-
作者:Jiang, Jiming; Wand, Matt P.; Bhaskaran, Aishwarya
作者单位:University of California System; University of California Davis; University of Technology Sydney
摘要:We derive precise asymptotic results that are directly usable for confidence intervals and Wald hypothesis tests for likelihood-based generalized linear mixed model analysis. The essence of our approach is to derive the exact leading term behaviour of the Fisher information matrix when both the number of groups and number of observations within each group diverge. This leads to asymptotic normality results with simple studentizable forms. Similar analyses result in tractable leading term forms...
-
作者:Guillaumin, Arthur P.; Sykulski, Adam M.; Olhede, Sofia C.; Simons, Frederik J.
作者单位:University of London; Queen Mary University London; Lancaster University; Swiss Federal Institutes of Technology Domain; Ecole Polytechnique Federale de Lausanne; University of London; University College London; Princeton University
摘要:We provide a computationally and statistically efficient method for estimating the parameters of a stochastic covariance model observed on a regular spatial grid in any number of dimensions. Our proposed method, which we call the Debiased Spatial Whittle likelihood, makes important corrections to the well-known Whittle likelihood to account for large sources of bias caused by boundary effects and aliasing. We generalize the approach to flexibly allow for significant volumes of missing data inc...
-
作者:Lavine, Michael; Hodges, James
作者单位:University of Massachusetts System; University of Massachusetts Amherst; University of Minnesota System; University of Minnesota Twin Cities
-
作者:Ben-Michael, Eli; Feller, Avi; Rothstein, Jesse
作者单位:Harvard University; University of California System; University of California Berkeley
摘要:Staggered adoption of policies by different units at different times creates promising opportunities for observational causal inference. Estimation remains challenging, however, and common regression methods can give misleading results. A promising alternative is the synthetic control method (SCM), which finds a weighted average of control units that closely balances the treated unit's pre-treatment outcomes. In this paper, we generalize SCM, originally designed to study a single treated unit,...
-
作者:Chen, Yao; Gao, Qingyi; Wang, Xiao
作者单位:Purdue University System; Purdue University
摘要:Generative adversarial networks (GANs) have been impactful on many problems and applications but suffer from unstable training. The Wasserstein GAN (WGAN) leverages the Wasserstein distance to avoid the caveats in the minmax two-player training of GANs but has other defects such as mode collapse and lack of metric to detect the convergence. We introduce a novel inferential Wasserstein GAN (iWGAN) model, which is a principled framework to fuse autoencoders and WGANs. The iWGAN model jointly lea...
-
作者:Battey, Heather
作者单位:Imperial College London
-
作者:Jiang, Zhichao; Yang, Shu; Ding, Peng
作者单位:University of Massachusetts System; University of Massachusetts Amherst; North Carolina State University; University of California System; University of California Berkeley
摘要:Causal inference concerns not only the average effect of the treatment on the outcome but also the underlying mechanism through an intermediate variable of interest. Principal stratification characterizes such a mechanism by targeting subgroup causal effects within principal strata, which are defined by the joint potential values of an intermediate variable. Due to the fundamental problem of causal inference, principal strata are inherently latent, rendering it challenging to identify and esti...
-
作者:Gronsbell, Jessica; Liu, Molei; Tian, Lu; Cai, Tianxi
作者单位:University of Toronto; Harvard University; Stanford University; Harvard University; Harvard Medical School
摘要:In many contemporary applications, large amounts of unlabelled data are readily available while labelled examples are limited. There has been substantial interest in semi-supervised learning (SSL) which aims to leverage unlabelled data to improve estimation or prediction. However, current SSL literature focuses primarily on settings where labelled data are selected uniformly at random from the population of interest. Stratified sampling, while posing additional analytical challenges, is highly...
-
作者:Dau, Hai-Dang; Chopin, Nicolas
作者单位:Institut Polytechnique de Paris; ENSAE Paris; Institut Polytechnique de Paris
摘要:A standard way to move particles in a sequential Monte Carlo (SMC) sampler is to apply several steps of a Markov chain Monte Carlo (MCMC) kernel. Unfortunately, it is not clear how many steps need to be performed for optimal performance. In addition, the output of the intermediate steps are discarded and thus wasted somehow. We propose a new, waste-free SMC algorithm which uses the outputs of all these intermediate MCMC steps as particles. We establish that its output is consistent and asympto...
-
作者:Hines, Oliver; Diaz-Ordaz, Karla
作者单位:University of London; London School of Hygiene & Tropical Medicine