Invidious Comparisons: Ranking and Selection as Compound Decisions
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引发攀比的比较:作为复合决策的排名与选择AI 解读 ↓
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There is an innate human tendency, one might call it the “league table mentality,” to construct rankings. Schools, hospitals, sports teams, movies, and myriad other objects are ranked even though their inherent multi‐dimensionality would suggest that—at best—only partial orderings were possible. We consider a large class of elementary ranking problems in which we observe noisy, scalar measurements of merit for n objects of potentially heterogeneous precision and are asked to select a group of the objects that are “most meritorious.” The problem is naturally formulated in the compound decision framework of Robbins's (1956) empirical Bayes theory, but it also exhibits close connections to the recent literature on multiple testing. The nonparametric maximum likelihood estimator for mixture models (Kiefer and Wolfowitz (1956)) is employed to construct optimal ranking and selection rules. Performance of the rules is evaluated in simulations and an application to ranking U.S. kidney dialysis centers.
经验部分贝叶斯多重检验与复合卡方决策
A common task in high-throughput biology is to screen for associations across thousands of units of interest, for example, genes or proteins. Often, the data for each unit are modeled as Gaussian measurements with unknown mean and variance and are summarized as per-unit sample averages and sample variances. The downstream goal is multiple testing for the means. In this domain, it is routine to “moderate” (i.e., to shrink) the sample variances through parametric empirical…
平滑样条模型中的局部与全局渐近推断
This article studies local and global inference for smoothing spline estimation in a unified asymptotic framework. We first introduce a new technical tool called functional Bahadur representation, which significantly generalizes the traditional Bahadur representation in parametric models, that is, Bahadur [Ann. Inst. Statist. Math. 37 (1966) 577–580]. Equipped with this tool, we develop four interconnected procedures for inference: (i) pointwise confidence interval; (ii)…
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…
靶向深度生存对比:神经网络下处理特定生存收益的有效推断
Neural survival models are increasingly asked to support counterfactual claims---how much a treatment would change survival in a population---rather than only prognostic risk scores. Answering such questions from observational data requires valid inference for treatment-specific survival contrasts under confounding and covariate-dependent censoring, targets for which standard deep survival estimators are biased and provide no honest uncertainty. We propose Targeted Deep…
高维线性回归经验贝叶斯估计的均值场方法
We study empirical Bayes estimation in high-dimensional linear regression. To facilitate computationally efficient estimation of the underlying prior, we adopt a variational empirical Bayes approach, introduced originally in Carbonetto and Stephens (2012) and Kim et al. (2022). We establish asymptotic consistency of the nonparametric maximum likelihood estimator (NPMLE) and its (computable) naive mean field variational surrogate under mild assumptions on the design and the…
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…