5期

最新文章

• Minimax detection boundary and sharp optimal test for Gaussian graphical models AI翻译
  作者：Qiu, Yumou; Guo, Bin
  作者单位：Peking University; Peking University; Southwestern University of Finance & Economics - China; Peking University; Peking University
  摘要：In this article, we derive the minimax detection boundary for testing a sub-block of variables in a precision matrix under the Gaussian distribution. Compared to the results on the minimum rate of signals for testing precision matrices in literature, our result gives the exact minimum signal strength in a precision matrix that can be detected. We propose a thresholding test that is able to achieve the minimax detection boundary under certain cases by adaptively choosing the threshold level. Th...
• Joris Mulder's contribution to the Discussion of 'Safe testing' by Grünwald, de Heide, and Koolen AI翻译
  作者：Mulder, Joris
  作者单位：Tilburg University
• Safe testing AI翻译
  作者：Grunwald, Peter; de Heide, Rianne; Koolen, Wouter
  作者单位：Leiden University; Leiden University - Excl LUMC; Vrije Universiteit Amsterdam; University of Twente
  摘要：We develop the theory of hypothesis testing based on the e -value, a notion of evidence that, unlike the p -value, allows for effortlessly combining results from several studies in the common scenario where the decision to perform a new study may depend on previous outcomes. Tests based on e -values are safe, i.e. they preserve type-I error guarantees, under such optional continuation. We define growth rate optimality (GRO) as an analogue of power in an optional continuation context, and we sh...
• Andrej Srakar's contribution to the Discussion of 'Safe testing' by Grunwald, de Heide, and Koolen AI翻译
  作者：Srakar, Andrej
  作者单位：University of Ljubljana
• Christian P. Robert and Joshua Bon's contribution to the Discussion of 'Safe testing' by Grunwald, de Heide, and Koolen AI翻译
  作者：Robert, Christian P.; Bon, Joshua
  作者单位：Universite PSL; Universite Paris-Dauphine; University of Warwick
• Marco Cattaneo's contribution to the Discussion of Safe testing by Grünwald, de Heide, and Koolen AI翻译
  作者：Cattaneo, Marco E. G., V
  作者单位：University of Basel
• Seconder of the vote of thanks to Grunwald, de Heide, and Koolen and contribution to the Discussion of 'Safe testing' AI翻译
  作者：Martin, Ryan
  作者单位：North Carolina State University
• Debiased inference on heterogeneous quantile treatment effects with regression rank scores AI翻译
  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 ...
• Martin Larsson, Aaditya Ramdas, and Johannes Ruf's contribution to the Discussion of 'Safe testing' by Grünwald, de Heide, and Koolen AI翻译
  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
• Seconder of the vote of thanks to Fong, Holmes and Walker and contribution to the Discussion of 'Martingale Posterior Distributions' AI翻译
  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