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作者:Martin, Ryan
作者单位:North Carolina State University
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作者:Chen, Elynn Y.; Xia, Dong; Cai, Chencheng; Fan, Jianqing
作者单位:New York University; Hong Kong University of Science & Technology; Washington State University; Fudan University; Princeton University
摘要:This paper introduces a general framework of Semi-parametric TEnsor Factor Analysis (STEFA) that focuses on the methodology and theory of low-rank tensor decomposition with auxiliary covariates. Semi-parametric TEnsor Factor Analysis models extend tensor factor models by incorporating auxiliary covariates in the loading matrices. We propose an algorithm of iteratively projected singular value decomposition (IP-SVD) for the semi-parametric estimation. It iteratively projects tensor data onto th...
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作者:Giessing, Alexander; Wang, Jingshen
作者单位:University of Washington; University of Washington Seattle; University of California System; University of California Berkeley
摘要:Understanding treatment effect heterogeneity is vital to many scientific fields because the same treatment may affect different individuals differently. Quantile regression provides a natural framework for modelling such heterogeneity. We propose a new method for inference on heterogeneous quantile treatment effects (HQTE) in the presence of high-dimensional covariates. Our estimator combines an l(1)-penalised regression adjustment with a quantile-specific bias correction scheme based on rank ...
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作者:Larsson, Martin; Ramdas, Aaditya; Ruf, Johannes
作者单位:Carnegie Mellon University; Carnegie Mellon University; Carnegie Mellon University; University of London; London School Economics & Political Science
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作者:Srakar, Andrej
摘要:Many statistical models for networks overlook the fact that most real-world networks are formed through a growth process. To address this, we introduce the Preferential Attachment Plus Erdos-Renyi model, where we let a random network G be the union of a preferential attachment (PA) tree T and additional Erdos-Renyi (ER) random edges. The PA tree captures the underlying growth process of a network where vertices/edges are added sequentially, while the ER component can be regarded as noise. Give...
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作者:Anastasiou, Andreas; Cribben, Ivor
作者单位:University of Cyprus; University of Alberta
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作者:Gavioli-Akilagun, Shakeel
作者单位:University of London; London School Economics & Political Science
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作者:Richardson, Thomas S.; Robins, James M.
作者单位:University of Washington; University of Washington Seattle; Harvard University; Harvard T.H. Chan School of Public Health
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作者:Silva, Ricardo
作者单位:University of London; University College London
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作者:Fong, Edwin; Holmes, Chris; Lauritzen, Steffen
作者单位:Alan Turing Institute; University of Oxford; University of Texas System; University of Texas Austin