Likelihood Inference for Permuted Data With Application to Gene Regulation
置换数据的似然推断及其基因调控应用AI 解读 ↓
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置换数据的似然推断及其基因调控应用AI 解读 ↓
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Given that all the cells of an individual have the same genetic information stored in their DNA, how can cells be as different as those of the retina and heart? Nature solves this problem through gene regulation, which often involves the binding of regulatory proteins to regulatory sites. These sites are short subsequences of 10 to 20 DNA base pairs whose pattern may be multinomially modeled. These sites usually occur “upstream” of the genes they regulate in a segment of a few hundred DNA base pairs called the promoter. But the positions of regulatory sites within promoters vary and are unobservable. This uncertainty in site position misaligns the data and renders the indices of the observations uncertain. Data with uncertain indices arise commonly in experimental biology whenever uncontrolled variability alters unobservable auxiliary identifying information. Current technology breaks the analysis of such data into two steps: alignment and analyses applied to the aligned data. This article proposes a methodology that combines these two steps and thus produces inferences that directly incorporate random alignment errors. The introduction of an index permutation indicator variable, which is treated as missing data, permits the formulation of these problems as novel finite mixtures. Using a missing information approach, we separate the likelihood into components representing variable uncertainty and index uncertainty. An EM algorithm to obtain the maximum likelihood estimates of the parameters for both of these components is also presented. Inferences specific to the index permutations stemming from index uncertainty are examined. An application to regulatory sites for a bacterial regulatory protein—cyclic adenosine monophosphate receptor protein (CRP)—is presented.
This article introduces a framework for evaluating statistical decisions under both prior ambiguity and likelihood misspecification. We begin with an ambiguity set - a frequentist model that pairs a possibly misspecified likelihood with every possible prior - and uniformly expand it by a Kullback-Leibler radius to accommodate likelihood misspecification. We show that optimal decisions under this framework are equivalent to minimax decisions with an exponentially tilted loss…
RBF 核高斯过程最大似然估计的精确渐近理论
Gaussian processes (GPs) are widely used across machine learning, spatial statistics, time-series analysis, optimization, Bayesian statistics, and scientific applications. A central component of a GP model is its kernel, which is typically specified through a parametric family. Among the most widely used choices is the radial basis function (RBF), also known as the squared exponential or Gaussian kernel, owing to its simple form, smoothness, and flexibility. In practice, the…
理性疏忽—加性随机效用模型的估计
This paper develops likelihood-based estimation for parametric rational inattention--additive random utility models. We establish consistency and asymptotic normality of the exact maximum likelihood estimator and provide conditions under which the simulated estimator shares its asymptotic distribution. To implement estimation, we develop Newton--BA, a KKT-guided hybrid of Newton--Raphson and Blahut--Arimoto (BA). The algorithm accommodates both interior and boundary…
面板信息矩阵检验
The Information Matrix (IM) test is a natural specification check for likelihood-based models, yet cross-sectional implementations are often badly sized, confound neglected heterogeneity with distributional misspecification, and require third derivatives. We develop the panel information matrix (PIM) test for models with fixed effects. Explicit fixed effects isolate functional-form misspecification from time-invariant unobserved heterogeneity. Although the profile maximum…
受限因变量模型中可扩展的似然推断
Limited dependent variable models are central to empirical economics, but likelihood-based inference is infeasible when likelihoods involve high-dimensional integration over latent variables. This paper proposes Stochastically Estimated Gradient Ascent (SEGA), a scalable estimation approach for limited dependent variable models. Using Fisher's identity, SEGA replaces the intractable likelihood score with an unbiased augmented data score evaluated at a single conditional draw…
在线实验的设计驱动推断:证据收集、检验与估计的联合最优性
Online multifactorial experiments requires early stopping for practically negligible effects while controlling false stopping under continuous monitoring and retaining precise treatment-effect estimation. We develop a design-driven framework that chooses allocation and the evidence rule jointly, treating allocation as evidence collection and testing and estimation as complementary uses of the same evidence. For multifactor experiments with nuisance block effects and…