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作者：Lok, Judith J.
作者单位：Harvard University; Harvard T.H. Chan School of Public Health
摘要：In observational studies, treatment may be adapted to covariates at several times without a fixed protocol, in continuous time. Treatment influences covariates, which influence treatment, which influences covariates and so on. Then even time-dependent Cox-models cannot be used to estimate the net treatment effect. Structural nested models have been applied in this setting. Structural nested models are based on counterfactuals: the outcome a person would have had had treatment been withheld aft...
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作者：Rousseau, Judith; Szabo, Botond
作者单位：Universite PSL; Universite Paris-Dauphine; Institut Polytechnique de Paris; ENSAE Paris; Budapest University of Technology & Economics; Leiden University - Excl LUMC; Leiden University
摘要：We consider the asymptotic behaviour of the marginal maximum likelihood empirical Bayes,posterior distribution in general setting. First, we characterize the set where the maximum marginal likelihood estimator is located with high probability. Then we provide oracle type of upper and lower bounds for the contraction rates of the empirical Bayes posterior. We also show that the hierarchical Bayes posterior achieves the same contraction rate as the maximum marginal likelihood empirical Bayes pos...
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作者：Hang, Hanyuan; Steinwart, Ingo
作者单位：University of Stuttgart
摘要：We establish a Bernstein-type inequality for a class of stochastic processes that includes the classical geometrically phi-mixing processes, Rio's generalization of these processes and many time-discrete dynamical systems. Modulo a logarithmic factor and some constants, our Bernstein-type inequality coincides with the classical Bernstein inequality for i.i.d. data. We further use this new Bernstein-type inequality to derive an oracle inequality for generic regularized empirical risk minimizati...
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作者：Paindaveine, Davy; Verdebout, Thomas
作者单位：Universite Libre de Bruxelles; Universite Libre de Bruxelles
摘要：We revisit, in an original and challenging perspective, the problem of testing the null hypothesis that the mode of a directional signal is equal to a given value. Motivated by a real data example where the signal is weak, we consider this problem under asymptotic scenarios for which the signal strength goes to zero at an arbitrary rate eta(n). Both under the null and the alternative, we focus on rotationally symmetric distributions. We show that, while they are asymptotically equivalent under...
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作者：Dereudre, David; Lavancier, Frederic
作者单位：Universite de Lille; Nantes Universite
摘要：Strong consistency of the maximum likelihood estimator (MLE) for parametric Gibbs point process models is established. The setting is very general. It includes pairwise pair potentials, finite and infinite multibody interactions and geometrical interactions, where the range can be finite or infinite. The Gibbs interaction may depend linearly or nonlinearly on the parameters, a particular case being hardcore parameters and interaction range parameters. As important examples, we deduce the consi...
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作者：Chakraborty, Anirvan; Chaudhuri, Probal
作者单位：Indian Statistical Institute; Indian Statistical Institute Kolkata
摘要：Tests based on mean vectors and spatial signs and ranks for a zero mean in one-sample problems and for the equality of means in two-sample problems have been studied in the recent literature for high-dimensional data with the dimension larger than the sample size. For the above testing problems, we show that under suitable sequences of alternatives, the powers of the mean based tests and the tests based on spatial signs and ranks tend to be same as the data dimension tends to infinity for any ...
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作者：Cardot, Herve; Cenac, Peggy; Godichon-Baggioni, Antoine
作者单位：Universite Bourgogne Europe
摘要：Estimation procedures based on recursive algorithms are interesting and powerful techniques that are able to deal rapidly with very large samples of high dimensional data. The collected data may be contaminated by noise so that robust location indicators, such as the geometric median, may be preferred to the mean. In this context, an estimator of the geometric median based on a fast and efficient averaged nonlinear stochastic gradient algorithm has been developed by [Bernoulli 19 (2013) 18-43]...
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作者：Loh, Po-Ling
作者单位：University of Wisconsin System; University of Wisconsin Madison; University of Wisconsin System; University of Wisconsin Madison
摘要：We study theoretical properties of regularized robust M-estimators, applicable when data are drawn from a sparse high-dimensional linear model and contaminated by heavy-tailed distributions and/or outliers in the additive errors and covariates. We first establish a form of local statistical consistency for the penalized regression estimators under fairly mild conditions on the error distribution: When the derivative of the loss function is bounded and satisfies a local restricted curvature con...
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作者：Nandy, Preetam; Maathuis, Marloes H.; Richardson, Thomas S.
作者单位：Swiss Federal Institutes of Technology Domain; ETH Zurich; University of Washington; University of Washington Seattle
摘要：We consider the estimation of joint causal effects from observational data. In particular, we propose new methods to estimate the effect of multiple simultaneous interventions (e.g., multiple gene knockouts), under the assumption that the observational data come from an unknown linear structural equation model with independent errors. We derive asymptotic variances of our estimators when the underlying causal structure is partly known, as well as high-dimensional consistency when the causal st...
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作者：Wang, Y. X. Rachel; Bickel, Peter J.
作者单位：Stanford University; University of California System; University of California Berkeley
摘要：The stochastic block model (SBM) provides a popular framework for modeling community structures in networks. However, more attention has been devoted to problems concerning estimating the latent node labels and the model parameters than the issue of choosing the number of blocks. We consider an approach based on the log likelihood ratio statistic and analyze its asymptotic properties under model misspecification. We show the limiting distribution of the statistic in the case of underfitting is...
