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Modeling Hypergraphs with Diversity and Heterogeneous Popularity

兼顾多样性与异质受欢迎程度的超图建模

While relations among individuals make an important part of data with scientific and business interests, existing statistical modeling of relational data has mainly been focusing on dyadic relations, that is, those between two individuals.This article addresses the less studied, though commonly encountered, polyadic relations that can involve more than two individuals.In particular, we propose a new latent space model for hypergraphs using determinantal point processes,…

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Conformal Prediction for Network-Assisted Regression

网络辅助回归的保形预测

An important problem in network analysis is predicting a node attribute using both network covariates, such as graph embedding coordinates or local subgraph counts, and conventional node covariates, such as demographic characteristics. While standard regression methods that make use of both types of covariates may be used for prediction, statistical inference is complicated by the fact that the nodal summary statistics are often dependent in complex ways. We show that under…

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Asymptotic Guarantees for Bayesian Phylogenetic Tree Reconstruction

贝叶斯系统发育树重建的渐近保证

We derive tractable criteria for the consistency of Bayesian tree reconstruction procedures, which constitute a central class of algorithms for inferring common ancestry among DNA sequence samples in phylogenetics. Our results encompass several Bayesian algorithms in widespread use, such as BEAST, MrBayes, and RevBayes. Unlike essentially all existing asymptotic guarantees for tree reconstruction, we require no discretization or boundedness assumptions on branch lengths. Our…

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Deep Mutual Density Ratio Estimation with Bregman Divergence and Its Applications

基于 Bregman 散度的深度互密度比估计及其应用

This article introduces a unified approach to estimating the mutual density ratio, defined as the ratio between the joint density function and the product of the individual marginal density functions of two random vectors. It serves as a fundamental measure for quantifying the relationship between two random vectors. Our method uses the Bregman divergence to construct the objective function and leverages deep neural networks to approximate the logarithm of the mutual density…

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Higher Order Accurate Symmetric Bootstrap Confidence Intervals in High Dimensional Penalized Regression

高维惩罚回归中具有高阶精度的对称 Bootstrap 置信区间

This article develops methodology for higher order accurate two-sided Bootstrap confidence intervals (CIs) in high dimensional penalized regression models using the Bootstrap. We consider a large class of penalized regression methods that satisfy the Oracle property of Fan and Li and a stronger variant of it, called the Strong Oracle property. While second order accuracy of the Bootstrap is known for both classes, it is typically not sufficient to guarantee better accuracy…

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Who Are We Missing? : A Principled Approach to Characterizing the Underrepresented Population

我们遗漏了谁?刻画代表不足人群的原则性方法

Randomized controlled trials (RCTs) serve as the cornerstone for understanding causal effects, yet extending inferences to target populations presents challenges due to effect heterogeneity and underrepresentation. Our paper addresses the critical issue of identifying and characterizing underrepresented subgroups in RCTs, proposing a novel framework for refining target populations to improve generalizability. We introduce an optimization-based approach, Rashomon Set of…

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Estimating Heterogeneous Causal Mediation Effects with Bayesian Decision Tree Ensembles

用贝叶斯决策树集成估计异质性因果中介效应

The causal inference literature has increasingly recognized that targeting treatment effect heterogeneity can lead to improved scientific understanding and policy recommendations. Similarly, studying the causal pathway connecting the treatment to the outcome can be useful. We address these problems in the context of causal mediation analysis . We introduce a varying coefficient model based on Bayesian additive regression trees to estimate and regularize heterogeneous causal…

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Safe Policy Learning through Extrapolation: Application to Pre-trial Risk Assessment

通过外推进行安全政策学习:审前风险评估应用

Algorithmic recommendations and decisions have become ubiquitous in today’s society. Many of these data-driven policies, especially in the realm of public policy, are based on known, deterministic rules to ensure their transparency and interpretability. We examine a particular case of algorithmic pre-trial risk assessments in the US criminal justice system, which provide deterministic classification scores and recommendations to help judges make release decisions. Our goal…

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Simultaneous Inference for Generalized Linear Models with Unmeasured Confounders

存在未测量混杂时广义线性模型的同时推断

Tens of thousands of simultaneous hypothesis tests are routinely performed in genomic studies to identify differentially expressed genes. However, due to unmeasured confounders, many standard statistical approaches may be substantially biased. This article investigates the large-scale hypothesis testing problem for multivariate generalized linear models in the presence of confounding effects. Under arbitrary confounding mechanisms, we propose a unified statistical estimation…

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Estimation and Inference of Quantile Spatially Varying Coefficient Models Over Complicated Domains

复杂区域上分位数空间变系数模型的估计与推断

This article presents a flexible quantile spatially varying coefficient model (QSVCM) for the regression analysis of spatial data. The proposed model enables researchers to assess the dependence of conditional quantiles of the response variable on covariates while accounting for spatial nonstationarity. Our approach facilitates learning and interpreting heterogeneity in spatial data distributed over complex or irregular domains. We introduce a quantile regression method that…

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Statistical Inference for High-Dimensional Spectral Density Matrix

高维谱密度矩阵的统计推断

The spectral density matrix is a fundamental object of interest in time series analysis, and it encodes both contemporary and dynamic linear relationships between component processes of the multivariate system. In this paper we develop novel inference procedures for the spectral density matrix in the high-dimensional setting. Specifically, we introduce a new global testing procedure to test the nullity of the cross-spectral density for a given set of frequencies and across…

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Frequency Domain Statistical Inference for High-Dimensional Time Series

高维时间序列的频域统计推断

Analyzing time series in the frequency domain enables the development of powerful tools for investigating the second-order characteristics of multivariate processes. Parameters like the spectral density matrix and its inverse, the coherence or the partial coherence, encode comprehensively the complex linear relations between the component processes of the multivariate system. In this paper, we develop inference procedures for such parameters in a high-dimensional, time…

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Cutting Feedback in Misspecified Copula Models

误设 Copula 模型中的反馈切断

In copula models the marginal distributions and copula function are specified separately. We treat these as two modules in a modular Bayesian inference framework, and propose conducting modified Bayesian inference by “cutting feedback”. Cutting feedback limits the influence of potentially misspecified modules in posterior inference. We consider two types of cuts. The first limits the influence of a misspecified copula on inference for the marginals, which is a Bayesian…

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Geodesic Mixed Effects Models for Repeatedly Observed/Longitudinal Random Objects

重复观测与纵向随机对象的测地线混合效应模型

Mixed effect modeling for longitudinal data is challenging when the observed data are random objects, which are complex data taking values in a general metric space without either global linear or local linear (Riemannian) structure. In such settings the classical additive error model and distributional assumptions are unattainable. Due to the rapid advancement of technology, longitudinal data containing complex random objects, such as covariance matrices, data on Riemannian…

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Robustifying Likelihoods by Optimistically Re-weighting Data

通过乐观数据重加权增强似然稳健性

Likelihood-based inferences have been remarkably successful in wide-spanning application areas. However, even after due diligence in selecting a good model for the data at hand, there is inevitably some amount of model misspecification: outliers, data contamination or inappropriate parametric assumptions such as Gaussianity mean that most models are at best rough approximations of reality. A significant practical concern is that for certain inferences, even small amounts of…

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Distributional Outcome Regression via Quantile Functions and its Application to Modelling Continuously Monitored Heart Rate and Physical Activity

基于分位数函数的分布型结局回归及心率与活动量应用

Modern clinical and epidemiological studies widely employ wearables to record parallel streams of real-time data on human physiology and behavior. With recent advances in distributional data analysis, these high-frequency data are now often treated as distributional observations resulting in novel regression settings. Motivated by these modeling setups, we develop a distributional outcome regression via quantile functions (DORQF) that expands existing literature with three…

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Efficient Estimation for Longitudinal Networks via Adaptive Merging

通过自适应合并实现纵向网络的高效估计

Longitudinal networks consist of sequences of temporal edges among multiple nodes, where the temporal edges are observed in real-time. They have become ubiquitous with the rise of online social platforms and e-commerce, but largely under-investigated in the literature. In this article, we propose an efficient estimation framework for longitudinal networks, leveraging strengths of adaptive network merging, tensor decomposition, and point processes. It merges neighboring…

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Fast Signal Region Detection With Application to Whole Genome Association Studies

快速信号区域检测及其全基因组关联研究应用

Research on the localization of the genetic basis associated with diseases or traits has been widely conducted in the last few decades. Scan methods have been developed for region-based analysis in whole-genome association studies, helping us better understand how genetics influences human diseases or traits, especially when the aggregated effects of multiple causal variants are present. In this paper, we propose a fast and effective algorithm coupling with high-dimensional…

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Phase-Type Distributions for Sieve Estimation

用于筛估计的相位型分布

In many semiparametric models, the infinite-dimensional parameter of direct interest is a probability density, but its nonparametric estimation is usually difficult in the presence of incomplete data. To address this issue, this study promotes phase-type distributions as a method of sieve. Phase-type distributions are dense in the space of nonnegative distributions, closed under minimum, maximum, and convolution, and compatible with the accelerated failure time model. This…

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High-Dimensional Variable Clustering based on Maxima of a Weakly Dependent Random Process

基于弱依赖随机过程极大值的高维变量聚类

We propose a new class of models for variable clustering called Asymptotic Independent block (AI-block) models, which defines population-level clusters based on the independence of the maxima of a multivariate stationary mixing random process among clusters. This class of models is identifiable, meaning that there exists a maximal element with a partial order between partitions, allowing for statistical inference. We also present an algorithm depending on a tuning parameter…

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High-Dimensional Expected Shortfall Regression

高维期望短缺回归

Expected shortfall is defined as the average over the tail below (or above) a certain quantile of a probability distribution. Expected shortfall regression provides powerful tools for learning the relationship between a response variable and a set of covariates while exploring the heterogeneous effects of the covariates. In the health disparity research, for example, the lower/upper tail of the conditional distribution of a health-related outcome, given high-dimensional…

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Federated Adaptive Causal Estimation (FACE) of Target Treatment Effects

目标处理效应的联邦自适应因果估计

Federated learning of causal estimands may greatly improve estimation efficiency by leveraging data from multiple study sites, but robustness to heterogeneity and model misspecifications is vital for ensuring validity. We develop a Federated Adaptive Causal Estimation (FACE) framework to incorporate heterogeneous data from multiple sites to provide treatment effect estimation and inference for a flexibly specified target population of interest. FACE accounts for site-level…

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U-Statistic Reduction: Higher-Order Accurate Risk Control and Statistical-Computational Trade-Off

U 统计量缩减:高阶精确风险控制与统计计算权衡

U-statistics play central roles in many statistical learning tools but face the haunting issue of scalability. Despite extensive research on accelerating computation by U-statistic reduction, existing results almost exclusively focused on power analysis. Little work addresses risk control accuracy, which requires distinct and much more challenging techniques. In this paper, we establish the first statistical inference procedure with provably higher-order accurate risk…

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Identifying Genetic Variants for Brain Connectivity Using Ball Covariance Ranking and Aggregation

利用球协方差排序与聚合识别脑连接相关遗传变异

Understanding the genetic architecture of brain functions is essential to clarify the biological etiologies of behavioral and psychiatric disorders. Functional connectivity, representing pairwise correlations of neural activities between brain regions, is moderately heritable. Current methods to identify single nucleotide polymorphisms (SNPs) linked to functional connectivity either neglect the complex structure of functional connectivity or fail to control false…

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