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作者:Bilodeau, Blair
作者单位:University of Toronto
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作者:Stensrud, Mats J.; Sarvet, Aaron L.
作者单位:Swiss Federal Institutes of Technology Domain; Ecole Polytechnique Federale de Lausanne
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作者:Jewell, Sean; Fearnhead, Paul; Witten, Daniela
作者单位:University of Washington; University of Washington Seattle; Lancaster University; University of Washington; University of Washington Seattle
摘要:While many methods are available to detect structural changes in a time series, few procedures are available to quantify the uncertainty of these estimates post-detection. In this work, we fill this gap by proposing a new framework to test the null hypothesis that there is no change in mean around an estimated changepoint. We further show that it is possible to efficiently carry out this framework in the case of changepoints estimated by binary segmentation and its variants, l0 segmentation, o...
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作者:Guan, Leying; Tibshirani, Robert
作者单位:Yale University; Stanford University
摘要:We consider the multi-class classification problem when the training data and the out-of-sample test data may have different distributions and propose a method called BCOPS (balanced and conformal optimized prediction sets). BCOPS constructs a prediction set C(x) as a subset of class labels, possibly empty. It tries to optimize the out-of-sample performance, aiming to include the correct class and to detect outliers x as often as possible. BCOPS returns no prediction (corresponding to C(x) equ...
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作者:Pawel, Samuel; Held, Leonhard
作者单位:University of Zurich; Swiss School of Public Health (SSPH+)
摘要:Replication studies are increasingly conducted but there is no established statistical criterion for replication success. We propose a novel approach combining reverse-Bayes analysis with Bayesian hypothesis testing: a sceptical prior is determined for the effect size such that the original finding is no longer convincing in terms of a Bayes factor. This prior is then contrasted to an advocacy prior (the reference posterior of the effect size based on the original study), and replication succe...
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作者:Wijayatunga, Priyantha
作者单位:Umea University
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作者:Chang, Hsin-wen; McKeague, Ian W.
作者单位:Academia Sinica - Taiwan; Columbia University
摘要:This paper develops a nonparametric inference framework that is applicable to occupation time curves derived from wearable device data. These curves consider all activity levels within the range of device readings, which is preferable to the practice of classifying activity into discrete categories. Motivated by certain features of these curves, we introduce a powerful likelihood ratio approach to construct confidence bands and compare functional means. Notably, our approach allows discontinui...
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作者:Lundborg, Anton Rask; Shah, Rajen D.; Peters, Jonas
作者单位:University of Cambridge; University of Copenhagen
摘要:We study the problem of testing the null hypothesis that X and Y are conditionally independent given Z, where each of X, Y and Z may be functional random variables. This generalises testing the significance of X in a regression model of scalar response Y on functional regressors X and Z. We show, however, that even in the idealised setting where additionally (X, Y, Z) has a Gaussian distribution, the power of any test cannot exceed its size. Further modelling assumptions are needed and we argu...
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作者:Basu, Pallavi
作者单位:Indian School of Business (ISB)
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作者:Didelez, Vanessa
作者单位:Leibniz Association; Leibniz Institute for Prevention Research & Epidemiology (BIPS); University of Bremen