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作者：Sadeghi, Kayvan
作者单位：University of Cambridge
摘要：In this paper, we deal with the problem of marginalization over and conditioning on two disjoint subsets of the node set of chain graphs (CGs) with the LWF Markov property. For this purpose, we define the class of chain mixed graphs (CMGs) with three types of edges and, for this class, provide a separation criterion under which the class of CMGs is stable under marginalization and conditioning and contains the class of LWF CGs as its subclass. We provide a method for generating such graphs aft...
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作者：Cai, T. Tony; Eldar, Yonina C.; Li, Xiaodong
作者单位：University of Pennsylvania; Technion Israel Institute of Technology; University of California System; University of California Davis
摘要：In this paper, an over-sampled periodogram higher criticism (OPHC) test is proposed for the global detection of sparse periodic effects in a complex-valued time series. An explicit minimax detection boundary is established between the rareness and weakness of the complex sinusoids hidden in the series. The OPHC test is shown to be asymptotically powerful in the detectable region. Numerical simulations illustrate and verify the effectiveness of the proposed test. Furthermore, the periodogram ov...
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作者：Fromont, Magalie; Lerasle, Matthieu; Reynaud-Bourett, Patricia
作者单位：Universite de Rennes; Centre National de la Recherche Scientifique (CNRS); CNRS - National Institute for Mathematical Sciences (INSMI); Universite Cote d'Azur; Centre National de la Recherche Scientifique (CNRS); CNRS - National Institute for Mathematical Sciences (INSMI); Universite de Rennes; Universite Rennes 2
摘要：Starting from a parallel between some minimax adaptive tests of a single null hypothesis, based on aggregation approaches, and some tests of multiple hypotheses, we propose a new second kind error-related evaluation criterion, as the core of an emergent minimax theory for multiple tests. Aggregation based tests, proposed for instance by Baraud [Bernoulli 8 (2002) 577-606], Baraud, Huet and Laurent [Ann. Statist. 31 (2003) 225-251] or Fromont and Laurent [Ann. Statist. 34 (2006) 680-720], are j...
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作者：Yu, Zhou; Dong, Yuexiao; Shao, Jun
作者单位：East China Normal University; Pennsylvania Commonwealth System of Higher Education (PCSHE); Temple University; University of Wisconsin System; University of Wisconsin Madison
摘要：Model-free variable selection has been implemented under the sufficient dimension reduction framework since the seminal paper of Cook [Ann. Statist. 32 (2004) 1062-1092]. In this paper, we extend the marginal coordinate test for sliced inverse regression (SIR) in Cook (2004) and propose a novel marginal SIR utility for the purpose of ultrahigh dimensional feature selection. Two distinct procedures, Dantzig selector and sparse precision matrix estimation, are incorporated to get two versions of...
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作者：Chen, Song Xi
作者单位：Peking University; Peking University; Iowa State University
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作者：Lei, Jing
作者单位：Carnegie Mellon University
摘要：The stochastic block model is a popular tool for studying community structures in network data. We develop a goodness-of-fit test for the stochastic block model. The test statistic is based on the largest singular value of a residual matrix obtained by subtracting the estimated block mean effect from the adjacency matrix. Asymptotic null distribution is obtained using recent advances in random matrix theory. The test is proved to have full power against alternative models with finer structures...
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作者：Bonhomme, Stephane; Jochmans, Koen; Robin, Jean-Marc
作者单位：University of Chicago; Institut d'Etudes Politiques Paris (Sciences Po); University of London; University College London
摘要：A constructive proof of identification of multilinear decompositions of multiway arrays is presented. It can be applied to show identification in a variety of multivariate latent structures. Examples are finite-mixture models and hidden Markov models. The key step to show identification is the joint diagonalization of a set of matrices in the same nonorthogonal basis. An estimator of the latent-structure model may then be based on a sample version of this joint-diagonalization problem. Algorit...
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作者：Chen, Yen-Chi; Genovese, Christopher R.; Tibshirani, Ryan J.; Wasserman, Larry
作者单位：Carnegie Mellon University
摘要：Modal regression estimates the local modes of the distribution of Y given X = x, instead of the mean, as in the usual regression sense, and can hence reveal important structure missed by usual regression methods. We study a simple nonparametric method for modal regression, based on a kernel density estimate (KDE) of the joint distribution of Y and X. We derive asymptotic error bounds for this method, and propose techniques for constructing confidence sets and prediction sets. The latter is use...
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作者：Luedtke, Alexander R.; van der Laan, Mark J.
作者单位：University of California System; University of California Berkeley
摘要：We consider challenges that arise in the estimation of the mean outcome under an optimal individualized treatment strategy defined as the treatment rule that maximizes the population mean outcome, where the candidate treatment rules are restricted to depend on baseline covariates. We prove a necessary and sufficient condition for the pathwise differentiability of the optimal value, a key condition needed to develop a regular and asymptotically linear (RAL) estimator of the optimal value. The s...
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作者：Dette, Holger; Pepelyshev, Andrey; Zhigljavsky, Anatoly
作者单位：Ruhr University Bochum; Cardiff University
摘要：This paper discusses the problem of determining optimal designs for regression models, when the observations are dependent and taken on an interval. A complete solution of this challenging optimal design problem is given for a broad class of regression models and covariance kernels. We propose a class of estimators which are only slightly more complicated than the ordinary least-squares estimators. We then demonstrate that we can design the experiments, such that asymptotically the new estimat...
