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最新文章

• A nonparametric framework for treatment effect modifier discovery in high dimensions AI翻译
  作者：Boileau, Philippe; Leng, Ning; Hejazi, Nima S.; van der Laan, Mark; Dudoit, Sandrine
  作者单位：University of California System; University of California Berkeley; University of California System; University of California Berkeley; Roche Holding; Genentech; Roche Holding USA; Harvard University; Harvard T.H. Chan School of Public Health; University of California System; University of California Berkeley; University of California System; University of California Berkeley
  摘要：Heterogeneous treatment effects are driven by treatment effect modifiers (TEMs), pretreatment covariates that modify the effect of a treatment on an outcome. Current approaches for uncovering these variables are limited to low-dimensional data, data with weakly correlated covariates, or data generated according to parametric processes. We resolve these issues by proposing a framework for defining model-agnostic TEM variable importance parameters (TEM-VIPs), deriving one-step, estimating equati...
• Rank-transformed subsampling: inference for multiple data splitting and exchangeable p-values AI翻译
  作者：Guo, F. Richard; Shah, Rajen D.
  作者单位：University of Michigan System; University of Michigan; University of Cambridge
  摘要：Many testing problems are readily amenable to randomized tests, such as those employing data splitting. However, despite their usefulness in principle, randomized tests have obvious drawbacks. Firstly, two analyses of the same dataset may lead to different results. Secondly, the test typically loses power because it does not fully utilize the entire sample. As a remedy to these drawbacks, we study how to combine the test statistics or p-values resulting from multiple random realizations, such ...
• Holdout predictive checks for Bayesian model criticism AI翻译
  作者：Moran, Gemma E.; Blei, David M.; Ranganath, Rajesh
  作者单位：Rutgers University System; Rutgers University New Brunswick; Columbia University; New York University; Rutgers University System; Rutgers University New Brunswick
  摘要：Bayesian modelling helps applied researchers to articulate assumptions about their data and develop models tailored for specific applications. Thanks to good methods for approximate posterior inference, researchers can now easily build, use, and revise complicated Bayesian models for large and rich data. These capabilities, however, bring into focus the problem of model criticism. Researchers need tools to diagnose the fitness of their models, to understand where they fall short, and to guide ...
• Martin Larsson and Johannes Ruf's contribution to the Discussion of 'Estimating means of bounded random variables by betting' by Waudby-Smith and Ramdas AI翻译
  作者：Larsson, Martin; Ruf, Johannes
  作者单位：Carnegie Mellon University; University of London; London School Economics & Political Science; University of London; London School Economics & Political Science
  摘要：We derive confidence intervals (CIs) and confidence sequences (CSs) for the classical problem of estimating a bounded mean. Our approach generalizes and improves on the celebrated Chernoff method, yielding the best closed-form empirical-Bernstein CSs and CIs (converging exactly to the oracle Bernstein width) as well as non-closed-form betting CSs and CIs. Our method combines new composite nonnegative (super) martingales with Ville's maximal inequality, with strong connections to testing by bet...
• Another look at bandwidth-free inference: a sample splitting approach AI翻译
  作者：Zhang, Yi; Shao, Xiaofeng
  作者单位：University of Illinois System; University of Illinois Urbana-Champaign; University of Illinois System; University of Illinois Urbana-Champaign
  摘要：The bandwidth-free tests for a multi-dimensional parameter have attracted considerable attention in econometrics and statistics literature. These tests can be conveniently implemented due to their tuning-parameter free nature and possess more accurate size as compared to the traditional heteroskedasticity and autocorrelation consistent-based approaches. However, when sample size is small/medium, these bandwidth-free tests exhibit large size distortion when both the dimension of the parameter a...
• Estimating means of bounded random variables by betting AI翻译
  作者：Jiang, Rong; Yu, Keming
  作者单位：Shanghai Polytechnic University; Brunel University
  摘要：We derive confidence intervals (CIs) and confidence sequences (CSs) for the classical problem of estimating a bounded mean. Our approach generalizes and improves on the celebrated Chernoff method, yielding the best closed-form empirical-Bernstein CSs and CIs (converging exactly to the oracle Bernstein width) as well as non-closed-form betting CSs and CIs. Our method combines new composite nonnegative (super) martingales with Ville's maximal inequality, with strong connections to testing by bet...
• Isotonic subgroup selection AI翻译
  作者：Mueller, Manuel M.; Reeve, Henry W. J.; Cannings, Timothy, I; Samworth, Richard J.
  作者单位：University of Cambridge; University of Bristol; University of Edinburgh; Heriot Watt University; University of Edinburgh
  摘要：Given a sample of covariate-response pairs, we consider the subgroup selection problem of identifying a subset of the covariate domain where the regression function exceeds a predetermined threshold. We introduce a computationally feasible approach for subgroup selection in the context of multivariate isotonic regression based on martingale tests and multiple testing procedures for logically structured hypotheses. Our proposed procedure satisfies a non-asymptotic, uniform Type I error rate gua...
• Hien Nguyen's contribution to the Discussion of Estimating means of bounded random variables by betting by Waudby-Smith and Ramdas AI翻译
  作者：Nguyen, Hien
  作者单位：University of Queensland; University of Queensland
  摘要：We derive confidence intervals (CIs) and confidence sequences (CSs) for the classical problem of estimating a bounded mean. Our approach generalizes and improves on the celebrated Chernoff method, yielding the best closed-form empirical-Bernstein CSs and CIs (converging exactly to the oracle Bernstein width) as well as non-closed-form betting CSs and CIs. Our method combines new composite nonnegative (super) martingales with Ville's maximal inequality, with strong connections to testing by bet...
• Alignment and comparison of directed networks via transition couplings of random walks AI翻译
  作者：Yi, Bongsoo; O'Connor, Kevin; McGoff, Kevin; Nobel, Andrew B.
  作者单位：University of North Carolina; University of North Carolina Chapel Hill; University of North Carolina School of Medicine; University of North Carolina; University of North Carolina Charlotte
  摘要：We describe and study a transport-based procedure called network optimal transition coupling (NetOTC) for the comparison and alignment of two networks. The networks of interest may be directed or undirected, weighted or unweighted, and may have distinct vertex sets of different sizes. Given two networks and a cost function relating their vertices, NetOTC finds a transition coupling of their associated random walks having minimum expected cost. The minimizing cost quantifies the difference betw...
• Anthony C Davison and Igor Rodionov's contribution to the Discussion of 'Estimating means of bounded random variables by betting' by Waudby-Smith and Ramdas AI翻译
  作者：Davison, Anthony C.; Rodionov, Igor
  作者单位：Swiss Federal Institutes of Technology Domain; Ecole Polytechnique Federale de Lausanne
  摘要：We derive confidence intervals (CIs) and confidence sequences (CSs) for the classical problem of estimating a bounded mean. Our approach generalizes and improves on the celebrated Chernoff method, yielding the best closed-form empirical-Bernstein CSs and CIs (converging exactly to the oracle Bernstein width) as well as non-closed-form betting CSs and CIs. Our method combines new composite nonnegative (super) martingales with Ville's maximal inequality, with strong connections to testing by bet...