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作者：Jialin, Ouyang; Yuan, Ming
作者单位：Columbia University
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作者：Man, Albert Xingyi; Culpepper, Steven Andrew
作者单位：University of Illinois System; University of Illinois Urbana-Champaign
摘要：Exploratory factor analysis is a dimension-reduction technique commonly used in psychology, finance, genomics, neuroscience, and economics. Advances in computational power have opened the door for fully Bayesian treatments of factor analysis. One open problem is enforcing rotational identifability of the latent factor loadings, as the loadings are not identified from the likelihood without further restrictions. Nonidentifability of the loadings can cause posterior multimodality, which can prod...
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作者：Khan, Kori; Calder, Catherine A.
作者单位：University System of Ohio; Ohio State University; University of Texas System; University of Texas Austin
摘要：The issue of spatial confounding between the spatial random effect and the fixed effects in regression analyses has been identified as a concern in the statistical literature. Multiple authors have offered perspectives and potential solutions. In this article, for the areal spatial data setting, we show that many of the methods designed to alleviate spatial confounding can be viewed as special cases of a general class of models. We refer to this class as restricted spatial regression (RSR) mod...
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作者：Gares, Valerie; Omer, Jeremy
作者单位：Universite de Rennes; Institut National des Sciences Appliquees de Rennes; Centre National de la Recherche Scientifique (CNRS); CNRS - National Institute for Mathematical Sciences (INSMI)
摘要：When databases are constructed from heterogeneous sources, it is not unusual that different encodings are used for the same outcome. In such case, it is necessary to recode the outcome variable before merging two databases. The method proposed for the recoding is an application of optimal transportation where we search for a bijective mapping between the distributions of such variable in two databases. In this article, we build upon the work by Gares et al., where they transport the distributi...
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作者：Wu, Tung-Yu; Rachel Wang, Y. X.; Wong, Wing H.
作者单位：Stanford University; University of Sydney; Stanford University
摘要：Traditional Markov chain Monte Carlo (MCMC) algorithms are computationally intensive and do not scale well to large data. In particular, the Metropolis-Hastings (MH) algorithm requires passing over the entire dataset to evaluate the likelihood ratio in each iteration. We propose a general framework for performing MH-MCMC using mini-batches of the whole dataset and show that this gives rise to approximately a tempered stationary distribution. We prove that the algorithm preserves the modes of t...
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作者：Dette, Holger; Pan, Guangming; Yang, Qing
作者单位：Ruhr University Bochum; Nanyang Technological University; Chinese Academy of Sciences; University of Science & Technology of China, CAS
摘要：This article considers the problem of estimating a change point in the covariance matrix in a sequence of high-dimensional vectors, where the dimension is substantially larger than the sample size. A two-stage approach is proposed to efficiently estimate the location of the change point. The first step consists of a reduction of the dimension to identify elements of the covariance matrices corresponding to significant changes. In a second step, we use the components after dimension reduction t...
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作者：Shi, Hongjian; Drton, Mathias; Han, Fang
作者单位：University of Washington; University of Washington Seattle; Technical University of Munich
摘要：This article investigates the problem of testing independence of two random vectors of general dimensions. For this, we give for the first time a distribution-free consistent test. Our approach combines distance covariance with the center-outward ranks and signs developed by Marc Hallin and collaborators. In technical terms, the proposed test is consistent and distribution-free in the family of multivariate distributions with nonvanishing (Lebesgue) probability densities. Exploiting the (degen...
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作者：Yang, Jun; Zhou, Zhou
作者单位：University of Toronto
摘要：We develop a unified theory and methodology for the inference of evolutionary Fourier power spectra for a general class of locally stationary and possibly nonlinear processes. In particular, simultaneous confidence regions (SCR) with asymptotically correct coverage rates are constructed for the evolutionary spectral densities on a nearly optimally dense grid of the joint time-frequency domain. A simulation based bootstrap method is proposed to implement the SCR. The SCR enables researchers and...
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作者：Linton, Oliver B.; Tang, Haihan
作者单位：University of Cambridge; Fudan University
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作者：Ciarleglio, Adam; Petkova, Eva; Harel, Ofer
作者单位：George Washington University; New York University; New York University; University of Connecticut
摘要：Frontal power asymmetry (FA), a measure of brain function derived from electroencephalography, is a potential biomarker for major depressive disorder (MDD). Though FA is functional in nature, it is typically reduced to a scalar value prior to analysis, possibly obscuring its relationship with MDD and leading to a number of studies that have provided contradictory results. To overcome this issue, we sought to fit a functional regression model to characterize the association between FA and MDD s...
