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作者：Leung, Michael P.
作者单位：University of California System; University of California Santa Cruz
摘要：We consider a potential outcomes model in which interference may be present between any two units but the extent of interference diminishes with spatial distance. The causal estimand is the global average treatment effect, which compares outcomes under the counterfactuals that all or no units are treated. We study a class of designs in which space is partitioned into clusters that are randomized into treatment and control. For each design, we estimate the treatment effect using a Horvitz-Thomp...
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作者：Sourisseau, Matt; Wu, Hau-Tieng; Zhou, Zhou
作者单位：University of Toronto; Duke University; Duke University; University of Toronto
摘要：We provide a statistical analysis of a tool in nonlinear-type time-frequency analysis, the synchrosqueezing transform (SST), for both the null and nonnull cases. The intricate nonlinear interaction of different quantities in SST is quantified by carefully analyzing relevant multivariate complex Gaussian random variables. Specifically, we provide the quotient distribution of dependent and improper complex Gaussian random variables. Then a central limit theorem result for SST is established. As ...
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作者：Chen, Shuxiao; Liu, Sifan; Ma, Zongming
作者单位：University of Pennsylvania; Stanford University
摘要：In network applications, it has become increasingly common to obtain datasets in the form of multiple networks observed on the same set of subjects, where each network is obtained in a related but different experiment condition or application scenario. Such datasets can be modeled by multi-layer networks where each layer is a separate network itself while different layers are associated and share some common information. The present paper studies community detection in a stylized yet informati...
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作者：Zhang, Tianyu; Simon, Noah
作者单位：University of Washington; University of Washington Seattle
摘要：The goal of regression is to recover an unknown underlying function that best links a set of predictors to an outcome from noisy observations. In nonparametric regression, one assumes that the regression function belongs to a prespecified infinite-dimensional function space (the hypothesis space). In the online setting, when the observations come in a stream, it is computationally-preferable to iteratively update an estimate rather than refitting an entire model repeatedly. Inspired by nonpara...
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作者：Durre, Alexander; Paindaveine, Davy
作者单位：Universite Libre de Bruxelles; Universite Libre de Bruxelles
摘要：We consider the fundamental problem of estimating the location of a d-variate probability measure under an L-p loss function. The naive estimator, that minimizes the usual empirical L-p risk, has a known asymptotic behavior but suffers from several deficiencies for p not equal 2, the most important one being the lack of equivariance under general affine transformations. In this work, we introduce a collection of L-p location estimators (mu) over cap (p,l)(n) that minimize the size of suitable ...
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作者：Fathi, Max; Goldstein, Larry; Reinert, Gesine; Saumard, Adrien
作者单位：Universite Paris Cite; Sorbonne Universite; Centre National de la Recherche Scientifique (CNRS); Universite Paris Cite; Sorbonne Universite; Centre National de la Recherche Scientifique (CNRS); Universite Paris Cite; University of Southern California; University of Oxford; Ecole Nationale de la Statistique et de l'Analyse de l'Information (ENSAI); Universite de Rennes
摘要：Shrinkage estimation is a fundamental tool of modern statistics, pioneered by Charles Stein upon his discovery of the famous paradox involving the multivariate Gaussian. A large portion of the subsequent literature only considers the efficiency of shrinkage, and that of an associated procedure known as Stein's Unbiased Risk Estimate, or SURE, in the Gaussian setting of that original work. We investigate what extensions to the domain of validity of shrinkage and SURE can be made away from the G...
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作者：Zhang, Yi; Shao, Xiaofeng; Wu, Weibiao
作者单位：University of Illinois System; University of Illinois Urbana-Champaign; University of Chicago
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作者：Lauritzen, Steffen; Zwiernik, Piotr
作者单位：University of Copenhagen; University of Toronto
摘要：The notion of multivariate total positivity has proved to be useful in finance and psychology but may be too restrictive in other applications. In this paper, we propose a concept of local association, where highly connected components in a graphical model are positively associated and study its properties. Our main motivation comes from gene expression data, where graphical models have become a popular exploratory tool. The models are instances of what we term mixed convex exponential familie...
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作者：Zhilova, Mayya
作者单位：University System of Georgia; Georgia Institute of Technology
摘要：We establish higher-order nonasymptotic expansions for a difference between probability distributions of sums of i.i.d. random vectors in a Euclidean space. The derived bounds are uniform over two classes of sets: the set of all Euclidean balls and the set of all half-spaces. These results allow to account for an impact of higher-order moments or cumulants of the considered distributions; the obtained error terms depend on a sample size and a dimension explicitly. The new inequalities outperfo...
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作者：He, Xuming; Pan, Xiaoou; Tan, Kean Ming; Zhou, Wen-Xin
作者单位：University of Michigan System; University of Michigan; University of California System; University of California San Diego
摘要：Censored quantile regression (CQR) has become a valuable tool to study the heterogeneous association between a possibly censored outcome and a set of covariates, yet computation and statistical inference for CQR have remained a challenge for large-scale data with many covariates. In this paper, we focus on a smoothed martingale-based sequential estimating equations approach, to which scalable gradient-based algorithms can be applied. Theoretically, we provide a unified analysis of the smoothed...
