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Uncertainty Quantification in Synthetic Controls with Staggered Treatment Adoption

错位处理采用下合成控制的不确定性量化

Abstract We propose principled prediction intervals to quantify the uncertainty of a large class of synthetic control predictions (or estimators) in settings with staggered treatment adoption, offering precise non-asymptotic coverage probability guarantees. From a methodological perspective, we provide a detailed discussion of different causal quantities to be predicted, which we call causal predictands, allowing for multiple treated units with treatment adoption at possibly…

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A focusing framework for testing bi-directional causal effects in Mendelian randomization

孟德尔随机化中检验双向因果效应的聚焦框架

Abstract Mendelian randomization (MR) is a powerful method that uses genetic variants as instrumental variables to infer the causal effect of a modifiable exposure on an outcome. We study inference for bi-directional causal relationships and causal directions with possibly pleiotropic genetic variants. We show that assumptions for common MR methods are often impossible or too stringent given the potential bi-directional relationships. We propose a new focusing framework for…

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Conformal prediction with local weights: randomization enables robust guarantees

局部加权共形预测:随机化带来稳健保证

Abstract In this work, we consider the problem of building distribution-free prediction intervals with finite-sample conditional coverage guarantees. Conformal prediction (CP) is an increasingly popular framework for building such intervals with distribution-free guarantees, but these guarantees only ensure marginal coverage: the probability of coverage is averaged over both the training and test data, meaning that there might be substantial undercoverage within certain…

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Multiscale scanning with nuisance parameters

含干扰参数的多尺度扫描

Abstract We develop a multiscale scanning method to find anomalies in a d-dimensional random field in the presence of nuisance parameters. This covers the common situation that either the baseline-level or additional parameters such as the variance are unknown and have to be estimated from the data. We argue that state of the art approaches to determine asymptotically correct critical values for multiscale scanning statistics will in general fail when such parameters are…

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On the role of surrogates in the efficient estimation of treatment effects with limited outcome data

结果数据有限时替代指标对处理效应高效估计的作用

Abstract In many experimental and observational studies, the outcome of interest is often difficult or expensive to observe, reducing effective sample sizes for estimating average treatment effects (ATEs) even when identifiable. We study how incorporating data on units for which only surrogate outcomes not of primary interest are observed can increase the precision of ATE estimation. We refrain from imposing stringent surrogacy conditions, which permit surrogates as perfect…

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A stableness of resistance model for nonresponse adjustment with callback data

利用回访数据调整无应答的抵抗稳定性模型

Abstract Nonresponse arises frequently in surveys, and follow-ups are routinely made to increase the response rate. In order to monitor the follow-up process, callback data have been used in social sciences and survey studies for decades. In modern surveys, the availability of callback data is increasing because the response rate is decreasing, and follow-ups are essential to collect maximum information. Although callback data are helpful to reduce the bias in surveys, such…

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Long-term causal inference under persistent confounding via data combination

持续混杂下通过数据结合开展长期因果推断

Abstract We study the identification and estimation of long-term treatment effects by combining short-term experimental data and long-term observational data subject to unobserved confounding. This problem arises often when concerned with long-term treatment effects since experiments are often short-term due to operational necessity while observational data can be more easily collected over longer time frames but may be subject to confounding. In this paper, we tackle the…

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Corrected generalized cross-validation for finite ensembles of penalized estimators

有限惩罚估计集成的修正广义交叉验证

Abstract Generalized cross-validation (GCV) is a widely used method for estimating the squared out-of-sample prediction risk that employs scalar degrees of freedom adjustment (in a multiplicative sense) to the squared training error. In this paper, we examine the consistency of GCV for estimating the prediction risk of arbitrary ensembles of penalized least-squares estimators. We show that GCV is inconsistent for any finite ensemble of size greater than one. Towards…

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Robust model averaging prediction of longitudinal response with ultrahigh-dimensional covariates

超高维协变量下纵向响应的稳健模型平均预测

Abstract Model averaging is an attractive ensemble technique to construct fast and accurate prediction. Despite of having been widely practiced in cross-sectional data analysis, its application to longitudinal data is rather limited so far. We consider model averaging for longitudinal response when the number of covariates is ultrahigh. To this end, we propose a novel two-stage procedure in which variable screening is first conducted and then followed by model averaging. In…

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Sparse Bayesian Group Factor Model for Feature Interactions in Multiple Count Tables Data

多计数表特征交互的稀疏贝叶斯组因子模型

Group factor models have been developed to infer relationships between multiple co-occurring multivariate continuous responses. Motivated by complex count data from multi-domain microbiome studies using next-generation sequencing, we develop a sparse Bayesian group factor model (Sp-BGFM) for multiple count table data that captures the interaction between microorganisms in different domains. Sp-BGFM uses a rounded kernel mixture model using a Dirichlet process (DP) prior with…

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GeoWarp: Warped Spatial Processes for Inferring Subsea Sediment Properties

GeoWarp:通过扭曲空间过程推断海底沉积物性质

For offshore structures like wind turbines, subsea infrastructure, pipelines, and cables, it is crucial to quantify the properties of the seabed sediments at a proposed site. However, data collection offshore is costly, so analysis of the seabed sediments must be made from measurements that are spatially sparse. Adding to this challenge, the structure of the seabed sediments exhibits both nonstationarity and anisotropy. To address these issues, we propose GeoWarp, a…

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Euclidean Mirrors and Dynamics in Network Time Series

网络时间序列中的欧氏镜像与动态变化

Analyzing changes in network evolution is central to statistical network inference. We consider a dynamic network model in which each node has an associated time-varying low-dimensional latent vector of feature data, and connection probabilities are functions of these vectors. Under mild assumptions, the evolution of latent vectors exhibits low-dimensional manifold structure under a suitable distance. This distance can be approximated by a measure of separation between the…

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Combining Broad and Narrow Case Definitions in Matched Case-Control Studies: Firearms in the Home and Suicide Risk

匹配病例对照研究中结合宽窄病例定义:家中枪支与自杀风险

Does having firearms in the home increase suicide risk? To test this hypothesis, a matched case-control study can be performed, in which suicide case subjects are compared to living controls who are similar in observed covariates in terms of their retrospective exposure to firearms at home. In this application, cases can be defined using a broad case definition (suicide) or a narrow case definition (suicide occurred at home). The broad case definition offers a larger number…

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Inferring Causal Effect of a Digital Communication Strategy under a Latent Sequential Ignorability Assumption and Treatment Noncompliance

潜在序贯可忽略性假设与处理不依从下的数字沟通策略因果效应推断

Organizations are increasingly relying on digital communications, such as targeted e-mails and mobile notifications, to engage with their audiences. Despite the evident advantages like cost-effectiveness and customization, assessing the effectiveness of such communications from observational data poses various statistical challenges. An immediate challenge is to adjust for targeting rules used in these communications. When digital communications involve a sequence of e-mails…

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Unlocking Retrospective Prevalent Information in EHRs—A Revisit to the Pairwise Pseudolikelihood

利用电子病历中的回顾性既患信息:重新审视成对伪似然

Electronic health records offer abundant data on various diseases and health conditions, enabling researchers to explore the relationship between disease onset age and underlying risk factors.Unlike mortality data, the event of interest is nonterminal, hence, individuals can retrospectively report their disease-onset-age upon recruitment to the study.These individuals, diagnosed with the disease before entering the study, are termed "prevalent." The ascertainment imposes a…

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Space-Time Extremes of Severe U.S. Thunderstorm Environments

美国强雷暴环境的时空极值

Severe thunderstorms cause substantial economic and human losses in the United States. Simultaneoushigh values of convective available potential energy (CAPE) and storm relative helicity (SRH) are favorable tosevere weather, and both they and the composite variable PROD = √CAPE × SRH can be used as indicatorsof severe thunderstorm activity. Their extremal spatial dependence exhibits temporal non-stationarity dueto seasonality and large-scale atmospheric signals such as El…

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Testing a Large Number of Composite Null Hypotheses Using Conditionally Symmetric Multidimensional Gaussian Mixtures in Genome-Wide Studies

用条件对称多维高斯混合检验基因组研究的大量复合原假设

Causal mediation, pleiotropy, and replication analyses are three highly popular genetic study designs. Although these analyses address different scientific questions, the underlying statistical inference problems all involve large-scale testing of composite null hypotheses. The goal is to determine whether all null hypotheses - as opposed to at least one - in a set of individual tests should simultaneously be rejected. Recently, various methods have been proposed for each of…

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Deep Regression Learning with Optimal Loss Function

采用最优损失函数的深度回归学习

In this article, we develop a novel efficient and robust nonparametric regression estimator under a framework of a feedforward neural network (FNN). There are several interesting characteristics for the proposed estimator. First, the loss function is built upon an estimated maximum likelihood function, which integrates the information from observed data as well as the information from the data distribution. Consequently, the resulting estimator has desirable optimal…

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Robust Permutation Tests in Linear Instrumental Variables Regression

线性工具变量回归的稳健置换检验

This paper develops permutation versions of identification-robust tests in linear instrumental variables (IV) regression. Unlike the existing randomization and rank-based tests in which independence between the instruments and the error terms is assumed, the permutation Anderson- Rubin (AR), Lagrange Multiplier (LM) and Conditional Likelihood Ratio (CLR) tests are asymptotically similar and robust to conditional heteroskedasticity under standard exclusion restriction i.e.…

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Iterative Methods for Vecchia-Laplace Approximations for Latent Gaussian Process Models

潜在高斯过程模型中 Vecchia-拉普拉斯近似的迭代方法

Latent Gaussian process (GP) models are flexible probabilistic nonparametric function models.Vecchia approximations are accurate approximations for GPs to overcome computational bottlenecks for large data, and the Laplace approximation is a fast method with asymptotic convergence guarantees to approximate marginal likelihoods and posterior predictive distributions for non-Gaussian likelihoods.Unfortunately, the computational complexity of combined Vecchia-Laplace…

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A Sparse Beta Regression Model for Network Analysis

用于网络分析的稀疏 β 回归模型

For statistical analysis of network data, the β-model has emerged as a useful tool, thanks to its flexibility in incorporating nodewise heterogeneity and theoretical tractability. To generalize the β-model, this article proposes the Sparse β-Regression Model (S β RM) that unites two research themes developed recently in modeling homophily and sparsity. In particular, we employ differential heterogeneity that assigns weights only to important nodes and propose penalized…

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Optimal Network Pairwise Comparison

网络两样本比较的最优检验

We are interested in the problem of two-sample network hypothesis testing: given two networks with the same set of nodes, we wish to test whether the underlying Bernoulli probability matrices of the two networks are the same or not. We propose Interlacing Balance Measure (IBM) as a new two-sample testing approach. We consider the Degree-Corrected Mixed-Membership (DCMM) model for undirected networks, where we allow severe degree heterogeneity, mixed-memberships, flexible…

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