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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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Inferring Covariance Structure from Multiple Data Sources via Subspace Factor Analysis

通过子空间因子分析推断多来源数据的协方差结构

Factor analysis provides a canonical framework for imposing lower-dimensional structure such as sparse covariance in high-dimensional data. High-dimensional data on the same set of variables are often collected under different conditions, for instance in reproducing studies across research groups. In such cases, it is natural to seek to learn the shared versus condition-specific structure. Existing hierarchical extensions of factor analysis have been proposed, but face…

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Zigzag Path Connects Two Monte Carlo Samplers: Hamiltonian Counterpart to a Piecewise Deterministic Markov Process

连接两类蒙特卡洛采样器的折线路径:分段确定性马尔可夫过程的哈密顿对应

Zigzag and other piecewise deterministic Markov process samplers have attracted significant interest for their non-reversibility and other appealing properties for Bayesian posterior computation. Hamiltonian Monte Carlo is another state-of-the-art sampler, exploiting fictitious momentum to guide Markov chains through complex target distributions. We establish an important connection between the zigzag sampler and a variant of Hamiltonian Monte Carlo based on…

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ℓ 1 -based Bayesian Ideal Point Model for Multidimensional Politics

用于多维政治定位的 ℓ1 贝叶斯理想点模型

Ideal point estimation methods in the social sciences lack a principled approach for identifying multidimensional ideal points. We present a novel method for estimating multidimensional ideal points based on ℓ1 distance. In the Bayesian framework, the use of ℓ1 distance transforms the invariance problem of infinite rotational turns into the signed perpendicular problem, yielding posterior estimates that contract around a small area. Our simulation shows that the proposed…

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A Physics-Informed, Deep Double Reservoir Network for Forecasting Boundary Layer Velocity

用于边界层速度预测的物理约束深度双储备池网络

When a fluid flows over a solid surface, it creates a thin boundary layer where the flow velocity is influenced by the surface through viscosity, and can transition from laminar to turbulent at sufficiently high speeds. Understanding and forecasting the fluid dynamics under these conditions is one of the most challenging scientific problems in fluid dynamics. It is therefore of high interest to formulate models able to capture the nonlinear spatio-temporal velocity structure…

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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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Estimating Higher-Order Mixed Memberships via the l2,∞ Tensor Perturbation Bound

利用逐行张量扰动界估计高阶混合社群成员关系

Higher-order multiway data is ubiquitous in machine learning and statistics and often exhibits community-like structures, where each component (node) along each different mode has a community membership associated with it. In this article we propose the sub-Gaussian) tensor mixed-membership blockmodel, a generalization of the tensor blockmodel positing that memberships need not be discrete, but instead are convex combinations of latent communities. We establish the…

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Adaptive Learning of the Latent Space of Wasserstein Generative Adversarial Networks

Wasserstein 生成对抗网络潜在空间的自适应学习

Generative models based on latent variables, such as generative adversarial networks (GANs) and variational auto-encoders (VAEs), have gained lots of interests due to their impressive performance in many fields. However, many data such as natural images usually do not populate the ambient Euclidean space but instead reside in a lower-dimensional manifold. Thus an inappropriate choice of the latent dimension fails to uncover the structure of the data, possibly resulting in…

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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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A Model-Agnostic Graph Neural Network for Integrating Local and Global Information

整合局部与全局信息的模型无关图神经网络

Graph Neural Networks (GNNs) have achieved promising performance in a variety of graph-focused tasks. Despite their success, however, existing GNNs suffer from two significant limitations: a lack of interpretability in their results due to their black-box nature, and an inability to learn representations of varying orders. To tackle these issues, we propose a novel Model-agnostic Graph Neural Network (MaGNet) framework, which is able to effectively integrate information of…

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Large-Scale Low-Rank Gaussian Process Prediction with Support Points

利用支撑点开展大规模低秩高斯过程预测

Low-rank approximation is a popular strategy to tackle the “big n problem” associated with large-scale Gaussian process regressions. Basis functions for developing low-rank structures are crucial and should be carefully specified. Predictive processes simplify the problem by inducing basis functions with a covariance function and a set of knots. The existing literature suggests certain practical implementations of knot selection and covariance estimation; however,…

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Model-Based Clustering of Categorical Data Based on the Hamming Distance

基于汉明距离的类别数据模型聚类

A model-based approach is developed for clustering categorical data with no natural ordering. The proposed method exploits the Hamming distance to define a family of probability mass functions to model the data. The elements of this family are then considered as kernels of a finite mixture model with an unknown number of components. Conjugate Bayesian inference has been derived for the parameters of the Hamming distribution model. The mixture is framed in a Bayesian…

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On Optimality of Mallows Model Averaging

Mallows 模型平均的最优性

In the past decades, model averaging (MA) has attracted much attention as it has emerged as an alternative tool to the model selection (MS) statistical approach. Hansen introduced a Mallows model averaging (MMA) method with model weights selected by minimizing a Mallows’ Cp criterion. The main theoretical justification for MMA is an asymptotic optimality (AOP), which states that the risk/loss of the resulting MA estimator is asymptotically equivalent to that of the best but…

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Robust Estimation for Number of Factors in High Dimensional Factor Modeling via Spearman Correlation Matrix

基于 Spearman 相关矩阵的高维因子数稳健估计

Determining the number of factors in high-dimensional factor modeling is essential but challenging, especially when the data are heavy-tailed. In this article, we introduce a new estimator based on the spectral properties of Spearman sample correlation matrix under the high-dimensional setting, where both dimension and sample size tend to infinity proportionally. Our estimator is robust against heavy tails in either the common factors or idiosyncratic errors. The consistency…

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Valid Inference After Causal Discovery

因果发现之后的有效推断

Causal discovery and causal effect estimation are two fundamental tasks in causal inference. While many methods have been developed for each task individually, statistical challenges arise when applying these methods jointly: estimating causal effects after running causal discovery algorithms on the same data leads to "double dipping," invalidating the coverage guarantees of classical confidence intervals. To this end, we develop tools for valid post-causal-discovery…

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Improving Tensor Regression by Optimal Model Averaging

通过最优模型平均改进张量回归

Tensors have broad applications in neuroimaging, data mining, digital marketing, etc. CANDECOMP/PARAFAC (CP) tensor decomposition can effectively reduce the number of parameters to gain dimensionality-reduction and thus plays a key role in tensor regression. However, in CP decomposition, there is uncertainty about which rank to use. In this article, we develop a model averaging method to handle this uncertainty by weighting the estimators from candidate tensor regression…

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An Adaptive Transfer Learning Framework for Functional Classification

函数型分类的自适应迁移学习框架

In this article, we study the transfer learning problem in functional classification, aiming to improve the classification accuracy of the target data by leveraging information from related source datasets. To facilitate transfer learning, we propose a novel transferability function tailored for classification problems, enabling a more accurate evaluation of the similarity between source and target dataset distributions. Interestingly, we find that a source dataset can offer…

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