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高维数据的渐近分布无关独立性检验AI 解读

Test of independence is of fundamental importance in modern data analysis, with broad applications in variable selection, graphical models, and causal inference. When the data is high dimensional and the potential dependence signal is sparse, independence testing becomes very challenging without distributional or structural assumptions. In this paper, we propose a general framework for independence testing by first fitting a classifier that distinguishes the joint and…

理想的贝叶斯局部自适应AI 解读

Many real-life applications involve estimation of curves that exhibit complicated shapes including jumps or varying-frequency oscillations. Practical methods have been devised that can adapt to a locally varying complexity of an unknown function (e.g. variable-knot splines, sparse wavelet reconstructions, kernel methods or trees/forests). However, the overwhelming majority of existing asymptotic minimaxity theory is predicated on homogeneous smoothness assumptions. Focusing…

群组网络Hawkes过程AI 解读

In this work, we study the event occurrences of individuals interacting in a network. To characterize the dynamic interactions among the individuals, we propose a group network Hawkes process (GNHP) model whose network structure is observed and fixed. In particular, we introduce a latent group structure among individuals to account for the heterogeneous user-specific characteristics. A maximum likelihood approach is proposed to simultaneously cluster individuals in the…

随机测度依赖性的 Wasserstein 指数AI 解读

Optimal transport and Wasserstein distances are flourishing in many scientific fields as a means for comparing and connecting random structures. Here we pioneer the use of an optimal transport distance between Lévy measures to solve a statistical problem. Dependent Bayesian nonparametric models provide flexible inference on distinct, yet related, groups of observations. Each component of a vector of random measures models a group of exchangeable observations, while their…

密度估计的平滑惩罚反卷积方法AI 解读

This article addresses the deconvolution problem of estimating a square-integrable probability density from observations contaminated with additive measurement errors having a known density. The estimator begins with a density estimate of the contaminated observations and minimizes a reconstruction error penalized by an integrated squared mth derivative. Theory for deconvolution has mainly focused on kernel- or wavelet-based techniques, but other methods including…

高维贝叶斯模型的稳健留一交叉验证AI 解读

Leave-one-out cross-validation (LOO-CV) is a popular method for estimating out-of-sample predictive accuracy. However, computing LOO-CV criteria can be computationally expensive due to the need to fit the model multiple times. In the Bayesian context, importance sampling provides a possible solution but classical approaches can easily produce estimators whose asymptotic variance is infinite, making them potentially unreliable. Here we propose and analyze a novel mixture…

通过贝叶斯非参数混合模型联系实现 Neyman–Scott 时空聚类AI 解读

Neyman-Scott processes (NSPs) are point process models that generate clusters of points in time or space. They are natural models for a wide range of phenomena, ranging from neural spike trains to document streams. The clustering property is achieved via a doubly stochastic formulation: first, a set of latent events is drawn from a Poisson process; then, each latent event generates a set of observed data points according to another Poisson process. This construction is…

分位数回归中的异方差与自相关稳健协方差矩阵估计AI 解读

This study considers an estimator for the asymptotic variance-covariance matrix in time-series quantile regression models which is robust to the presence of heteroscedasticity and autocorrelation. When regression errors are serially correlated, the conventional quantile regression standard errors are invalid. The proposed solution is a quantile analogue of the Newey-West robust standard errors. We establish the asymptotic properties of the heteroscedasticity and…

复杂统计推断的随机化成对似然方法AI 解读

Pairwise likelihood methods are commonly used for inference in parametric statistical models in cases where the full likelihood is too complex to be used, such as multivariate count data. Although pairwise likelihood methods represent a useful solution to perform inference for intractable likelihoods, several computational challenges remain. The pairwise likelihood function still requires the computation of a sum over all pairs of variables and all observations, which may be…

不规则测量数据下的高斯图模型推断AI 解读

In this article, we investigate the Gaussian graphical model inference problem in a novel setting that we call erose measurements, referring to irregularly measured or observed data. For graphs, this results in different node pairs having vastly different sample sizes which frequently arises in data integration, genomics, neuroscience, and sensor networks. Existing works characterize the graph selection performance using the minimum pairwise sample size, which provides…

离散难计算似然的广义贝叶斯推断AI 解读

Discrete state spaces represent a major computational challenge to statistical inference, since the computation of normalization constants requires summation over large or possibly infinite sets, which can be impractical. This article addresses this computational challenge through the development of a novel generalized Bayesian inference procedure suitable for discrete intractable likelihood. Inspired by recent methodological advances for continuous data, the main idea is to…

非参数有限混合：克服误分类偏误的应用AI 解读

Investigating the differential effect of treatments in groups defined by patient characteristics is of paramount importance in personalized medicine research. In some studies, participants are first classified as having or not of the characteristic of interest by diagnostic tools, but such classifiers may not be perfectly accurate. The impact of diagnostic misclassification in statistical inference has been recently investigated in parametric model contexts and shown to…

包络中心子空间的半参数有效估计AI 解读

The estimation of the central space is at the core of the sufficient dimension reduction (SDR) literature. However, it is well known that the finite-sample estimation suffers from collinearity among predictors. Cook et al. (2013) proposed the predictor envelope method under linear models that can alleviate the problem by targeting a bigger space - which not only envelopes the central information, but also partitions the predictors by finding an uncorrelated set of material…

多元分位数、M分位数与期望分位数的统一无条件回归AI 解读

In this article, we develop a unified regression approach to model unconditional quantiles, M-quantiles and expectiles of multivariate dependent variables exploiting the multidimensional Huber’s function. To assess the impact of changes in the covariates across the entire unconditional distribution of the responses, we extend the work of Firpo, Fortin, and Lemieux by running a mean regression of the recentered influence function on the explanatory variables. We discuss the…

基于随机生成树的非平稳软分区高斯过程模型AI 解读

There has been a long-standing challenge in developing locally stationary Gaussian process models concerning how to obtain flexible partitions and make predictions near boundaries. In this work, we develop a new class of locally stationary stochastic processes, where local partitions are modeled by a soft partition process via predictive random spanning trees that leads to highly flexible spatially contiguous subregion shapes. This valid nonstationary process model knits…

重尾分布下极端分位数处理效应的估计与推断AI 解读

Causal inference for extreme events has many potential applications in fields such as climate science, medicine and economics. We study the extremal quantile treatment effect of a binary treatment on a continuous, heavy-tailed outcome. Existing methods are limited to the case where the quantile of interest is within the range of the observations. For applications in risk assessment, however, the most relevant cases relate to extremal quantiles that go beyond the data range.…

揭示不可观测量：多个衍生结果的因果推断AI 解读

In many applications, the interest is in treatment effects on random quantities of subjects, where those random quantities are not directly observable but can be estimated based on data from each subject. In this article, we propose a general framework for conducting causal inference in a hierarchical data generation setting. The identifiability of causal parameters of interest is shown under a condition on the biasedness of subject level estimates and an ignorability…

双重差分中构造效应界限的负相关策略AI 解读

The method of difference-in-differences (DID) is widely used to study the causal effect of policy interventions in observational studies. DID employs a before and after comparison of the treated and control units to remove bias due to time-invariant unmeasured confounders under the parallel trends assumption. Estimates from DID, however, will be biased if the outcomes for the treated and control units evolve differently in the absence of treatment, namely if the parallel…

遗传学序列马尔可夫溯祖模型的精确解码AI 解读

In statistical genetics, the sequentially Markov coalescent (SMC) is an important family of models for approximating the distribution of genetic variation data under complex evolutionary models. Methods based on SMC are widely used in genetics and evolutionary biology, with significant applications to genotype phasing and imputation, recombination rate estimation, and inferring population history. SMC allows for likelihood-based inference using hidden Markov models (HMMs),…

谱聚类、贝叶斯生成森林与森林过程AI 解读

Spectral clustering views the similarity matrix as a weighted graph, and partitions the data by minimizing a graph-cut loss. Since it minimizes the across-cluster similarity, there is no need to model the distribution within each cluster. As a result, one reduces the chance of model misspecification, which is often a risk in mixture model-based clustering. Nevertheless, compared to the latter, spectral clustering has no direct ways of quantifying the clustering uncertainty…

网络数据的经验似然AI 解读

This article develops a concept of nonparametric likelihood for network data based on network moments, and proposes general inference methods by adapting the theory of jackknife empirical likelihood. Our methodology can be used not only to conduct inference on population network moments and parameters in network formation models, but also to implement goodness-of-fit testing, such as testing block size for stochastic block models. Theoretically we show that the jackknife…

存在隐变量的高维多响应回归推断AI 解读

This article studies the inference of the regression coefficient matrix under multivariate response linear regressions in the presence of hidden variables. A novel procedure for constructing confidence intervals of entries of the coefficient matrix is proposed. Our method first uses the multivariate nature of the responses by estimating and adjusting the hidden effect to construct an initial estimator of the coefficient matrix. By further deploying a low-dimensional…

PCABM：用于社区检测的成对协变量调整块模型AI 解读

One of the most fundamental problems in network study is community detection. The stochastic block model (SBM) is a widely used model, and various estimation methods have been developed with their community detection consistency results unveiled. However, the SBM is restricted by the strong assumption that all nodes in the same community are stochastically equivalent, which may not be suitable for practical applications. We introduce a pairwise covariates-adjusted stochastic…

基于因子调整向量自回归的高维时间序列分段AI 解读

Vector autoregressive (VAR) models are popularly adopted for modelling high-dimensional time series, and their piecewise extensions allow for structural changes in the data. In VAR modelling, the number of parameters grow quadratically with the dimensionality which necessitates the sparsity assumption in high dimensions. However, it is debatable whether such an assumption is adequate for handling datasets exhibiting strong serial and cross-sectional correlations. We propose…