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作者：Edwards, David J.; Mee, Robert W.
作者单位：Virginia Commonwealth University; University of Tennessee System; University of Tennessee Knoxville
摘要：Two-level fractional factorial designs are often used in screening scenarios to identify active factors. This article investigates the block diagonal structure of the information matrix of nonregular two-level designs. This structure is appealing since estimates of parameters belonging to different diagonal submatrices are uncorrelated. As such, the covariance matrix of the least squares estimates is simplified and the number of linear dependencies is reduced. We connect the block diagonal inf...
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作者：Gasperoni, Francesca; Luati, Alessandra; Paci, Lucia; D'Innocenzo, Enzo
作者单位：University of Cambridge; MRC Biostatistics Unit; University of Bologna; Catholic University of the Sacred Heart
摘要：A simultaneous autoregressive score-driven model with autoregressive disturbances is developed for spatio-temporal data that may exhibit heavy tails. The model specification rests on a signal plus noise decomposition of a spatially filtered process, where the signal can be approximated by a nonlinear function of the past variables and a set of explanatory variables, while the noise follows a multivariate Student-t distribution. The key feature of the model is that the dynamics of the space-tim...
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作者：Gunsilius, Florian; Schennach, Susanne
作者单位：University of Michigan System; University of Michigan; Brown University
摘要：The idea of summarizing the information contained in a large number of variables by a small number of factors or principal components has been broadly adopted in statistics. This article introduces a generalization of the widely used principal component analysis (PCA) to nonlinear settings, thus providing a new tool for dimension reduction and exploratory data analysis or representation. The distinguishing features of the method include 0) the ability to always deliver truly independent (inste...
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作者：Molstad, Aaron J.; Rothman, Adam J.
作者单位：State University System of Florida; University of Florida; University of Minnesota System; University of Minnesota Twin Cities
摘要：We propose a penalized likelihood method to fit the bivariate categorical response regression model. Our method allows practitioners to estimate which predictors are irrelevant, which predictors only affect the marginal distributions of the bivariate response, and which predictors affect both the marginal distributions and log odds ratios. To compute our estimator, we propose an efficient algorithm which we extend to settings where some subjects have only one response variable measured, that i...
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作者：Ionides, Edward L.; Asfaw, Kidus; Park, Joonha; King, Aaron A.
作者单位：University of Michigan System; University of Michigan; University of Kansas; University of Michigan System; University of Michigan; University of Michigan System; University of Michigan
摘要：Bagging (i.e., bootstrap aggregating) involves combining an ensemble of bootstrap estimators. We consider bagging for inference from noisy or incomplete measurements on a collection of interacting stochastic dynamic systems. Each system is called a unit, and each unit is associated with a spatial location. A motivating example arises in epidemiology, where each unit is a city: the majority of transmission occurs within a city, with smaller yet epidemiologically important interactions arising f...
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作者：Chen, Yaqing; Lin, Zhenhua; Muller, Hans-Georg
作者单位：University of California System; University of California Davis; National University of Singapore
摘要：The analysis of samples of random objects that do not lie in a vector space is gaining increasing attention in statistics. An important class of such object data is univariate probability measures defined on the real line. Adopting the Wasserstein metric, we develop a class of regression models for such data, where random distributions serve as predictors and the responses are either also distributions or scalars. To define this regression model, we use the geometry of tangent bundles of the s...
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作者：Zhong, Wei; Qian, Chen; Liu, Wanjun; Zhu, Liping; Li, Runze
作者单位：Xiamen University; Virginia Polytechnic Institute & State University; Renmin University of China; Pennsylvania Commonwealth System of Higher Education (PCSHE); Pennsylvania State University; Pennsylvania State University - University Park
摘要：It is important to quantify the differences in returns to skills using the online job advertisements data, which have attracted great interest in both labor economics and statistics fields. In this article, we study the relationship between the posted salary and the job requirements in online labor markets. There are two challenges to deal with. First, the posted salary is always presented in an interval-valued form, for example, 5k-10k yuan per month. Simply taking the mid-point or the lower ...
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作者：Zhang, Jiawei; Ding, Jie; Yang, Yuhong
作者单位：University of Minnesota System; University of Minnesota Twin Cities
摘要：In recent years, many nontraditional classification methods, such as random forest, boosting, and neural network, have been widely used in applications. Their performance is typically measured in terms of classification accuracy. While the classification error rate and the like are important, they do not address a fundamental question: Is the classification method underfitted? To our best knowledge, there is no existing method that can assess the goodness of fit of a general classification pro...
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作者：Fernandez, Tamara; Gretton, Arthur; Rindt, David; Sejdinovic, Dino
作者单位：University of London; University College London; Universidad Adolfo Ibanez; University of Oxford
摘要：We introduce a general nonparametric independence test between right-censored survival times and covariates, which may be multivariate. Our test statistic has a dual interpretation, first in terms of the supremum of a potentially infinite collection of weight-indexed log-rank tests, with weight functions belonging to a reproducing kernel Hilbert space (RKHS) of functions; and second, as the norm of the difference of embeddings of certain finite measures into the RKHS, similar to the Hilbert-Sc...
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作者：Zhang, B.; Small, D. S.; Lasater, K. B.; McHugh, M.; Silber, J. H.; Rosenbaum, P. R.
作者单位：University of Pennsylvania; University of Pennsylvania; University of Pennsylvania
摘要：Multivariate matching has two goals (i) to construct treated and control groups that have similar distributions of observed covariates, and (ii) to produce matched pairs or sets that are homogeneous in a few key covariates. When there are only a few binary covariates, both goals may be achieved by matching exactly for these few covariates. Commonly, however, there are many covariates, so goals (i) and (ii) come apart, and must be achieved by different means. As is also true in a randomized exp...
