak identification problem. We propose a robust modified estimator to address this issue. Our two-step estimation procedure incorporates both linear and quadratic moment conditions. We also extend our analysis to a partially linear varying-coefficient model and develop a consistent test for this specification. We…

配对整群随机试验中的统计推断AI 解读

This paper studies inference in cluster randomized trials where treatment status is determined according to a “matched pairs” design. Here, by a cluster randomized experiment, we mean one in which treatment is assigned at the level of the cluster; by a “matched pairs” design, we mean that a sample of clusters is paired according to baseline, cluster-level covariates and, within each pair, one cluster is selected at random for treatment. We study the large-sample behavior of…

分数 Ornstein–Uhlenbeck 过程的谱密度AI 解读

This paper introduces a novel and easy-to-implement method for accurately approximating the spectral density of discretely sampled fractional Ornstein–Uhlenbeck (fOU) processes. The method offers a substantial reduction in approximation error, particularly within the rough region of the fractional parameter H∈(0, 0.5). This approximate spectral density has the potential to enhance the performance of estimation methods and hypothesis testing that make use of spectral…

为何研究复现率如此低？AI 解读

Many explanations have been offered for why replication rates are low in the social sciences, including selective publication, p -hacking, and treatment effect heterogeneity. This article emphasizes that issues with the most commonly used approach for setting sample sizes in replication studies may also play an important role. Theoretically, I show in a simple model of the publication process that we should expect the replication rate to fall below its nominal target, even…

无向高斯图模型的贝叶斯结构学习：文献综述与经验比较AI 解读

Gaussian graphical models provide a powerful framework to reveal the conditional dependency structure between multivariate variables. The process of uncovering the conditional dependency network is known as structure learning. Bayesian methods can measure the uncertainty of conditional relationships and include prior information. However, frequentist methods are often preferred due to the computational burden of the Bayesian approach. Over the last decade, Bayesian methods…

混合表达数据中细胞类型比例估计的统计推断AI 解读

There is a growing interest in cell-type-specific analysis from bulk samples with a mixture of different cell types. A critical first step in such analyses is the accurate estimation of cell-type proportions in a bulk sample. Although many methods have been proposed recently, quantifying the uncertainties associated with the estimated cell-type proportions has not been well studied. Lack of consideration of these uncertainties can lead to missed or false findings in…

稀疏独立成分分析及其在自闭症皮层表面功能磁共振数据中的应用AI 解读

Independent component analysis (ICA) is widely used to estimate spatial resting-state networks and their time courses in neuroimaging studies. It is thought that independent components correspond to sparse patterns of co-activating brain locations. Previous approaches for introducing sparsity to ICA replace the non-smooth objective function with smooth approximations, resulting in components that do not achieve exact zeros. We propose a novel Sparse ICA method that enables…

从历史安慰剂对照试验推广活性对照的意向治疗效应：HPTN 084 案例AI 解读

In many clinical settings, an active-controlled trial design (e.g., a non-inferiority or superiority design) is often used to compare an experimental medicine to an active control (e.g., an FDA-approved, standard therapy). One prominent example is a recent phase 3 efficacy trial, HIV Prevention Trials Network Study 084 (HPTN 084), comparing long-acting cabotegravir, a new HIV pre-exposure prophylaxis (PrEP) agent, to the FDA-approved daily oral tenofovir disoproxil fumarate…

利用Muscle联合张量建模单细胞三维基因组与表观遗传数据AI 解读

Emerging single cell technologies that simultaneously capture long-range interactions of genomic loci together with their DNA methylation levels are advancing our understanding of three-dimensional genome structure and its interplay with the epigenome at the single cell level. While methods to analyze data from single cell high throughput chromatin conformation capture (scHi-C) experiments are maturing, methods that can jointly analyze multiple single cell modalities with…

潜在异质环境中的强化学习AI 解读

Reinforcement Learning holds great promise for data-driven decision-making in various social contexts, including healthcare, education, and business. However, classical methods that focus on the mean of the total return may yield misleading results when dealing with heterogeneous populations typically found in large-scale datasets. To address this issue, we introduce the K-Value Heterogeneous Markov Decision Process, a framework designed to handle sequential decision…

在线学习中最优政策评价的双重稳健区间估计AI 解读

Evaluating the performance of an ongoing policy plays a vital role in many areas such as medicine and economics, to provide crucial instructions on the early-stop of the online experiment and timely feedback from the environment. Policy evaluation in online learning thus attracts increasing attention by inferring the mean outcome of the optimal policy (i.e., the value) in real-time. Yet, such a problem is particularly challenging due to the dependent data generated in the…

异时采样分子数据的高效溯祖模型AI 解读

Molecular sequence variation at a locus informs about the evolutionary history of the sample and past population size dynamics. The Kingman coalescent is used in a generative model of molecular sequence variation to infer evolutionary parameters. However, it is well understood that inference under this model does not scale well with sample size. Here, we build on recent work based on a lower resolution coalescent process, the Tajima coalescent, to model longitudinal samples.…

尖峰噪声协方差下高维多元回归的一般线性假设检验AI 解读

We consider the problem of testing linear hypotheses under a multivariate regression model with a high-dimensional response and spiked noise covariance. The proposed family of tests consists of test statistics based on a weighted sum of projections of the data onto the estimated latent factor directions, with the weights acting as the regularization parameters. We establish asymptotic normality of the test statistics under the null hypothesis. We also establish the power…