每日简报

时变参数的贝叶斯自回归在线变点检测AI 解读

Change points in real-world systems mark significant regime shifts in system dynamics, possibly triggered by exogenous or endogenous factors. These points define regimes for the time evolution of the system and are crucial for understanding transitions in financial, economic, social, environmental, and technological contexts. Building upon the Bayesian approach introduced in \cite{c:07}, we devise a new method for online change point detection in the mean of a univariate…

超越疾病研究：用倾斜 knockoffs 控制次级表型变量选择AI 解读

Researchers in biomedical studies often work with samples that are not selected uniformly at random from the population of interest, a major example being a case-control study. While these designs are motivated by specific scientific questions, it is often of interest to use the data collected to pursue secondary lines of investigations. In these cases, ignoring the fact that observations are not sampled uniformly at random can lead to spurious results. For example, in a…