3期

最新文章

• Christian Hennig's contribution to the Discussion of 'Assumption-lean inference for generalised linear model parameters' by Vansteelandt and Dukes AI翻译
  作者：Hennig, Christian
  作者单位：University of Bologna
• Coupling-based convergence assessment of some Gibbs samplers for high-dimensional Bayesian regression with shrinkage priors AI翻译
  作者：Biswas, Niloy; Bhattacharya, Anirban; Jacob, Pierre E.; Johndrow, James E.
  作者单位：Harvard University; Texas A&M University System; Texas A&M University College Station; ESSEC Business School; University of Pennsylvania
  摘要：We consider Markov chain Monte Carlo (MCMC) algorithms for Bayesian high-dimensional regression with continuous shrinkage priors. A common challenge with these algorithms is the choice of the number of iterations to perform. This is critical when each iteration is expensive, as is the case when dealing with modern data sets, such as genome-wide association studies with thousands of rows and up to hundreds of thousands of columns. We develop coupling techniques tailored to the setting of high-d...
• False discovery rate control with e-values AI翻译
  作者：Wang, Ruodu; Ramdas, Aaditya
  作者单位：University of Waterloo; Carnegie Mellon University; Carnegie Mellon University
  摘要：E-values have gained attention as potential alternatives to p-values as measures of uncertainty, significance and evidence. In brief, e-values are realized by random variables with expectation at most one under the null; examples include betting scores, (point null) Bayes factors, likelihood ratios and stopped supermartingales. We design a natural analogue of the Benjamini-Hochberg (BH) procedure for false discovery rate (FDR) control that utilizes e-values, called the e-BH procedure, and comp...
• Ilya Shpitser's contribution to the Discussion of 'Assumption-lean inference for generalised linear model parameters' by Vansteelandt and Dukes AI翻译
  作者：Shpitser, Ilya
  作者单位：Johns Hopkins University
• Authors' reply to the Discussion of 'Assumption-lean inference for generalised linear model parameters' by Vansteelandt and Dukes AI翻译
  作者：Vansteelandt, Stijn; Dukes, Oliver
  作者单位：Ghent University
• On functional processes with multiple discontinuities AI翻译
  作者：Li, Jialiang; Li, Yaguang; Hsing, Tailen
  作者单位：National University of Singapore; Chinese Academy of Sciences; University of Science & Technology of China, CAS; University of Michigan System; University of Michigan
  摘要：We consider the problem of estimating multiple change points for a functional data process. There are numerous examples in science and finance in which the process of interest may be subject to some sudden changes in the mean. The process data that are not in a close vicinity of any change point can be analysed by the usual nonparametric smoothing methods. However, the data close to change points and contain the most pertinent information of structural breaks need to be handled with special ca...