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通过聚合累积协方差检验高维协变量的影响AI 解读

In this article, we test for the effects of high-dimensional covariates on the response. In many applications, different components of covariates usually exhibit various levels of variation, which is ubiquitous in high-dimensional data. To simultaneously accommodate such heteroscedasticity and high dimensionality, we propose a novel test based on an aggregation of the marginal cumulative covariances, requiring no prior information on the specific form of regression models.…

具有错误发现率控制的大规模高斯图模型迁移学习AI 解读

Transfer learning for high-dimensional Gaussian graphical models (GGMs) is studied. The target GGM is estimated by incorporating the data from similar and related auxiliary studies, where the similarity between the target graph and each auxiliary graph is characterized by the sparsity of a divergence matrix. An estimation algorithm, Trans-CLIME, is proposed and shown to attain a faster convergence rate than the minimax rate in the single-task setting. Furthermore, we…

基于贝叶斯决策树集成的自适应条件分布估计AI 解读

We present a Bayesian nonparametric model for conditional distribution estimation using Bayesian additive regression trees (BART). The generative model we use is based on rejection sampling from a base model. Like other BART models, our model is flexible, has a default prior specification, and is computationally convenient. To address the distinguished role of the response in our BART model, we introduce an approach to targeted smoothing of BART models which is of…

干预目标不确定时的网络结构学习AI 解读

Gaussian Directed Acyclic Graphs (DAGs) represent a powerful tool for learning the network of dependencies among variables, a task which is of primary interest in many fields and specifically in biology. Different DAGs may encode equivalent conditional independence structures, implying limited ability, with observational data, to identify causal relations. In many contexts however, measurements are collected under heterogeneous settings where variables are subject to…

网络社区数量的最优估计AI 解读

In network analysis, how to estimate the number of communities K is a fundamental problem. We consider a broad setting where we allow severe degree heterogeneity and a wide range of sparsity levels, and propose Stepwise Goodness of Fit (StGoF) as a new approach. This is a stepwise algorithm, where for m=1,2,…, we alternately use a community detection step and a goodness of fit (GoF) step. We adapt SCORE Jin for community detection, and propose a new GoF metric. We show that…

非参数加性模型的核 Knockoffs 变量选择AI 解读

Thanks to its fine balance between model flexibility and interpretability, the nonparametric additive model has been widely used, and variable selection for this type of model has been frequently studied. However, none of the existing solutions can control the false discovery rate (FDR) unless the sample size tends to infinity. The knockoff framework is a recent proposal that can address this issue, but few knockoff solutions are directly applicable to nonparametric models.…

含协变量的高维高斯图回归模型AI 解读

Though Gaussian graphical models have been widely used in many scientific fields, relatively limited progress has been made to link graph structures to external covariates. We propose a Gaussian graphical regression model, which regresses both the mean and the precision matrix of a Gaussian graphical model on covariates. In the context of co-expression quantitative trait locus (QTL) studies, our method can determine how genetic variants and clinical conditions modulate the…

超越 Matérn：一类可解释的合流超几何协方差函数AI 解读

The Matérn covariance function is a popular choice for prediction in spatial statistics and uncertainty quantification literature. A key benefit of the Matérn class is that it is possible to get precise control over the degree of mean-square differentiability of the random process. However, the Matérn class possesses exponentially decaying tails, and thus, may not be suitable for modeling polynomially decaying dependence. This problem can be remedied using polynomial…

可能含异常批次的流式聚类数据实时回归分析AI 解读

This paper develops an incremental learning algorithm based on quadratic inference function (QIF) to analyze streaming datasets with correlated outcomes such as longitudinal data and clustered data. We propose a renewable QIF (RenewQIF) method within a paradigm of renewable estimation and incremental inference, in which parameter estimates are recursively renewed with current data and summary statistics of historical data, but with no use of any historical subject-level raw…

强化学习框架下A/B测试的动态因果效应评估AI 解读

A/B testing, or online experiment is a standard business strategy to compare a new product with an old one in pharmaceutical, technological, and traditional industries. Major challenges arise in online experiments of two-sided marketplace platforms (e.g., Uber) where there is only one unit that receives a sequence of treatments over time. In those experiments, the treatment at a given time impacts current outcome as well as future outcomes. The aim of this article is to…

基于小波的函数型数据独立性检验及脑磁图连接应用AI 解读

Measuring and testing the dependency between multiple random functions is often an important task in functional data analysis. In the literature, a model-based method relies on a model which is subject to the risk of model misspecification, while a model-free method only provides a correlation measure which is inadequate to test independence. In this paper, we adopt the Hilbert–Schmidt Independence Criterion (HSIC) to measure the dependency between two random functions. We…

贝叶斯 Bootstrap 尖峰厚尾 LASSOAI 解读

The impracticality of posterior sampling has prevented the widespread adoption of spike-and-slab priors in high-dimensional applications. To alleviate the computational burden, optimization strategies have been proposed that quickly find local posterior modes. Trading off uncertainty quantification for computational speed, these strategies have enabled spike-and-slab deployments at scales that would be previously unfeasible. We build on one recent development in this strand…

具有形状约束成对相关函数的聚集点过程半参数拟合优度检验AI 解读

Specification of a parametric model for the intensity function is a fundamental task in statistics for spatial point processes. It is, therefore, crucial to be able to assess the appropriateness of a suggested model for a given point pattern dataset. For this purpose, we develop a new class of semiparametric goodness-of-fit tests for the specified parametric first-order intensity, without assuming a full data generating mechanism that is needed for the existing popular Monte…

组成分布的得分匹配估计AI 解读

Compositional data are challenging to analyse due to the non-negativity and sum-to-one constraints on the sample space. With real data, it is often the case that many of the compositional components are highly right-skewed, with large numbers of zeros. Major limitations of currently available models for compositional data include one or more of the following: insufficient flexibility in terms of distributional shape; difficulty in accommodating zeros in the data in…

通过纵向生物标志物曲线配准分析未知起点的事件时间AI 解读

In observational studies, the time origin of interest for time-to-event analysis is often unknown, such as the time of disease onset. Existing approaches to estimating the time origins are commonly built on extrapolating a parametric longitudinal model, which rely on rigid assumptions that can lead to biased inferences. In this paper, we introduce a flexible semiparametric curve registration model. It assumes the longitudinal trajectories follow a flexible common shape…

存在局部最优解时的统计推断AI 解读

We study the statistical properties of an estimator derived by applying a gradient ascent method with multiple initializations to a multi-modal likelihood function. We derive the population quantity that is the target of this estimator and study the properties of confidence intervals (CIs) constructed from asymptotic normality and the bootstrap approach. In particular, we analyze the coverage deficiency due to finite number of random initializations. We also investigate the…

存在未测量混杂时多重处理效应的识别AI 解读

Identification of treatment effects in the presence of unmeasured confounding is a persistent problem in the social, biological, and medical sciences. The problem of unmeasured confounding in settings with multiple treatments is most common in statistical genetics and bioinformatics settings, where researchers have developed many successful statistical strategies without engaging deeply with the causal aspects of the problem. Recently there have been a number of attempts to…

利用工具变量识别因果溢出效应AI 解读

I set up a potential outcomes framework to analyze spillover effects using instrumental variables. I characterize the population compliance types in a setting in which spillovers can occur on both treatment take-up and outcomes, and provide conditions for identification of the marginal distribution of compliance types. I show that intention-to-treat (ITT) parameters aggregate multiple direct and spillover effects for different compliance types, and hence do not have a clear…

条件抽样的深度生成方法AI 解读

We propose a deep generative approach to sampling from a conditional distribution based on a unified formulation of conditional distribution and generalized nonparametric regression function using the noise-outsourcing lemma. The proposed approach aims at learning a conditional generator, so that a random sample from the target conditional distribution can be obtained by transforming a sample drawn from a reference distribution. The conditional generator is estimated…

用于多模态数据分析的正交化核去偏机器学习AI 解读

Multimodal imaging has transformed neuroscience research. While it presents unprecedented opportunities, it also imposes serious challenges. Particularly, it is difficult to combine the merits of the interpretability attributed to a simple association model with the flexibility achieved by a highly adaptive nonlinear model. In this article, we propose an orthogonalized kernel debiased machine learning approach, which is built upon the Neyman orthogonality and a form of…

面向公平性的最优个体化处理规则学习AI 解读

There has recently been a surge on the methodological development for optimal individualized treatment rule (ITR) estimation. The standard methods in the literature are designed to maximize the potential average performance (assuming larger outcomes are desirable). A notable drawback of the standard approach, due to heterogeneity in treatment response, is that the estimated optimal ITR may be suboptimal or even detrimental to certain disadvantaged subpopulations. Motivated…

非零均值函数下非平稳数据的谱密度估计AI 解读

We introduce a new approach for nonparametric spectral density estimation based on the subsampling technique, which we apply to the important class of nonstationary time series. These are almost periodically correlated sequences. In contrary to existing methods, our technique does not require demeaning of the data. On the simulated data examples, we compare our estimator of spectral density function with the classical one. Additionally, we propose a modified estimator, which…

稀疏主题模型：计算效率、近最优算法与统计推断AI 解读

Sparse topic modeling under the probabilistic latent semantic indexing (pLSI) model is studied. Novel and computationally fast algorithms for estimation and inference of both the word-topic matrix and the topic-document matrix are proposed and their theoretical properties are investigated. Both minimax upper and lower bounds are established and the results show that the proposed algorithms are rate-optimal, up to a logarithmic factor. Moreover, a refitting algorithm is…

广义Good–Turing方法改进未观测概率质量估计AI 解读

Consider a finite sample from an unknown distribution over a countable alphabet. The missing mass refers to the probability of symbols that do not appear in the sample. Estimating the missing mass is a basic problem in statistics and related fields, which dates back to the early work of Laplace, and the more recent seminal contribution of Good and Turing. In this article, we introduce a generalized Good-Turing (GT) framework for missing mass estimation. We derive an…