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作者:Dorn, Jacob; Guo, Kevin; Kallus, Nathan
作者单位:Princeton University; Stanford University; Cornell University
摘要:We consider the problem of constructing bounds on the average treatment effect (ATE) when unmeasured confounders exist but have bounded influence. Specifically, we assume that omitted confounders could not change the odds of treatment for any unit by more than a fixed factor. We derive the sharp partial identification bounds implied by this assumption by leveraging distributionally robust optimization, and we propose estimators of these bounds with several novel robustness properties. The firs...
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作者:Zheng, Yao
作者单位:University of Connecticut
摘要:As a special infinite-order vector autoregressive (VAR) model, the vector autoregressive moving average (VARMA) model can capture much richer temporal patterns than the widely used finite-order VAR model. However, its practicality has long been hindered by its non-identifiability, computational intractability, and difficulty of interpretation, especially for high-dimensional time series. This article proposes a novel sparse infinite-order VAR model for high-dimensional time series, which avoid...
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作者:Ward, Kes; Dilillo, Giuseppe; Eckley, Idris; Fearnhead, Paul
作者单位:Lancaster University; Istituto Nazionale Astrofisica (INAF); University of Udine; Lancaster University
摘要:Gamma ray bursts are flashes of light from distant, new-born black holes. CubeSats that monitor high-energy photons across different energy bands are used to detect these bursts. There is a need for computationally efficient algorithms, able to run using the limited computational resource onboard a CubeSats, that can detect when gamma ray bursts occur. Current algorithms are based on monitoring photon counts across a grid of different sizes of time window. We propose a new method, which extend...
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作者:Tec, Mauricio
作者单位:Harvard University
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作者:Chan, Kwun Chuen Gary; Prentice, Ross L.; Yuan, Zhenman
作者单位:University of Washington; University of Washington Seattle; Fred Hutchinson Cancer Center; University of Washington; University of Washington Seattle
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作者:Wang, Changhu; Ge, Xinzhou; Song, Dongyuan; Li, Jingyi Jessica
作者单位:University of California System; University of California Los Angeles; Oregon State University; University of California System; University of California Los Angeles
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作者:Zhan, Wentao; Datta, Abhirup
作者单位:Johns Hopkins University
摘要:Analysis of geospatial data has traditionally been model-based, with a mean model, customarily specified as a linear regression on the covariates, and a Gaussian process covariance model, encoding the spatial dependence. While nonlinear machine learning algorithms like neural networks are increasingly being used for spatial analysis, current approaches depart from the model-based setup and cannot explicitly incorporate spatial covariance. We propose NN-GLS, embedding neural networks directly w...
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作者:Spector, Asher; Janson, Lucas
作者单位:Stanford University; Harvard University
摘要:Scientists often must simultaneously localize and discover signals. For instance, in genetic fine-mapping, high correlations between nearby genetic variants make it hard to identify the exact locations of causal variants. So the statistical task is to output as many disjoint regions containing a signal as possible, each as small as possible, while controlling false positives. Similar problems arise, for example, when locating stars in astronomical surveys and in changepoint detection. Common B...
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作者:Catalano, Marta; Fasano, Augusto; Giordano, Matteo; Rebaudo, Giovanni
作者单位:Luiss Guido Carli University; University of Turin
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作者:Cheung, Li C.
作者单位:National Institutes of Health (NIH) - USA; NIH National Cancer Institute (NCI); NIH National Cancer Institute- Division of Cancer Epidemiology & Genetics