-
作者：Balocchi, Cecilia; Deshpande, Sameer K. K.; George, Edward I. I.; Jensen, Shane T. T.
作者单位：University of Edinburgh; University of Wisconsin System; University of Wisconsin Madison; University of Pennsylvania
摘要：Accurate estimation of the change in crime over time is a critical first step toward better understanding of public safety in large urban environments. Bayesian hierarchical modeling is a natural way to study spatial variation in urban crime dynamics at the neighborhood level, since it facilitates principled sharing of information between spatially adjacent neighborhoods. Typically, however, cities contain many physical and social boundaries that may manifest as spatial discontinuities in cri...
-
作者：Du, Jin-Hong; Guo, Yifeng; Wang, Xueqin
作者单位：Carnegie Mellon University; University of Hong Kong; Chinese Academy of Sciences; University of Science & Technology of China, CAS
摘要：The expanding number of assets offers more opportunities for investors but poses new challenges for modern portfolio management (PM). As a central plank of PM, portfolio selection by expected utility maximization (EUM) faces uncontrollable estimation and optimization errors in ultrahigh-dimensional scenarios. Past strategies for high-dimensional PM mainly concern only large-cap companies and select many stocks, making PM impractical. We propose a sample-average-approximation-based portfolio st...
-
作者：Xia, Fan; Chan, Kwun Chuen Gary
作者单位：University of Washington; University of Washington Seattle; University of Washington; University of Washington Seattle
摘要：Natural mediation effects are often of interest when the goal is to understand a causal mechanism. However, most existing methods and their identification assumptions preclude treatment-induced confounders often present in practice. To address this fundamental limitation, we provide a set of assumptions that identify the natural direct effect in the presence of treatment-induced confounders. Even when some of those assumptions are violated, the estimand still has an interventional direct effec...
-
作者：Tendijck, Stan; Eastoe, Emma; Tawn, Jonathan; Randell, David; Jonathan, Philip
作者单位：Lancaster University; Royal Dutch Shell; Royal Dutch Shell
摘要：There currently exist a variety of statistical methods for modeling bivariate extremes. However, when the dependence between variables is driven by more than one latent process, these methods are likely to fail to give reliable inferences. We consider situations in which the observed dependence at extreme levels is a mixture of a possibly unknown number of much simpler bivariate distributions. For such structures, we demonstrate the limitations of existing methods and propose two new methods: ...
-
作者：Jiang, Chaonan; La Vecchia, Davide; Ronchetti, Elvezio; Scaillet, Olivier
作者单位：University of Geneva; University of Geneva; University of Geneva; University of Geneva
摘要：We develop new higher-order asymptotic techniques for the Gaussian maximum likelihood estimator in a spatial panel data model, with fixed effects, time-varying covariates, and spatially correlated errors. Our saddlepoint density and tail area approximation feature relative error of order O(1/(n(T-1))) with n being the cross-sectional dimension and T the time-series dimension. The main theoretical tool is the tilted-Edgeworth technique in a nonidentically distributed setting. The density approx...
-
作者：Tucker, Danielle C.; Wu, Yichao; Mueller, Hans-Georg
作者单位：University of Illinois System; University of Illinois Chicago; University of Illinois Chicago Hospital; University of California System; University of California Davis
摘要：Global Frechet regression is an extension of linear regression to cover more general types of responses, such as distributions, networks, and manifolds, which are becoming more prevalent. In such models, predictors are Euclidean while responses are metric space valued. Predictor selection is of major relevance for regression modeling in the presence of multiple predictors but has not yet been addressed for Frechet regression. Due to the metric space-valued nature of the responses, Frechet regr...
-
作者：Ellenberg, Susan S.
作者单位：University of Pennsylvania
-
作者：Pan, Yinghao; Laber, Eric B.; Smith, Maureen A.; Zhao, Ying-Qi
作者单位：University of North Carolina; University of North Carolina Charlotte; North Carolina State University; University of Wisconsin System; University of Wisconsin Madison; Fred Hutchinson Cancer Center
摘要：Uncontrolled glycated hemoglobin (HbA1c) levels are associated with adverse events among complex diabetic patients. These adverse events present serious health risks to affected patients and are associated with significant financial costs. Thus, a high-quality predictive model that could identify high-risk patients so as to inform preventative treatment has the potential to improve patient outcomes while reducing healthcare costs. Because the biomarker information needed to predict risk is cos...
-
作者：Zhou, Le; Zou, Hui
作者单位：University of Minnesota System; University of Minnesota Twin Cities
摘要：There is a vast amount of work on high-dimensional regression. The common starting point for the existing theoretical work is to assume the data generating model is a homoscedastic linear regression model with some sparsity structure. In reality the homoscedasticity assumption is often violated, and hence understanding the heteroscedasticity of the data is of critical importance. In this article we systematically study the estimation of a high-dimensional heteroscedastic regression model. In p...
-
作者：Li, Xinran; Jiang, Bo; Liu, Jun S.
作者单位：University of Illinois System; University of Illinois Urbana-Champaign; Harvard University
摘要：We propose a kernel-based partial permutation test for checking the equality of functional relationship between response and covariates among different groups. The main idea, which is intuitive and easy to implement, is to keep the projections of the response vector Y on leading principle components of a kernel matrix fixed and permute Y's projections on the remaining principle components. The proposed test allows for different choices of kernels, corresponding to different classes of function...
