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Doubly robust average treatment effect estimation for survival data

生存数据的双重稳健平均处理效应估计

Considering censored outcomes in survival analysis can lead to quite complex results in the model setting of causal inference. Causal inference has attracted a lot of attention over the past few years, but little research has been done on survival analysis. Even for the only research conducted, the machine learning method was considered assuming a large sample, which is not suitable in that the actual data are high dimensional low sample size (HDLSS) method. Therefore,…

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Statistical-Computational Trade-offs for Recursive Adaptive Partitioning Estimators

递归自适应划分估计器的统计-计算权衡

Models based on recursive adaptive partitioning such as decision trees and their ensembles are popular for high-dimensional regression as they can potentially avoid the curse of dimensionality. Because empirical risk minimization (ERM) is computationally infeasible, these models are typically trained using greedy algorithms. Although effective in many cases, these algorithms have been empirically observed to get stuck at local optima. We explore this phenomenon in the…

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Bayesian Pliable Lasso with Horseshoe Prior for Interaction Effects in GLMs with Missing Responses

带马蹄先验的贝叶斯可弯曲套索:缺失响应下GLM的交互效应建模

Sparse regression problems, where the goal is to identify a small set of relevant predictors, often require modeling not only main effects but also meaningful interactions through other variables. While the pliable lasso has emerged as a powerful frequentist tool for modeling such interactions under strong heredity constraints, it lacks a natural framework for uncertainty quantification and incorporation of prior knowledge. In this paper, we propose a Bayesian pliable lasso…

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Nonparametric Envelopes for Flexible Response Reduction

灵活响应降维的非参数包络方法

Envelope methods improve the estimation efficiency in multivariate linear regression by identifying and separating the material and immaterial parts of the responses or the predictors and estimating the regression coefficients using only the material part. Though envelopes have been extended to other models, such as GLMs, these extensions still largely fall under the restrictive parametric modeling framework. In this paper, we introduce a flexible, nonparametric extension of…

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A nutritionally informed model for Bayesian variable selection with metabolite response variables

面向代谢物响应变量的营养信息贝叶斯变量选择模型

Understanding the pathways through which diet affects human metabolism is a central task in nutritional epidemiology. This article proposes novel methodology to identify food items associated with blood metabolites in two cohorts of healthcare professionals. We analyze 30 food intake variables that exhibit relationship structure through their correlations and nutritional attributes. The metabolic responses include 244 compounds measured by mass spectrometry, presenting…

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FLAT: Fused Lasso Regression with Adaptive Minimum Spanning Tree with Applications on Thermohaline Circulation

融合自适应最小生成树的Fused Lasso回归及其在热盐环流中的应用

This article introduces a new methodology model both discrete and continuous spatial heterogeneity simultaneously with an application in detection of hyper-plain in thermohaline circulation. To enable the data-driven detection of spatial boundaries with heterogeneity, we constructs an adaptive minimum spanning tree guided by both spatial proximity and coefficient dissimilarity, and combines both a spatial fused regularization and LASSO-type regularization to estimate the…

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Randomized Quasi-Monte Carlo Features for Kernel Approximation

随机拟蒙特卡洛特征用于核近似

We investigate the application of randomized quasi-Monte Carlo (RQMC) methods in random feature approximations for kernel-based learning. Compared to the classical Monte Carlo (MC) approach \citep{rahimi2007random}, RQMC improves the deterministic approximation error bound from $O_P(1/\sqrt{M})$ to $O(1/M)$ (up to logarithmic factors), matching the rate achieved by quasi-Monte Carlo (QMC) methods \citep{huangquasi}. Beyond the deterministic error bound guarantee, we further…

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A Latent Class Bayesian Model for Multivariate Longitudinal Outcomes with Excess Zeros

含超额零值的多变量纵向结果的潜类别贝叶斯模型

Latent class models have been successfully used to handle complex datasets in different disciplines. For longitudinal outcomes, we often get a trajectory of the outcome for each individual, and on that basis, we cluster them for a powerful statistical inference. Latent class models have been used to handle multivariate longitudinal outcomes coming from biology, health sciences, and economics. In this paper, we propose a Bayesian latent class model for multivariate outcomes…

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An Interpretable Ensemble Framework for Multi-Omics Dementia Biomarker Discovery Under HDLSS Conditions

HDLSS条件下多组学痴呆生物标志物发现的可解释集成框架

Biomarker discovery in neurodegenerative diseases requires robust, interpretable frameworks capable of integrating high-dimensional multi-omics data under low-sample conditions. We propose a novel ensemble approach combining Graph Attention Networks (GAT), MultiOmics Variational AutoEncoder (MOVE), Elastic-net sparse regression, and Storey's False Discovery Rate (FDR). This framework is benchmarked against state-of-the-art methods including DIABLO, MOCAT, AMOGEL, and MOMLIN.…

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An integrated method for clustering and association network inference

聚类与关联网络推断的整合方法

High dimensional Gaussian graphical models provide a rigorous framework to describe a network of statistical dependencies between entities, such as genes in genomic regulation studies or species in ecology. Penalized methods, including the standard Graphical-Lasso, are well-known approaches to infer the parameters of these models. As the number of variables in the model (of entities in the network) grow, the network inference and interpretation become more complex. The…

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Statistical Inference for Heterogeneous Treatment Effect with Right-censored Data from Synthesizing Randomized Clinical Trials and Real-world Data

融合随机试验与真实世界右删失数据的异质处理效应推断

The heterogeneous treatment effect plays a crucial role in precision medicine.There is evidence that real-world data, even subject to biases, can be employed as supplementary evidence for randomized clinical trials to improve the statistical efficiency of the heterogeneous treatment effect estimation. In this paper, for survival data with right censoring, we consider estimating the heterogeneous treatment effect, defined as the difference of the treatment-specific…

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Bayesian Estimation and Regularization Techniques in Categorical Data Analysis

分类数据分析中的贝叶斯估计与正则化方法

This paper explores Bayesian estimation for categorical data, focusing on simple yet effective models that provide a foundation for applying more advanced methods accurately and reliably in real-world applications. We begin by revisiting Bayesian estimators for the binomial distribution and investigating their properties. Next, we develop hypothesis tests for categorical data (sign test, homogeneity test, symmetry test) based on regularized maximum likelihood estimates of…

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Uncertainty Quantification for Ranking with Heterogeneous Preferences

异质偏好排序的不确定性量化

This paper studies human preference learning based on partially revealed choice behavior and formulates the problem as a generalized Bradley-Terry-Luce (BTL) ranking model that accounts for heterogeneous preferences. Specifically, we assume that each user is associated with a nonparametric preference function, and each item is characterized by a low-dimensional latent feature vector - their interaction defines the underlying low-rank score matrix. In this formulation, we…

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Signal Lasso with Non-Convex Penalties for Efficient Network Reconstruction and Topology Inference

非凸惩罚信号套索用于高效网络重构与拓扑推断

Inferring network structures remains an interesting question for its importance on the understanding and controlling collective dynamics of complex systems. The existing shrinking methods such as Lasso-type estimation can not suitably reveal such property. A new method recently suggested, called by {\it signal lasso} (or its updating version: adaptive signal lasso) was proposed to solve the network reconstruction problem, where the signal parameter can be shrunk to either 0…

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Multiply Robust Inference of Average Treatment Effects by High-dimensional Empirical Likelihood

利用高维经验似然进行平均处理效应的多重稳健推断

In this paper, we develop a multiply robust inference procedure of the average treatment effect (ATE) for data with high-dimensional covariates. We consider the case where it is difficult to correctly specify a single parametric model for the propensity scores (PS). For example, the target population is formed from heterogeneous sources with different treatment assignment mechanisms. We propose a novel high-dimensional empirical likelihood weighting method under soft…

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Change Point Detection on A Separable Model for Dynamic Networks

动态网络可分离模型的变点检测

This paper studies the unsupervised change point detection problem in time series of networks using the Separable Temporal Exponential-family Random Graph Model (STERGM). Inherently, dynamic network patterns are complex due to dyadic and temporal dependence, and change points detection can identify the discrepancies in the underlying data generating processes to facilitate downstream analysis. In particular, the STERGM that utilizes network statistics and nodal attributes to…

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HAL-Based Plug-in Estimation with Pointwise Asymptotic Normality of the Causal Dose-Response Curve

基于 HAL 的因果剂量反应曲线插件估计与逐点渐近正态性

Estimating and obtaining reliable inference for the marginally adjusted causal dose-response curve for continuous treatments without relying on parametric assumptions is a well-known statistical challenge. Parametric models risk introducing significant bias through model misspecification, compromising the accurate representation of the underlying data and dose-response relationship. On the other hand, nonparametric models face difficulties as the dose-response curve is not…

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A mixture logistic model for panel data with a Markov structure

具有马尔可夫结构的面板数据混合逻辑回归模型

In this study, we propose a mixture logistic regression model with a Markov structure, and consider the estimation of model parameters using maximum likelihood estimation. We also provide a forward type variable selection algorithm to choose the important explanatory variables to reduce the number of parameters in the proposed model.

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Sparse minimum Redundancy Maximum Relevance for feature selection

稀疏最小冗余最大相关特征选择方法

We propose a feature screening method that integrates both feature-feature and feature-target relationships. Inactive features are identified via a penalized minimum Redundancy Maximum Relevance (mRMR) procedure, which is the continuous version of the classic mRMR penalized by a non-convex regularizer, and where the parameters estimated as zero coefficients represent the set of inactive features. We establish the conditions under which zero coefficients are correctly…

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Tensor-product interactions in Markov-switching models

马尔可夫转换模型中的张量积交互

Markov-switching models are a powerful tool for modelling time series data that are driven by underlying latent states. As such, they are widely used in behavioural ecology, where discrete states can serve as proxies for behavioural modes and enable inference on latent behaviour driving e.g. observed movement. To understand drivers of behavioural changes, it is common to link model parameters to covariates. Over the last decade, nonparametric approaches have gained traction…

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Source-Condition Analysis of Kernel Adversarial Estimators

核对抗估计量的源条件分析

In many applications, the target parameter depends on a nuisance function defined by a conditional moment restriction, whose estimation often leads to an ill-posed inverse problem. Classical approaches, such as sieve-based GMM, approximate the restriction using a fixed set of test functions and may fail to capture important aspects of the solution. Adversarial estimators address this limitation by framing estimation as a game between an estimator and an adaptive critic. We…

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Stabilized Cross-Validation of Smoothness in Density Deconvolution

密度反卷积中平滑参数的稳定化交叉验证

We consider density estimation under measurement error with the Smoothness-Penalized Deconvolution (SPeD) estimator. The estimator has a tuning parameter regulating the smoothness of the estimate, and proper choice of this parameter is critical for forming good estimates. We derive the cross-validation choice of tuning parameter for the SPeD estimator, but it performs very poorly. We introduce a stabilized cross-validation (SCV) criterion which unbiasedly estimates the mean…

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Asymptotic Theory for Linear Functionals of Kernel Ridge Regression

核岭回归线性泛函的渐近理论

An asymptotic theory is established for linear functionals of the predictive function given by kernel ridge regression, when the reproducing kernel Hilbert space is equivalent to a Sobolev space. The theory covers a wide variety of linear functionals, including point evaluations, evaluation of derivatives, $L_2$ inner products, etc. We establish the upper and lower bounds of the estimates and their asymptotic normality. It is shown that $λ\sim n^{-1}$ is the universal…

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A regularized multi-state model for covariate selection with interval-censored survival data

区间删失生存数据下协变量选择的正则化多状态模型

In population-based cohorts, disease diagnoses are typically censored by intervals as made during scheduled follow-up visits. The exact disease onset time is thus unknown, and in the presence of semi-competing risk of death, subjects may also die in between two visits before any diagnosis can be made. Illness-death models can be used to handle uncertainty about illness timing and the possible absence of diagnosis due to death. However, they are so far limited in the number…

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