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作者:Frostig, Tzviel; Benjamini, Yoav
作者单位:Tel Aviv University
摘要:This study addresses the challenges of inference following selection in fields like clinical trials, genome-wide association studies, and functional magnetic resonance imaging, where traditional methods like simultaneous confidence intervals (CIs) might be too conservative. We introduce an improved false coverage-statement rate controlling CIs, when the selection is done by passing a threshold in a certain direction. The CIs for the selected parameters are similar to those proposed by Benjamin...
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作者:Liu, Yang; Goudie, Robert J. B.
作者单位:University of Cambridge; MRC Biostatistics Unit
摘要:Standard Bayesian inference enables building models that combine information from various sources, but this inference may not be reliable if components of the model are misspecified. Cut inference, a particular type of modularized Bayesian inference, is an alternative that splits a model into modules and cuts the feedback from any suspect module. Previous studies have focused on a two module case, but a more general definition of a 'module' remains unclear. We present a formal definition of a ...
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作者:Dobriban, Edgar; Yu, Mengxin
作者单位:University of Pennsylvania; Washington University (WUSTL)
摘要:Quantifying the uncertainty of predictions is a core problem in modern statistics. Methods for predictive inference have been developed under a variety of assumptions, often-for instance, in standard conformal prediction-relying on the invariance of the distribution of the data under special groups of transformations such as permutation groups. Moreover, many existing methods for predictive inference aim to predict unobserved outcomes in sequences of feature-outcome observations. Meanwhile, th...
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作者:Christie, Louis G.; Aston, John A. D.
作者单位:University of Cambridge
摘要:We present a method for estimating the maximal symmetry of a continuous regression function. Knowledge of such a symmetry can be used to significantly improve modelling by removing the modes of variation resulting from the symmetries. Symmetry estimation is carried out using hypothesis testing for invariance strategically over the subgroup lattice of a search group G acting on the feature space. We show that the estimation of the unique largest invariant subgroup of G generalizes useful tools ...
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作者:Chang, Jinyuan; Tang, Cheng Yong; Zhu, Yuanzheng
作者单位:Southwestern University of Finance & Economics - China; Chinese Academy of Sciences; Nanjing Institute of Geology & Paleontology, CAS; Academy of Mathematics & System Sciences, CAS; Pennsylvania Commonwealth System of Higher Education (PCSHE); Temple University; Southwestern University of Finance & Economics - China
摘要:In this study, we introduce a novel methodological framework called Bayesian penalized empirical likelihood (BPEL), designed to address the computational challenges inherent in empirical likelihood (EL) approaches. Our approach has two primary objectives: (i) to enhance the inherent flexibility of EL in accommodating diverse model conditions, and (ii) to facilitate the use of well-established Markov Chain Monte Carlo sampling schemes as a convenient alternative to the complex optimization typi...
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作者:Salomone, Robert; South, Leah F.; Drovandi, Christopher; Kroese, Dirk P.; Johansen, Adam M.
作者单位:Queensland University of Technology (QUT); Queensland University of Technology (QUT); University of Queensland; University of Warwick
摘要:We introduce a new class of sequential Monte Carlo methods which reformulates the essence of the nested sampling (NS) method of Skilling in terms of sequential Monte Carlo techniques. Two new algorithms are proposed: nested sampling via sequential Monte Carlo (NS-SMC) and adaptive nested sampling via sequential Monte Carlo (ANS-SMC). The new framework allows convergence results to be obtained in the setting when Markov chain Monte Carlo (MCMC) is used to produce new samples. An additional bene...
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作者:Levis, Alexander W.; Bonvini, Matteo; Zeng, Zhenghao; Keele, Luke; Kennedy, Edward H.
作者单位:Carnegie Mellon University; University of Pennsylvania
摘要:When an exposure of interest is confounded by unmeasured factors, an instrumental variable (IV) can be used to identify and estimate certain causal contrasts. Identification of the marginal average treatment effect (ATE) from IVs relies on strong untestable structural assumptions. When one is unwilling to assert such structure, IVs can nonetheless be used to construct bounds on the ATE. Famously, Alexander Balke and Judea Pearl proved tight bounds on the ATE for a binary outcome, in a randomiz...
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作者:Whitehouse, Michael; Whiteley, Nick; Rimella, Lorenzo
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作者:Rios, Nicholas; Lin, Dennis K. J.
作者单位:George Mason University; Purdue University System; Purdue University
摘要:In an Order-of-Addition (OofA) experiment, the order in which m components are added to a system influences a response. Although much research has been done on optimal OofA experiments, existing methodologies typically assume that all m! orders are possible. However, in many practical examples, there are directed constraints on the pairwise order of components, making some of the m! orders infeasible. These constraints can be represented by a directed acyclic graph (DAG). The goal of the OofA ...
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作者:Evans, Robin J.; Didelez, Vanessa