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作者：Lin, Kevin Z.; Lei, Jing; Roeder, Kathryn
作者单位：University of Pennsylvania; Carnegie Mellon University
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作者：Liang, Muxuan; Zhao, Ying-Qi
作者单位：Fred Hutchinson Cancer Center
摘要：We discuss the results on improving the generalizability of individualized treatment rule following the work by Kallus and Mo et al. We note that the advocated weights in the work of Kallus are connected to the efficient score of the contrast function. We further propose a likelihood-ratio-based method (LR-ITR) to accommodate covariate shifts, and compare it to the CTE-DR-ITR method proposed by Mo et al. We provide the upper-bound on the risk function of the target population when both the cov...
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作者：Gerber, Guillaume; Le Faou, Yohann; Lopez, Olivier; Trupin, Michael
作者单位：Universite Paris Cite; Centre National de la Recherche Scientifique (CNRS); Sorbonne Universite
摘要：In the insurance broker market, commissions received by brokers are closely related to so-called customer value: the longer a policyholder keeps their contract, the more profit there is for the company and therefore the broker. Hence, predicting the time at which a potential policyholder will surrender their contract is essential to optimize a commercial process and define a prospect scoring. In this article, we propose a weighted random forest model to address this problem. Our model is desig...
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作者：Bopp, Gregory P.; Shaby, Benjamin A.; Huser, Raphael
作者单位：Pennsylvania Commonwealth System of Higher Education (PCSHE); Pennsylvania State University; Pennsylvania State University - University Park; Colorado State University System; Colorado State University Fort Collins; King Abdullah University of Science & Technology
摘要：Understanding the spatial extent of extreme precipitation is necessary for determining flood risk and adequately designing infrastructure (e.g., stormwater pipes) to withstand such hazards. While environmental phenomena typically exhibit weakening spatial dependence at increasingly extreme levels, limiting max-stable process models for block maxima have a rigid dependence structure that does not capture this type of behavior. We propose a flexible Bayesian model from a broader family of (condi...
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作者：Prentice, Ross L.; Zhao, Shanshan
作者单位：Fred Hutchinson Cancer Center; National Institutes of Health (NIH) - USA; NIH National Institute of Environmental Health Sciences (NIEHS)
摘要：Semiparametric, multiplicative-form regression models are specified for marginal single and double failure hazard rates for the regression analysis of multivariate failure time data. Cox-type estimating functions are specified for single and double failure hazard ratio parameter estimation, and corresponding Aalen-Breslow estimators are specified for baseline hazard rates. Generalization to allow classification of failure times into a smaller set of failure types, with failures of the same typ...
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作者：Xie, Bingying; Shao, Jun
作者单位：East China Normal University; University of Wisconsin System; University of Wisconsin Madison
摘要：Nonparametric estimation of the conditional expectation of an outcome Y given a covariate vector U is of primary importance in many statistical applications such as prediction and personalized medicine. In some problems, there is an additional auxiliary variable Z in the training dataset used to construct estimators, but Z is not available for future prediction or selecting patient treatment in personalized medicine. For example, in the training dataset longitudinal outcomes are observed, but ...
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作者：Mo, Weibin; Qi, Zhengling; Liu, Yufeng
作者单位：University of North Carolina; University of North Carolina Chapel Hill; George Washington University; University of North Carolina; University of North Carolina Chapel Hill
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作者：Rischard, Maxime; Branson, Zach; Miratrix, Luke; Bornn, Luke
作者单位：Harvard University; Carnegie Mellon University; Harvard University; Simon Fraser University
摘要：What is the premium on house price for a particular school district? To estimate this in New York City we use a novel implementation of a geographic regression discontinuity design (GeoRDD) built from Gaussian processes regression (kriging) to model spatial structure. With a GeoRDD, we specifically examine price differences along borders between treatment and control school districts. GeoRDDs extend RDDs to multivariate settings; location is the forcing variable and the border between school d...
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作者：Guha, Sharmistha; Rodriguez, Abel
作者单位：Duke University; University of California System; University of California Santa Cruz
摘要：This article focuses on the relationship between a measure of creativity and the human brain network for subjects in a brain connectome dataset obtained using a diffusion weighted magnetic resonance imaging procedure. We identify brain regions and interconnections that have a significant effect on creativity. Brain networks are often expressed in terms of symmetric adjacency matrices, with row and column indices of the matrix representing the regions of interest (ROI), and a cell entry signify...
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作者：Su, Qihui; Qin, Zhongling; Peng, Liang; Qin, Gengsheng
作者单位：Jilin University; Auburn University System; Auburn University; University System of Georgia; Georgia State University
摘要：Given the importance of backtesting risk models and forecasts for financial institutions and regulators, we develop an efficient empirical likelihood backtest for either conditional value-at-risk or conditional expected shortfall when the given risk variable is modeled by an ARMA-GARCH process. Using a two-step procedure, the proposed backtests require less finite moments than existing backtests, allowing for robustness to heavier tails. Furthermore, we add a constraint on the goodness of fit ...
