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作者：Rothenhausler, D.; Meinshausen, N.; Buhlmann, P.; Peters, J.
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作者：Luo, Xiaokang; Dasgupta, Tirthankar; Xie, Minge; Liu, Regina Y.
作者单位：Rutgers University System; Rutgers University New Brunswick
摘要：The flexibility and wide applicability of the Fisher randomization test (FRT) make it an attractive tool for assessment of causal effects of interventions from modern-day randomized experiments that are increasing in size and complexity. This paper provides a theoretical inferential framework for FRT by establishing its connection with confidence distributions. Such a connection leads to development's of (i) an unambiguous procedure for inversion of FRTs to generate confidence intervals with g...
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作者：Li, Jinzhou; Maathuis, Marloes H.
作者单位：Swiss Federal Institutes of Technology Domain; ETH Zurich
摘要：We propose a new method to learn the structure of a Gaussian graphical model with finite sample false discovery rate control. Our method builds on the knockoff framework of Barber and Candes for linear models. We extend their approach to the graphical model setting by using a local (node-based) and a global (graph-based) step: we construct knockoffs and feature statistics for each node locally, and then solve a global optimization problem to determine a threshold for each node. We then estimat...
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作者：Heng, Jeremy; Doucet, Arnaud; Pokern, Yvo
作者单位：ESSEC Business School; University of Oxford; University of London; University College London
摘要：Let pi(0) and pi(1) be two distributions on the Borel space (R-d,B(R-d)). Any measurable function T:R-d -> R-d such that Y=T(X)similar to pi 1 if X similar to pi(0) is called a transport map from pi 0 to pi 1. For any pi 0 and pi(1), if one could obtain an analytical expression for a transport map from pi 0 to pi 1, then this could be straightforwardly applied to sample from any distribution. One would map draws from an easy-to-sample distribution pi(0) to the target distribution pi(1) using t...
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作者：Ignatiadis, Nikolaos; Huber, Wolfgang
作者单位：Stanford University; European Molecular Biology Laboratory (EMBL)
摘要：A fundamental task in the analysis of data sets with many variables is screening for associations. This can be cast as a multiple testing task, where the objective is achieving high detection power while controlling type I error. We consider m hypothesis tests represented by pairs ((Pi,Xi))1 <= i <= m of p-values Pi and covariates Xi, such that Pi perpendicular to Xi if Hi is null. Here, we show how to use information potentially available in the covariates about heterogeneities among hypothes...
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作者：Noroozi, Majid; Rimal, Ramchandra; Pensky, Marianna
作者单位：Washington University (WUSTL); Middle Tennessee State University; State University System of Florida; University of Central Florida
摘要：The paper considers the Popularity Adjusted Block model (PABM) introduced by Sengupta and Chen (Journal of the Royal Statistical Society Series B, 2018, 80, 365-386). We argue that the main appeal of the PABM is the flexibility of the spectral properties of the graph which makes the PABM an attractive choice for modelling networks that appear in biological sciences. We expand the theory of PABM to the case of an arbitrary number of communities which possibly grows with a number of nodes in the...
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作者：Heller, Ruth; Rosset, Saharon
作者单位：Tel Aviv University
摘要：The highly influential two-group model in testing a large number of statistical hypotheses assumes that the test statistics are drawn independently from a mixture of a high probability null distribution and a low probability alternative. Optimal control of the marginal false discovery rate (mFDR), in the sense that it provides maximal power (expected true discoveries) subject to mFDR control, is known to be achieved by thresholding the local false discovery rate (locFDR), the probability of th...
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作者：Kim, Sungwook; Fay, Michael P.; Proschan, Michael A.
作者单位：National Institutes of Health (NIH) - USA; NIH National Institute of Allergy & Infectious Diseases (NIAID)
摘要：We introduce a new approach for creating pointwise confidence intervals for the distribution of event times for current status data. Existing methods are based on asymptotics. Our approach is based on binomial properties and motivates confidence intervals that are very simple to apply and are valid that is guarantee nominal coverage. Although these confidence intervals are necessarily conservative for small sample sizes, asymptotically their coverage rate approaches the nominal one. This binom...
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作者：Pu, Hongming; Zhang, Bo
作者单位：University of Pennsylvania
摘要：Individualized treatment rules (ITRs) are considered a promising recipe to deliver better policy interventions. One key ingredient in optimal ITR estimation problems is to estimate the average treatment effect conditional on a subject's covariate information, which is often challenging in observational studies due to the universal concern of unmeasured confounding. Instrumental variables (IVs) are widely used tools to infer the treatment effect when there is unmeasured confounding between the ...
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作者：Rothenhausler, Dominik; Meinshausen, Nicolai; Buhlmann, Peter; Peters, Jonas
作者单位：Stanford University; Swiss Federal Institutes of Technology Domain; ETH Zurich; University of Copenhagen
摘要：We consider the problem of predicting a response variable from a set of covariates on a data set that differs in distribution from the training data. Causal parameters are optimal in terms of predictive accuracy if in the new distribution either many variables are affected by interventions or only some variables are affected, but the perturbations are strong. If the training and test distributions differ by a shift, causal parameters might be too conservative to perform well on the above task....
