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作者:Adhikari, Samrachana; Rose, Sherri; Normand, Sharon-Lise
作者单位:New York University; Harvard University; Harvard Medical School; Harvard University; Harvard T.H. Chan School of Public Health
摘要:Percutaneous coronary interventions (PCIs) are nonsurgical procedures to open blocked blood vessels to the heart, frequently using a catheter to place a stent. The catheter can be inserted into the blood vessels using an artery in the groin or an artery in the wrist. Because clinical trials have indicated that access via the wrist may result in fewer post procedure complications, shortening the length of stay, and ultimately cost less than groin access, adoption of access via the wrist has bee...
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作者:Chen, Yunxiao; Li, Xiaoou; Zhang, Siliang
作者单位:University of London; London School Economics & Political Science; University of Minnesota System; University of Minnesota Twin Cities; Fudan University
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作者:Franks, Alexander M.; D'Amour, Alexander; Feller, Avi
作者单位:University of California System; University of California Santa Barbara; Alphabet Inc.; Google Incorporated; University of California System; University of California Berkeley
摘要:A fundamental challenge in observational causal inference is that assumptions about unconfoundedness are not testable from data. Assessing sensitivity to such assumptions is therefore important in practice. Unfortunately, some existing sensitivity analysis approaches inadvertently impose restrictions that are at odds with modern causal inference methods, which emphasize flexible models for observed data. To address this issue, we propose a framework that allows (1) flexible models for the obse...
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作者:Shin, Minsuk; Bhattacharya, Anirban; Johnson, Valen E.
作者单位:University of South Carolina System; University of South Carolina Columbia; Texas A&M University System; Texas A&M University College Station
摘要:We introduce a new shrinkage prior on function spaces, called the functional horseshoe (fHS) prior, that encourages shrinkage toward parametric classes of functions. Unlike other shrinkage priors for parametric models, the fHS shrinkage acts on the shape of the function rather than inducing sparsity on model parameters. We study the efficacy of the proposed approach by showing an adaptive posterior concentration property on the function. We also demonstrate consistency of the model selection p...
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作者:Fan, Yingying; Lv, Jinchi; Sharifvaghefi, Mahrad; Uematsu, Yoshimasa
作者单位:University of Southern California; University of Southern California; Tohoku University
摘要:Interpretability and stability are two important features that are desired in many contemporary big data applications arising in statistics, economics, and finance. While the former is enjoyed to some extent by many existing forecasting approaches, the latter in the sense of controlling the fraction of wrongly discovered features which can enhance greatly the interpretability is still largely underdeveloped. To this end, in this article, we exploit the general framework of model-X knockoffs in...
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作者:Fan, Jianqing; Ma, Cong; Wang, Kaizheng
作者单位:Princeton University; University of California System; University of California Berkeley; Columbia University
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作者:Guan, Leying; Chen, Xi; Wong, Wing Hung
作者单位:Stanford University; Stanford University
摘要:The perturbation of a transcription factor should affect the expression levels of its direct targets. However, not all genes showing changes in expression are direct targets. To increase the chance of detecting direct targets, we propose a modified two-group model where the null group corresponds to genes which are not direct targets, but can have small nonzero effects. We model the behavior of genes from the null set by a Gaussian distribution with unknown variance . To estimate , we focus on...
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作者:Garcia-Portugues, Eduardo; Paindaveine, Davy; Verdebout, Thomas
作者单位:Universite Libre de Bruxelles; Universite Libre de Bruxelles; Universite de Toulouse; Universite Toulouse 1 Capitole; Toulouse School of Economics
摘要:Motivated by the central role played by rotationally symmetric distributions in directional statistics, we consider the problem of testing rotational symmetry on the hypersphere. We adopt a semiparametric approach and tackle problems where the location of the symmetry axis is either specified or unspecified. For each problem, we define two tests and study their asymptotic properties under very mild conditions. We introduce two new classes of directional distributions that extend the rotational...
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作者:Hall, P.; Johnstone, I. M.; Ormerod, J. T.; Wand, M. P.; Yu, J. C. F.
作者单位:University of Melbourne; Stanford University; University of Sydney; University of Technology Sydney
摘要:Expectation propagation is a general prescription for approximation of integrals in statistical inference problems. Its literature is mainly concerned with Bayesian inference scenarios. However, expectation propagation can also be used to approximate integrals arising in frequentist statistical inference. We focus on likelihood-based inference for binary response mixed models and show that fast and accurate quadrature-free inference can be realized for the probit link case with multivariate ra...
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作者:Chen, Dachuan; Mykland, Per A.; Zhang, Lan
作者单位:University of Illinois System; University of Illinois Chicago; University of Illinois Chicago Hospital; University of Chicago; University of Illinois System; University of Illinois Chicago; University of Illinois Chicago Hospital
摘要:We develop a principal component analysis (PCA) for high frequency data. As in Northern fairy tales, there are trolls waiting for the explorer. The first three trolls are market microstructure noise, asynchronous sampling times, and edge effects in estimators. To get around these, a robust estimator of the spot covariance matrix is developed based on the smoothed two-scale realized variance (S-TSRV). The fourth troll is how to pass from estimated time-varying covariance matrix to PCA. Under fi...