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作者：Davezies, Laurent; D'Haultfoeuille, Xavier; Guyonvarch, Yannick
摘要：Exchangeable arrays are natural tools to model common forms of dependence between units of a sample. Jointly exchangeable arrays are well suited to dyadic data, where observed random variables are indexed by two units from the same population. Examples include trade flows between countries or relationships in a network. Separately exchangeable arrays are well suited to multiway clustering, where units sharing the same cluster (e.g., geographical areas or sectors of activity when considering in...
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作者：Lahiri, Soumendra N.
作者单位：Washington University (WUSTL)
摘要：This paper investigates conditions for variable selection consistency of the LASSO in high dimensional regression models and gives necessary and sufficient conditions for the same, potentially allowing the model dimension p to grow arbitrarily fast as a function of the sample size n. These conditions require both upper and lower bounds on the growth rate of the penalty parameter. It turns out that a variant of the irrepresentable Condition (IRC) of (J. Mach. Learn. Res. 7 (2006) 2541-2563), he...
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作者：Shi, Chengchun; Song, Rui; Lu, Wenbin
作者单位：University of London; London School Economics & Political Science; North Carolina State University
摘要：Personalized medicine is a medical procedure that receives considerable scientific and commercial attention. The goal of personalized medicine is to assign the optimal treatment regime for each individual patient, according to his/her personal prognostic information. When there are a large number of pretreatment variables, it is crucial to identify those important variables that are necessary for treatment decision making. In this paper, we study two information criteria: the concordance and v...
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作者：Manole, Tudor; Khalili, Abbas
作者单位：Carnegie Mellon University; McGill University
摘要：Estimation of the number of components (or order) of a finite mixture model is a long standing and challenging problem in statistics. We propose the Group-Sort-Fuse (GSF) procedure-a new penalized likelihood approach for simultaneous estimation of the order and mixing measure in multidimensional finite mixture models. Unlike methods which fit and compare mixtures with varying orders using criteria involving model complexity, our approach directly penalizes a continuous function of the model pa...
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作者：Mukherjee, Debarghya; Banerjee, Moulinath; Ritov, Ya'acov
作者单位：University of Michigan System; University of Michigan
摘要：Manski's celebrated maximum score estimator for the discrete choice model, which is an optimal linear discriminator, has been the focus of much investigation in both the econometrics and statistics literatures, but its behavior under growing dimension scenarios largely remains unknown. This paper addresses that gap. Two different cases are considered: p grows with n but at a slow rate, that is, p / n -> 0; and p >> n (fast growth). In the binary response model, we recast Manski's score estimat...
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作者：Reeve, Henry W. J.; Cannings, Timothy, I; Samworth, Richard J.
作者单位：University of Bristol; University of Edinburgh; University of Cambridge
摘要：In transfer learning, we wish to make inference about a target population when we have access to data both from the distribution itself, and from a different but related source distribution. We introduce a flexible framework for transfer learning in the context of binary classification, allowing for covariate-dependent relationships between the source and target distributions that are not required to preserve the Bayes decision boundary. Our main contributions are to derive the minimax optimal...
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作者：Bongers, Stephan; Forre, Patrick; Peters, Jonas; Mooij, Joris M.
作者单位：University of Amsterdam; University of Copenhagen; University of Amsterdam
摘要：Structural causal models (SCMs), also known as (nonparametric) structural equation models (SEMs), are widely used for causal modeling purposes. In particular, acyclic SCMs, also known as recursive SEMs, form a well-studied subclass of SCMs that generalize causal Bayesian networks to allow for latent confounders. In this paper, we investigate SCMs in a more general setting, allowing for the presence of both latent confounders and cycles. We show that in the presence of cycles, many of the conve...
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作者：Drton, Mathias; Kuriki, Satoshi; Hoff, Peter
作者单位：Technical University of Munich; Research Organization of Information & Systems (ROIS); Institute of Statistical Mathematics (ISM) - Japan; Duke University
摘要：In matrix-valued datasets the sampled matrices often exhibit correlations among both their rows and their columns. A useful and parsimonious model of such dependence is the matrix normal model, in which the covariances among the elements of a random matrix are parameterized in terms of the Kronecker product of two covariance matrices, one representing row covariances and one representing column covariance. An appealing feature of such a matrix normal model is that the Kronecker covariance stru...
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作者：van de Geer, Sara; Klaassen, Chris A. J.
作者单位：Swiss Federal Institutes of Technology Domain; ETH Zurich; University of Amsterdam
摘要：Willem van Zwet was supervisor of sixteen PhD students. All of them pursued academic careers and most of them became full professor. Below are some stories of PhD students Wim Albers, Cees Diks, Ronald Does, Marta Fiocco, Sara van de Geer, Mathisca de Gunst, Chris Klaassen, Hein Putter, Aad van der Vaart, Marten Wegkamp and Martien van Zuijlen with in addition a contribution by Nelly Litvak who was guided by Willem after her PhD.
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作者：van der Vaart, A. W.; Wellner, J. A.
作者单位：Leiden University; Leiden University - Excl LUMC; University of Washington; University of Washington Seattle
摘要：We revisit a paper by Charles Stein, and discuss its follow-up.
