论文检索

多维函数型数据弱可分性的检验及其脑连接研究应用AI 解读

This paper concerns the modelling of multi-way functional data where double or multiple indices are involved. We introduce a concept of weak separability. The weakly separable structure supports the use of factorization methods that decompose the signal into its spatial and temporal components. The analysis reveals interesting connections to the usual strongly separable covariance structure, and provides insights into tensor methods for multi-way functional data. We propose…

通过函数型线性回归模型平均进行函数预测AI 解读

Prediction is often the primary goal of data analysis. In this work, we propose a novel model averaging approach to the prediction of a functional response variable. We develop a crossvalidation model averaging estimator based on functional linear regression models in which the response and the covariate are both treated as random functions. We show that the weights chosen by the method are asymptotically optimal in the sense that the squared error loss of the predicted…

线性回归模型选择后推断的自助法方案AI 解读

We propose a general bootstrap recipe for estimating the distributions of post-model-selection least squares estimators under a linear regression model. The recipe constrains residual bootstrapping within the most parsimonious, approximately correct, models to yield a distribution estimator which is consistent provided any wrong candidate model is sufficiently separated from the approximately correct ones. Our theory applies to a broad class of model selection methods based…

局部平稳小波时间序列中无混叠或局部白噪声的检验AI 解读

Aliasing is often overlooked in time series analysis but can seriously distort the spectrum, the autocovariance and their estimates.We show that dyadic subsampling of a locally stationary wavelet process, which can cause aliasing, results in a process that is the sum of asymptotic white noise and another locally stationary wavelet process with a modified spectrum.We develop a test for the absence of aliasing in a locally stationary wavelet series at a fixed location, and…

利用平方根套索进行未知方差下的选择后推断AI 解读

There has been much recent work on inference after model selection in situations where the noise level is known. However, the error variance is rarely known in practice and its estimation is difficult in high-dimensional settings. In this work we propose using the square-root lasso, also known as the scaled lasso, to perform inference for selected coefficients and the noise level simultaneously. The square-root lasso has the property that the choice of a reasonable tuning…

泊松过程强度的连续检验：扫描统计量的新视角AI 解读

We propose a continuous testing framework to test the intensities of Poisson processes that allows a rigorous definition of the complete testing procedure, from an infinite number of hypotheses to joint error rates. Our work extends procedures based on scanning windows by controlling the familywise error rate and the false discovery rate in a non-asymptotic manner and in a continuous way. We introduce the p-value process on which the decision rule is based. Our method is…

高维自协方差矩阵的Durbin–Levinson正则化估计AI 解读

The autocovariance matrix of a stationary random process plays a central role in prediction theory and time series analysis. When the dimension of the matrix is of the same order of magnitude as the number of observations, the sample autocovariance matrix gives an inconsistent estimator. In the nonparametric framework, recent proposals have concentrated on banding and tapering the sample autocovariance matrix. We introduce an alternative approach via a modified…

渐近依赖下的修正边际期望损失AI 解读

We propose an estimator of the marginal expected shortfall by considering a log transformation of a variable which has an infinite expectation.We establish the asymptotic normality of our estimator under general assumptions.A simulation study suggests that the estimation procedure is robust with respect to the choice of tuning parameters.Our estimator has lower bias and mean squared error than the empirical estimator when the latter is applicable.We illustrate our…

利用充分降维估计基于回归的因果效应AI 解读

In many causal inference problems the parameter of interest is the regression causal effect, defined as the conditional mean difference in the potential outcomes given covariates. In this paper we discuss how sufficient dimension reduction can be used to aid causal inference, and we propose a new estimator of the regression causal effect inspired by minimum average variance estimation. The estimator requires a weaker common support condition than propensity score-based…

Instrumental variables are widely used for estimating causal effects in the presence of unmeasured confounding. The discrete instrumental variable model has testable implications for the law of the observed data. However, current assessments of instrumental validity are typically based solely on subject-matter arguments rather than these testable implications, partly due to a lack of formal statistical tests with known properties. In this paper, we develop simple procedures…

不完整多变量数据的逐项条件独立无应答建模AI 解读

We introduce a nonresponse mechanism for multivariate missing data in which each study variable and its nonresponse indicator are conditionally independent given the remaining variables and their nonresponse indicators. This is a nonignorable missingness mechanism, in that nonresponse for any item can depend on values of other items that are themselves missing. We show that under this itemwise conditionally independent nonresponse assumption, one can define and identify…

分层数据中的 lasso 回归建模AI 解读

We consider the estimation of regression models on strata defined using a categorical covariate, in order to identify interactions between this categorical covariate and the other predictors. A basic approach requires the choice of a reference stratum. We show that the performance of a penalized version of this approach depends on this arbitrary choice, and propose an approach that bypasses this at almost no additional computational cost. Regarding model selection…

二元分类充分降维的主加权支持向量机AI 解读

Sufficient dimension reduction is popular for reducing data dimensionality without stringent model assumptions. However, most existing methods may work poorly for binary classification. For example, sliced inverse regression (Li, 1991) can estimate at most one direction if the response is binary. In this paper we propose principal weighted support vector machines, a unified framework for linear and nonlinear sufficient dimension reduction in binary classification. Its…

结构化相关矩阵建模AI 解读

Ensuring positive definiteness of an estimated structured correlation matrix is challenging. We show that reparameterizing Cholesky factors of correlation matrices using hyperspherical coordinates or angles provides a flexible and effective solution. Once a structured correlation matrix is identified, the corresponding angles and hence the constrained correlations may be estimated by maximum likelihood. Consistency and asymptotic normality of the maximum likelihood…

高维数据中的选择性因子提取AI 解读

This paper studies simultaneous feature selection and extraction in supervised and unsupervised learning. We propose and investigate selective reduced rank regression for constructing optimal explanatory factors from a parsimonious subset of input features. The proposed estimators enjoy sharp oracle inequalities, and with a predictive information criterion for model selection, they adapt to unknown sparsity by controlling both rank and row support of the coefficient matrix.…

环境调查两阶段抽样策略的设计型渐近分析AI 解读

We analyse design-based properties of two-phase strategies for estimating totals and nonlinear functions of totals for environmental populations when the sampling schemes are uniquely determined by points placed in the study region. In the first phase, points are located using tessellation stratified sampling, whereas in the second phase a finite population sampling scheme is adopted. We give sufficient conditions on second-phase designs that ensure consistency, and we…

复杂抽样下多重插补的一则研究AI 解读

Multiple imputation is popular for handling item nonresponse in survey sampling. Current multiple imputation techniques with complex survey data assume that the sampling design is ignorable. In this paper, we propose a new multiple imputation procedure for parametric inference without this assumption. Instead of using the sample-data likelihood, we use the sampling distribution of the pseudo maximum likelihood estimator to derive the posterior distribution of the parameters.…

含测量误差协变量的生存治愈模型：模拟外推推断AI 解读

In many situations in survival analysis, it may happen that a fraction of individuals will never experience the event of interest: they are considered to be cured. The promotion time cure model takes this into account. We consider the case where one or more explanatory variables in the model are subject to measurement error, which should be taken into account to avoid biased estimators. A general approach is the simulation-extrapolation algorithm, a method based on…

摘要暂缺

摘要暂缺

摘要暂缺

某些检验准则在统计推断中的使用与解释AI 解读

In an earlier paper* we have endeavoured to emphasise the importance of placing in a logical sequence the stages of reasoning adopted in the solution of certain statistical problems, which may be termed problems of inference. In testing whether a given sample, Z, is likely to have been drawn from a population H, we have started from the simple principle that appears to be used in the judgments of ordinary life-that the degree of confidence placed in an hypothesis depends…

用于统计推断的若干检验准则：使用与解释（第一部分）AI 解读

J. NEYMAN, PH.D, E. S. PEARSON, D.Sc; ON THE USE AND INTERPRETATION OF CERTAIN TEST CRITERIA FOR PURPOSES OF STATISTICAL INFERENCE PART I, Biometrika, Volume 20