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Augmented transfer regression learning for completely missing covariates

针对协变量完全缺失的增广迁移回归学习

Abstract Large-scale population-level datasets, such as the UK Biobank and the All of Us Research Program, often lack covariates needed for a specific analysis, such as genetic or lifestyle measures, while related studies measure them. This creates a cross-population missing-data problem in which covariates are completely unobserved in the target population, rather than partially missing within one dataset. We propose an augmented transfer regression learning method for this…

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Modelling positive and unlabelled data with a generalized additive density ratio model

用广义加性密度比模型处理正例与未标记数据

Abstract This paper focuses on learning from positive and unlabelled (PU) data, where only some positives are labelled and the rest are mixed with negatives. Classical exponential tilting models guarantee identifiability by imposing a linear structure, but they can be severely misspecified when the true relationships are nonlinear. We propose a generalized additive density-ratio framework that retains identifiability while allowing nonlinear and feature-specific effects. The…

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An optimal transport-based generative model for Bayesian posterior sampling

基于最优传输的贝叶斯后验采样生成模型

Abstract We investigate the problem of sampling from posterior distributions with intractable normalizing constants in Bayesian inference. Building on transport map-based generative models for posterior sampling, we propose an optimal transport (OT)-constrained transport map class that learns a deterministic map from a reference distribution to the target posterior through constrained optimization. The proposed class exploits structural properties of OT maps and allows…

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Flexible nonparametric inference for causal effects under the front-door model

前门模型下因果效应的灵活非参数推断

Abstract Evaluating causal treatment effects in observational studies requires addressing confounding. While the back-door criterion enables identification through adjustment for observed covariates, it fails in the presence of unmeasured confounding. The front-door criterion offers an alternative by leveraging variables that fully mediate the treatment effect and are unaffected by unmeasured confounders of the treatment-outcome pair. We develop novel one-step and targeted…

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Optimal inference of the mean outcome under optimal treatment regime

最优治疗规则下平均结局的最优推断

Abstract When an optimal treatment regime (OTR) is considered, we need to evaluate the OTR in a valid and efficient way. The classical inference applied to the mean outcome under OTR, assuming the OTR is the same as the estimated OTR, might be biased when the regularity assumption that OTR is unique is violated. Although several methods have been proposed to allow nonregularity in such inference, its optimality is unclear due to challenges in deriving semiparametric…

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CP-factorization for high-dimensional tensor time series and double projection iterations

高维张量时间序列的 CP 因子分解与双重投影迭代

Abstract We adopt the canonical polyadic (CP) decomposition to model high-dimensional tensor time series. Our primary goal is to identify and estimate the factor loadings in the CP decomposition. We propose a one-pass estimation procedure through standard eigen-analysis for a matrix constructed based on the serial dependence structure of the data. The asymptotic properties of the proposed estimator are established under a general setting as long as the factor loading vectors…

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Optimal federated learning for functional mean estimation under heterogeneous privacy constraints

异质隐私约束下函数均值估计的最优联邦学习

Abstract Federated learning (FL) is a distributed machine learning technique designed to preserve data privacy and security, and it has gained significant importance due to its broad range of applications. This paper addresses the problem of optimal functional mean estimation from discretely sampled data in a federated setting. We consider a heterogeneous framework where the number of individuals, measurements per individual, and privacy parameters vary across one or more…

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Proposer of the vote of thanks to Farewell et al. and contribution to the Discussion of ‘Regression by composition’

对Farewell等致谢议案的提议及《组合回归》的讨论

Stijn Vansteelandt; Proposer of the vote of thanks to Farewell et al. and contribution to the Discussion of ‘Regression by composition’, Journal of the Roy

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Bounds for the regression parameters in dependently censored survival models

依赖删失生存模型中回归参数的界

Abstract We propose a semiparametric model to study the effect of covariates on the distribution of a censored event time while making minimal assumptions about the censoring mechanism. The model is partially identified, and we obtain bounds on the covariate effects which are allowed to be time-dependent. Moreover, these bounds can be interpreted as classical confidence intervals and are obtained by aggregating information in the conditional Peterson bounds over the…

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Quantiles on global non-positive curvature spaces

全局非正曲率空间上的分位数

Abstract We propose a notion of geometric quantiles on Hadamard spaces, or global non-positive curvature spaces. After providing some definitions and basic properties, including scaled isometry equivariance and a necessary condition on the gradient of the quantile loss function, we investigate asymptotic properties, such as strong consistency and joint asymptotic normality. We provide a detailed description of how to compute quantiles using a gradient descent algorithm in…

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Knockoff inference under privacy constraints

隐私约束下的 Knockoff 推断

Abstract Model-X knockoff framework offers a model-free variable selection method that ensures finite-sample false discovery rate (FDR) control. However, the complexity of generating knockoff variables, coupled with the model-free assumption, presents significant challenges for protecting data privacy in this context. We propose a comprehensive framework for knockoff inference within the differential privacy paradigm. Our proposed method guarantees robust privacy protection…

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The promises of multiple experiments: identifying joint distribution of potential outcomes

多重实验的潜力:识别潜在结果的联合分布

Abstract Typical causal effects are defined based on the marginal distribution of potential outcomes. However, many real-world applications require causal estimands involving the joint distribution of potential outcomes to enable nuanced treatment evaluation and selection. In this article, we propose a novel framework for identifying and estimating the joint distribution of potential outcomes using multiple experimental datasets. We introduce the assumption of…

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Asymptotic inference with flexible covariate adjustment under rerandomization and stratified rerandomization

再随机化与分层再随机化下灵活协变量调整的渐近推断

Abstract Rerandomization is an effective treatment allocation procedure to control for baseline covariate imbalance. For estimating the average treatment effect, rerandomization has been previously shown to improve the precision of the unadjusted and the linearly adjusted estimators over simple randomization without compromising consistency. However, it remains unclear whether such results apply more generally to the class of M-estimators, including the g-computation formula…

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Deep learning with missing data

存在缺失数据时的深度学习

Abstract In the context of multivariate nonparametric regression with missing covariates, we propose pattern embedded neural networks (PENNs), which can be applied in conjunction with any existing imputation technique. In addition to a neural network trained on the imputed data, PENNs pass the vectors of observation indicators through a second neural network to provide a compact representation. The outputs are then combined in a third neural network to produce final…

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Exact Bayesian inference for Markov switching diffusions

Markov 状态切换扩散的精确贝叶斯推断

Abstract We develop the first exact Bayesian methodology for the problem of inference in discretely observed regime switching diffusions. Switching diffusion models extend ordinary diffusions by allowing for jumps in instantaneous drift and volatility. The jumps are driven by a latent, continuous-time Markov switching process. We address the problem through an MCMC and an MCEM algorithm that target the exact posterior of diffusion parameters and the latent regime process.…

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Fully decentralized inference for spatial data using low-rank models

利用低秩模型对空间数据进行完全去中心化推断

Abstract Advancements in information technology have enabled the creation of massive spatial datasets, driving the need for scalable and efficient computational methodologies. Although offering viable solutions, centralized frameworks are limited by vulnerabilities such as single-point failures and communication bottlenecks. This paper presents a fully decentralized framework tailored for parameter inference in spatial low-rank models to address these challenges. A key…

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Regression by composition

通过变换复合构建回归

We describe a modular regression framework in which covariate-dependent transformations are composed together and act on probability distributions. This framework is based on group actions of vector spaces, which are computationally convenient families of transformations that are well suited to model building and inference. We quantify covariate contributions to each group action through corresponding linear maps, and these are the only model parameters to be estimated.…

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Semiparametric fiducial inference for Cox models

Cox 模型的半参数 Fiducial 推断

Abstract R.A. Fisher introduced the fiducial distribution as a potential replacement for the Bayesian posterior distribution in the 1930s. During the past century, fiducial approaches have been explored in various parametric and nonparametric settings. However, to the best of our knowledge, no fiducial inference has been developed in the realm of semiparametric statistics. In this paper, we propose a novel fiducial approach for semiparametric models. In memory of Sir David…

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Online inference under over-parameterized models with hidden confounders

存在隐藏混杂时过参数化模型的在线推断

Abstract In this paper, we study online estimation and inference of regression coefficients in the presence of hidden confounders by leveraging over-parameterized models. Unlike existing offline approaches that rely on factor and sparse models, our closed-form estimator simultaneously removes hidden-confounder bias and is directly applicable to streaming data. Using tools from random matrix theory, we analyse phase transition phenomena in the variance of the coefficient…

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David L. Dowe's contribution to the Discussion of ‘Regression by composition’ by Farewell et al.

David L. Dowe 对 Farewell 等《通过组合进行回归》的评论

David L Dowe; David L. Dowe's contribution to the Discussion of ‘Regression by composition‘ by Farewell et al, Journal of the Royal Statistical Society Ser

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On the statistical analysis of grouped data: when Pearson χ2 and other divisible statistics are not goodness-of-fit

分组数据的统计分析:何时皮尔逊卡方及其他可分统计量不是拟合优度检验

Abstract Thousands of experiments are analysed, and papers are published each year involving the statistical analysis of grouped data. While this area of statistics is often perceived–somewhat naively–as saturated, several misconceptions still affect everyday practice, and new frontiers have so far remained unexplored. Researchers must be aware of the limitations affecting their analyses and what new possibilities are at their hands. The article introduces a unifying…

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Structural classification of locally stationary time series based on second-order characteristics

基于二阶特征的局部平稳时间序列结构分类

Abstract Time series classification is crucial for numerous scientific and engineering applications. In this article, we present a numerically efficient, practically competitive, and theoretically rigorous classification method for distinguishing between two classes of locally stationary time series based on their time-domain, second-order characteristics. Our approach builds on the autoregressive approximation for locally stationary time series, imposes no requirement on…

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