论文检索

固定效应静态面板模型的双重机器学习AI 解读

Summary Recent advances in causal inference have seen the development of methods that make use of the predictive power of machine learning algorithms. In this paper, we develop novel double machine learning procedures for panel data in which these algorithms are used to approximate high-dimensional and non-linear nuisance functions of the covariates. Our new procedures are extensions of the well-known correlated random effects, within-group, and first-difference estimators…

主成分分析能否保留因子载荷的稀疏性？AI 解读

This article studies the principal component analysis (PCA) estimation of weak factor models with sparse loadings. We uncover an intrinsic near-sparsity preservation property for the PCA estimators of loadings, which comes from the approximately (block) upper triangular structure of the rotation matrix. It suggests an asymmetric relationship among factors: the sparsity of the rotated loadings for a stronger factor can be contaminated by the loadings from weaker ones, but the…

通过因果表征学习构建可解释的深度生成模型AI 解读

Recent developments in generative artificial intelligence (AI) rely on machine learning techniques such as deep learning and generative modeling to achieve state-of-the-art performance across wide-ranging domains. These methods’ surprising performance is due in part to their ability to learn implicit “representations” of complex, multi-modal data. Unfortunately, deep neural networks are notoriously black boxes that obscure these representations, making them difficult to…

可能性推断模型：综述AI 解读

An inferential model (IM) is a model describing the construction of provably reliable, data-driven uncertainty quantification and inference about relevant unknowns. IMs and Fisher’s fiducial argument have similar objectives, but a fundamental distinction between the two is that the former doesn’t require that uncertainty quantification be probabilistic, offering greater flexibility and allowing for a proof of its reliability. Important recent developments have been made…

深度 Cox 模型的变量显著性检验AI 解读

Deep learning has become enormously popular in the analysis of complex data, including event time measurements with censoring. To date, deep survival methods have mainly focused on prediction. Such methods are scarcely used in matters of statistical inference such as hypothesis testing. Due to their black-box nature, deep-learned outcomes lack interpretability which limits their use for decision-making in biomedical applications. This article provides estimation and…

批量最优 Q 函数学习中的数据驱动知识迁移AI 解读

In data-driven decision-making across marketing, healthcare, and education, leveraging large datasets from existing ventures is crucial for navigating high-dimensional feature spaces and addressing data scarcity in new ventures. We investigate knowledge transfer in dynamic decision-making by focusing on batch stationary environments and formally defining task discrepancies through the framework of Markov decision processes (MDPs). We propose the Transfer Fitted Q-Iteration…

深度聚类评估：如何验证内部聚类评价指标AI 解读

Deep clustering partitions complex high-dimensional data using deep neural networks for clustering. It involves projecting data into lower-dimensional embeddings before partitioning, which embarks unique evaluation challenges. Traditional clustering validation measures, designed for low-dimensional spaces, are problematic for deep clustering for two reasons: (a) the curse of dimensionality when applied to the high-dimensional input data, and (b) unreliable comparison of…

利用对称性的自适应选择与错误发现率控制AI 解读

Controlling the false discovery rate (FDR) in high-dimensional multiple testing has recently been advanced through mirror statistics via knockoff and data splitting. However, these approaches primarily emphasize the symmetry structure of the one-dimensional mirror statistics while inadvertently overlooking the distribution information from non-null features when determining the rejection region, potentially causing a power loss. To tackle this challenge, we present a novel…

PALAR：用相对丰度预测变量估计绝对丰度回归效应AI 解读

High-dimensional compositional data are ubiquitous in omics research. Microbiome sequencing experiments measure the relative abundances (proportions) of microbial features, while the absolute abundances within the ecosystem remain unobserved. Most regression methods with microbial relative abundance predictors rely on log-ratio transformations and typically impose sparsity on the regression coefficients to manage high dimensionality. However, we show that the sparsity…

深度离散编码器：具有离散潜在层的可识别深度生成模型AI 解读

In the era of generative AI, deep generative models (DGMs) with latent representations have gained tremendous popularity. Despite their impressive empirical performance, the statistical properties of these models remain underexplored. DGMs are often overparametrized, non-identifiable, and uninterpretable black boxes, raising serious concerns when deploying them in high-stakes applications. Motivated by this, we propose interpretable deep generative models for rich data types…

ERP 脑机接口迁移学习中的贝叶斯信号匹配AI 解读

An Event-Related Potential (ERP)-based Brain-Computer Interface (BCI) Speller System assists people with disabilities to communicate by decoding electroencephalogram (EEG) signals. A P300-ERP embedded in EEG signals arises in response to a rare, but relevant event (target) among a series of irrelevant events (non-target). Different machine learning methods have constructed binary classifiers to detect target events, known as calibration. The existing calibration strategy…

群体影像数据的检验与差异位置恢复AI 解读

In this article, we propose a multiscale adaptive test to detect differences between two samples of intrinsically smoothed image data in high-dimensional context. The test aggregates data from nearby locations using adaptive weights, significantly enhancing statistical power. We demonstrate that the test statistic converges to a Gumbel extreme value distribution under the null hypothesis. Moreover, we investigate its multiscale nature, showing that the chosen scales can grow…

大型加性潜变量模型的统计分位数学习AI 解读

Large and complex datasets, emerging from technological advancements in fields such as genomics and brain imaging, hold ample promise for gaining new scientific insights. Yet, their inherent nonlinearity and high dimensionality present considerable theoretical, methodological, and application challenges to the statistics and machine learning community. This article introduces Statistical Quantile Learning (SQL), a new nonparametric method for estimating large additive latent…

用于词嵌入的词级最大均值差异正则化AI 解读

The technique of word embedding is widely used in natural language processing (NLP) to represent words as numerical vectors in textual datasets. However, the estimation of word embedding may suffer from severe overfitting due to the huge variety of words. To address the issue, this article proposes a novel regularization framework that recognizes and accounts for the “word-level distribution discrepancy”–a common phenomenon in a range of NLP tasks where word distributions…

无需估计秩的低秩模型推断AI 解读

This paper studies the inference about linear functionals of high-dimensional low-rank matrices. While most existing inference methods would require consistent estimation of the true rank, our procedure is robust to rank misspecification, making it a promising approach in applications where rank estimation can be unreliable. We estimate the low-rank spaces using pre-specified weighting matrices, known as diversified projections. A novel statistical insight is that, unlike…

高维投资组合优化中的样本外夏普比率估计AI 解读

Portfolio optimization aims at constructing a realistic portfolio with significant out-of-sample performance, which is typically measured by the out-of-sample Sharpe ratio. However, due to in-sample optimism, it is inappropriate to use the in-sample estimated covariance to evaluate the out-of-sample Sharpe, especially in the high dimensional settings. In this paper, we propose a novel method to estimate the out-of-sample Sharpe ratio using only in-sample data, based on…

高维一般学习程序的拟合优度评估AI 解读

Black-box learners have demonstrated remarkable success across various fields due to their high predictive accuracy. However, the complexity of their learning procedures poses significant challenges in evaluating whether a given learner has achieved optimal performance on datasets with unknown data-generating mechanisms. We propose a general goodness-of-fit test for assessing different learning procedures involving high-dimensional predictors, encompassing methods from…

SOFARI：基于流形的高维统计推断AI 解读

Multi-task learning is a widely used technique for harnessing information from various tasks. Recently, the sparse orthogonal factor regression (SOFAR) framework, based on the sparse singular value decomposition (SVD) within the coefficient matrix, was introduced for interpretable multi-task learning, enabling the discovery of meaningful latent feature-response association networks across different layers. However, conducting precise inference on the latent factor matrices…

加性多指标高斯过程及其在夸克—胶子等离子体多物理代理建模中的应用AI 解读

The Quark-Gluon Plasma (QGP) is a unique phase of nuclear matter, theorized to have filled the Universe shortly after the Big Bang. A critical challenge in studying the QGP is that, to reconcile experimental observables with theoretical parameters, one requires many simulation runs of a complex physics model over a high-dimensional parameter space. Each run is computationally expensive, requiring thousands of CPU hours, thus limiting physicists to only several hundred runs.…

多球面数据的核密度估计及其应用AI 解读

A kernel density estimator for data on the polysphere Sd1×⋯×Sdr, with r,d1,…,dr≥1, is presented in this paper. We derive the main asymptotic properties of the estimator, including mean square error, normality, and optimal bandwidths. We address the kernel theory of the estimator beyond the von Mises–Fisher kernel, introducing new kernels that are more efficient and investigating normalizing constants, moments, and sampling methods thereof. Plug-in and cross-validated…

高维协方差回归及其在共表达 QTL 检测中的应用AI 解读

While covariance matrices have been widely studied in many scientific fields, relatively limited progress has been made on estimating conditional covariances that permits a large covariance matrix to vary with high-dimensional subject-level covariates. In this paper, we present a new sparse covariance regression framework that models the covariance matrix as a function of subject-level covariates. In the context of co-expression quantitative trait locus (QTL) studies, our…

高维向量自回归的数据驱动调参AI 解读

Lasso-type estimators are routinely used to estimate high-dimensional time series models. The theoretical guarantees established for these estimators typically require the penalty level to be chosen in a suitable fashion often depending on unknown population quantities. Furthermore, the resulting estimates and the number of variables retained in the model depend crucially on the chosen penalty level. However, there is currently no theoretically founded guidance for this…

高维空间面板网络的统一推断AI 解读

We propose employing a high-dimensional generalized method of moments (GMM) estimator, regularized for dimension reduction and subsequently debiased to correct for shrinkage bias (referred to as a debiased-regularized estimator), for inference on large-scale spatial panel networks. In particular, the network structure, which incorporates a flexible sparse deviation that can be regarded either as a latent component or as a misspecification of a predetermined adjacency matrix,…

聚类 GARCHAI 解读

We introduce a novel multivariate GARCH model with flexible convolution-t distributions that is applicable in high-dimensional systems. The model is called Cluster GARCH because it can accommodate cluster structures in the conditional correlation matrix and in tail dependencies. The expressions for the log-likelihood function and its derivatives are tractable, and the latter facilitate a score-driven model for the dynamic correlation structure. We apply the Cluster GARCH…