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作者：Ding, Peng; Feller, Avi; Miratrix, Luke
作者单位：Harvard University
摘要：Applied researchers are increasingly interested in whether and how treatment effects vary in randomized evaluations, especially variation that is not explained by observed covariates. We propose a model-free approach for testing for the presence of such unexplained variation. To use this randomization-based approach, we must address the fact that the average treatment effect, which is generally the object of interest in randomized experiments, actually acts as a nuisance parameter in this sett...
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作者：Fryzlewicz, Piotr; Van Keilegom, Ingrid
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作者：Daouia, Abdelaati; Noh, Hohsuk; Park, Byeong U.
作者单位：Universite de Toulouse; Universite Catholique Louvain; Sookmyung Women's University; Seoul National University (SNU)
摘要：Estimation of support frontiers and boundaries often involves monotone and/or concave edge data smoothing. This estimation problem arises in various unrelated contexts, such as optimal cost and production assessments in econometrics and master curve prediction in the reliability programmes of nuclear reactors. Very few constrained estimators of the support boundary of a bivariate distribution have been introduced in the literature. They are based on simple envelopment techniques which often su...
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作者：Berger, Y. G.; Torres, O. De La Riva
作者单位：University of Southampton; Instituto Nacional de Salud Publica
摘要：We define an empirical likelihood approach which gives consistent design-based confidence intervals which can be calculated without the need of variance estimates, designeffects, resampling, joint inclusion probabilities and linearization, even when the point estimator is not linear. It can be used to construct confidence intervals for a large class of sampling designs and estimators which are solutions of estimating equations. It can be used for means, regressions coefficients, quantiles, tot...
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作者：Qiu, Huitong; Han, Fang; Liu, Han; Caffo, Brian
作者单位：Johns Hopkins University; Princeton University
摘要：We consider the problem of jointly estimating multiple graphical models in high dimensions. We assume that the data are collected from n subjects, each of which consists of T possibly dependent observations. The graphical models of subjects vary, but are assumed to change smoothly corresponding to a measure of closeness between subjects. We propose a kernel-based method for jointly estimating all graphical models. Theoretically, under a double asymptotic framework, where both (T,n) and the dim...
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作者：Bickel, Peter J.; Sarkar, Purnamrita
作者单位：University of California System; University of California Berkeley; University of Texas System; University of Texas Austin
摘要：Community detection in networks is a key exploratory tool with applications in a diverse set of areas, ranging from finding communities in social and biological networks to identifying link farms in the World Wide Web. The problem of finding communities or clusters in a network has received much attention from statistics, physics and computer science. However, most clustering algorithms assume knowledge of the number of clusters k. We propose to determine k automatically in a graph generated f...
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作者：Polson, Nicholas G.; Scott, James G.
作者单位：University of Chicago; University of Texas System; University of Texas Austin
摘要：We develop a connection between mixture and envelope representations of objective functions that arise frequently in statistics. We refer to this connection by using the term hierarchical duality'. Our results suggest an interesting and previously underexploited relationship between marginalization and profiling, or equivalently between the Fenchel-Moreau theorem for convex functions and the Bernstein-Widder theorem for Laplace transforms. We give several different sets of conditions under whi...
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作者：Cholaquidis, Alejandro; Fraiman, Ricardo; Lugosi, Gabor; Pateiro-Lopez, Beatriz
作者单位：Universidad de la Republica, Uruguay; ICREA; Pompeu Fabra University; Universidade de Santiago de Compostela
摘要：We study the problem of estimating a compact set S subset of R-d from a trajectory of a reflected Brownian motion in S with reflections on the boundary of S. We establish consistency and rates of convergence for various estimators of S and its boundary. This problem has relevant applications in ecology in estimating the home range of an animal on the basis of tracking data. There are a variety of studies on the habitat of animals that employ the notion of home range. The paper offers theoretic...
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作者：Henderson, Nicholas C.; Newton, Michael A.
作者单位：University of Wisconsin System; University of Wisconsin Madison
摘要：Identifying leading measurement units from a large collection is a common inference task in various domains of large-scale inference. Testing approaches, which measure evidence against a null hypothesis rather than effect magnitude, tend to overpopulate lists of leading units with those associated with low measurement error. By contrast, local maximum likelihood approaches tend to favour units with high measurement error. Available Bayesian and empirical Bayesian approaches rely on specialized...
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作者：Peters, Jonas; Buhlmann, Peter; Meinshausen, Nicolai
作者单位：Max Planck Society; Swiss Federal Institutes of Technology Domain; ETH Zurich
摘要：What is the difference between a prediction that is made with a causal model and that with a non-causal model? Suppose that we intervene on the predictor variables or change the whole environment. The predictions from a causal model will in general work as well under interventions as for observational data. In contrast, predictions from a non-causal model can potentially be very wrong if we actively intervene on variables. Here, we propose to exploit this invariance of a prediction under a cau...
