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本库首次提交范围:2004-06-23 — 2026-10-15。
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Noise-adjusted turnover in estimated networks

估计网络中边更替的噪声校正

Economic networks are often estimated separately over two periods, and changes in their edge sets are interpreted as structural rewiring. Since both networks are estimated, observed turnover also reflects graph-selection error. We study the two-snapshot Hamming-turnover functional under a homogeneous edge-misclassification model. With known sensitivity and specificity and conditional independence of the estimated edge indicators across periods, latent turnover admits a…

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Multiple testing with the horseshoe

基于马蹄先验的多重检验

We study multiple testing under continuous global--local shrinkage priors, with a focus on the horseshoe prior in high-dimensional sparse settings. While such priors provide adaptive shrinkage and computational scalability, they do not induce exact zeros and hence do not directly yield posterior inclusion probabilities, making principled false discovery control nontrivial. We propose posterior--based decision rules for signal detection that are applicable across a broad…

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Bayesian inference in high-dimensional models

高维模型中的贝叶斯推断

Models with dimension more than the available sample size are now commonly used in various applications. A sensible inference is possible using a lower-dimensional structure. In regression problems with a large number of predictors, the model is often assumed to be sparse, with only a few predictors active. Interdependence between a large number of variables is succinctly described by a graphical model, where variables are represented by nodes on a graph and an edge between…

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Censored Graphical Horseshoe: Bayesian sparse precision matrix estimation with censored and missing data

删失图马蹄先验:含删失与缺失数据的贝叶斯稀疏精度矩阵估计

Gaussian graphical models provide a powerful framework for studying conditional dependencies in multivariate data, with widespread applications spanning biomedical, environmental sciences, and other data-rich scientific domains. While the Graphical Horseshoe (GHS) method has emerged as a state-of-the-art Bayesian method for sparse precision matrix estimation, existing approaches assume fully observed data and thus fail in the presence of censoring or missingness, which are…

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A self-supervised learning approach for denoising autoregressive models with additive noise: finite and infinite variance cases

加性噪声自回归模型的自监督去噪:有限与无限方差情形

The autoregressive time series model is a popular second-order stationary process, modeling a wide range of real phenomena. However, in applications, autoregressive signals are often corrupted by additive noise. Further, the autoregressive process and the corruptive noise may be highly impulsive, stemming from an infinite-variance distribution. The model estimation techniques that account for additional noise tend to show reduced efficacy when there is very strong noise…

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