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作者：Shi, Chengchun; Song, Rui; Lu, Wenbin; Li, Runze
作者单位：University of London; London School Economics & Political Science; North Carolina State University; Pennsylvania Commonwealth System of Higher Education (PCSHE); Pennsylvania State University; Pennsylvania State University - University Park
摘要：In this article, we develop a new estimation and valid inference method for single or low-dimensional regression coefficients in high-dimensional generalized linear models. The number of the predictors is allowed to grow exponentially fast with respect to the sample size. The proposed estimator is computed by solving a score function. We recursively conduct model selection to reduce the dimensionality from high to a moderate scale and construct the score equation based on the selected variable...
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作者：Lawrence, Earl; Vander Wiel, Scott
作者单位：United States Department of Energy (DOE); Los Alamos National Laboratory
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作者：Williams, Jonathan P.
作者单位：North Carolina State University
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作者：Hao, Meiling; Liu, Kin-yat; Xu, Wei; Zhao, Xingqiu
作者单位：University of International Business & Economics; Hang Seng University of Hong Kong; University of Toronto; Hong Kong Polytechnic University
摘要：This article studies penalized semiparametric maximum partial likelihood estimation and hypothesis testing for the functional Cox model in analyzing right-censored data with both functional and scalar predictors. Deriving the asymptotic joint distribution of finite-dimensional and infinite-dimensional estimators is a very challenging theoretical problem due to the complexity of semiparametric models. For the problem, we construct the Sobolev space equipped with a special inner product and disc...
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作者：Rudolph, Kara E.; Sofrygin, Oleg; van der Laan, Mark J.
作者单位：Columbia University; University of California System; University of California Berkeley
摘要：Mediation analysis is critical to understanding the mechanisms underlying exposure-outcome relationships. In this article, we identify the instrumental variable-direct effect of the exposure on the outcome not through the mediator, using randomization of the instrument. We call this estimand the complier stochastic direct effect (CSDE). To our knowledge, such an estimand has not previously been considered or estimated. We propose and evaluate several estimators for the CSDE: a ratio of inverse...
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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：Davis, Richard A.; Fokianos, Konstantinos; Holan, Scott H.; Joe, Harry; Livsey, James; Lund, Robert; Pipiras, Vladas; Ravishanker, Nalini
作者单位：Columbia University; University of Cyprus; University of Missouri System; University of Missouri Columbia; University of British Columbia; University of California System; University of California Santa Cruz; University of North Carolina; University of North Carolina Chapel Hill; University of Connecticut
摘要：A growing interest in non-Gaussian time series, particularly in series comprised of nonnegative integers (counts), is taking place in today's statistics literature. Count series naturally arise in fields, such as agriculture, economics, epidemiology, finance, geology, meteorology, and sports. Unlike stationary Gaussian series where autoregressive moving-averages are the primary modeling vehicle, no single class of models dominates the count landscape. As such, the literature has evolved somewh...
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作者：Diaz-Rodriguez, Jairo; Eckert, Dominique; Monajemi, Hatef; Paltani, Stephane; Sardy, Sylvain
作者单位：Universidad del Norte Colombia; University of Geneva; Stanford University; University of Geneva
摘要：Astrophysicists are interested in recovering the three-dimensional gas emissivity of a galaxy cluster from a two-dimensional telescope image. Blurring and point sources make this inverse problem harder to solve. The conventional approach requires in a first step to identify and mask the point sources. Instead we model all astrophysical components in a single Poisson generalized linear model. To enforce sparsity on the parameters, maximum likelihood estimation is regularized with twopenalties w...
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作者：Hirose, Masayo Y.; Lahiri, Partha
作者单位：Kyushu University; University System of Maryland; University of Maryland College Park; University System of Maryland; University of Maryland College Park; Research Organization of Information & Systems (ROIS); Institute of Statistical Mathematics (ISM) - Japan
摘要：The two-level normal hierarchical model has played an important role in statistical theory and applications. In this article, we first introduce a general adjusted maximum likelihood method for estimating the unknown variance component of the model and the associated empirical best linear unbiased predictor of the random effects. We then discuss a new idea for selecting prior for the hyperparameters. The prior, called a multi-goal prior, produces Bayesian solutions for hyperparmeters and rando...
