A Mean Squared Error Criterion for the Design of Experiments
实验设计的均方误差准则AI 解读 ↓
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In estimating a response surface over a design region of interest, mean squared error can arise both from sampling variance and bias introduced by model inadequacy. The criterion adopted here for experimental design attempts to protect against bias resulting from a large class of deviations from the assumed model. Two algorithms are proposed for the construction of either approximate or exact designs and an example is given.
Two frequent approaches for identifying structural VARs are external instruments, which carry economic content but are often weak, and non-Gaussianity of the shocks, which provides statistical identification but carries no economic meaning. We combine the two strategies in a single generalized method of moments framework. This hybrid approach point-identifies the target shocks while also identifying the non-target shocks up to sign and ordering. Under suitable rank…
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多层主效应矩阵因子模型
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高维稀疏组卷积平滑分位数回归
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PICPIs:预测区间条件预测区间
A classical question in statistics is which observable quantities to condition on when drawing inferences about unobservable targets. For conformal prediction in nonparametric uncertainty quantification, standard marginal validity offers limited resolution at the prediction values on which decisions are based, and fully conditional guarantees with respect to the covariates are provably unattainable. We address this gap by introducing a prediction-based conditioning framework…
Bayesian additive regression trees (BART) is a popular Bayesian ensemble model used in regression and classification analysis. Under this modeling framework, the regression function is approximated by an ensemble of decision trees, interpreted as weak learners. In this work, we propose a generalization of the BART model that has two main features: first, it automatically selects the number of decision trees using the given data; second, the model allows clusters of…