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作者：Zhao, Hui; Wu, Qiwei; Li, Gang; Sun, Jianguo
作者单位：Zhongnan University of Economics & Law; University of Missouri System; University of Missouri Columbia; University of California System; University of California Los Angeles
摘要：The simultaneous estimation and variable selection for Cox model has been discussed by several authors when one observes right-censored failure time data. However, there does not seem to exist an established procedure for interval-censored data, a more general and complex type of failure time data, except two parametric procedures. To address this, we propose a broken adaptive ridge (BAR) regression procedure that combines the strengths of the quadratic regularization and the adaptive weighted...
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作者：Chernozhukov, Victor; Fernandez-Val, Ivan; Melly, Blaise; Wuthrich, Kaspar
作者单位：Massachusetts Institute of Technology (MIT); Boston University; University of Bern; University of California System; University of California San Diego
摘要：Quantile and quantile effect (QE) functions are important tools for descriptive and causal analysis due to their natural and intuitive interpretation. Existing inference methods for these functions do not apply to discrete random variables. This article offers a simple, practical construction of simultaneous confidence bands for quantile and QE functions of possibly discrete random variables. It is based on a natural transformation of simultaneous confidence bands for distribution functions, w...
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作者：Williams, Jonathan P.; Storlie, Curtis B.; Therneau, Terry M.; Jack, Clifford R., Jr.; Hannig, Jan
作者单位：Mayo Clinic; University of North Carolina; University of North Carolina Chapel Hill
摘要：People are living longer than ever before, and with this arises new complications and challenges for humanity. Among the most pressing of these challenges is of understanding the role of aging in the development of dementia. This article is motivated by the Mayo Clinic Study of Aging data for 4742 subjects since 2004, and how it can be used to draw inference on the role of aging in the development of dementia. We construct a hidden Markov model (HMM) to represent progression of dementia from s...
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作者：Liu, Yaowu; Xie, Jun
作者单位：Harvard University; Harvard T.H. Chan School of Public Health; Purdue University System; Purdue University
摘要：Combining individual p-values to aggregate multiple small effects has a long-standing interest in statistics, dating back to the classic Fisher's combination test. In modern large-scale data analysis, correlation and sparsity are common features and efficient computation is a necessary requirement for dealing with massive data. To overcome these challenges, we propose a new test that takes advantage of the Cauchy distribution. Our test statistic has a simple form and is defined as a weighted s...
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作者：Aronow, Peter M.; Savje, Fredrik
作者单位：Yale University
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作者：Storlie, Curtis B.; Therneau, Terry M.; Carter, Rickey E.; Chia, Nicholas; Bergquist, John R.; Huddleston, Jeanne M.; Romero-Brufau, Santiago
作者单位：Mayo Clinic
摘要：We describe the Bedside Patient Rescue (BPR) project, the goal of which is risk prediction of adverse events for non-intensive care unit patients using similar to 100 variables (vitals, lab results, assessments, etc.). There are several missing predictor values for most patients, which in the health sciences is the norm, rather than the exception. A Bayesian approach is presented that addresses many of the shortcomings to standard approaches to missing predictors: (i) treatment of the uncertai...
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作者：Delaigle, Aurore; Huang, Wei; Lei, Shaoke
作者单位：University of Melbourne; University of Melbourne; Royal Children's Hospital Melbourne; Murdoch Children's Research Institute; Royal Children's Hospital Melbourne
摘要：We consider estimating the conditional prevalence of a disease from data pooled according to the group testing mechanism. Consistent estimators have been proposed in the literature, but they rely on the data being available for all individuals. In infectious disease studies where group testing is frequently applied, the covariate is often missing for some individuals. There, unless the missing mechanism occurs completely at random, applying the existing techniques to the complete cases without...
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作者：Kong, Dehan; An, Baiguo; Zhang, Jingwen; Zhu, Hongtu
作者单位：University of Toronto; Capital University of Economics & Business; University of North Carolina; University of North Carolina Chapel Hill
摘要：The aim of this article is to develop a low-rank linear regression model to correlate a high-dimensional response matrix with a high-dimensional vector of covariates when coefficient matrices have low-rank structures. We propose a fast and efficient screening procedure based on the spectral norm of each coefficient matrix to deal with the case when the number of covariates is extremely large. We develop an efficient estimation procedure based on the trace norm regularization, which explicitly ...
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作者：Chen, Xi; Lin, Qihang; Sen, Bodhisattva
作者单位：New York University; University of Iowa; Columbia University
摘要：In this article, we consider the nonparametric regression problem with multivariate predictors. We provide a characterization of the degrees of freedom and divergence for estimators of the unknown regression function, which are obtained as outputs of linearly constrained quadratic optimization procedures; namely, minimizers of the least-squares criterion with linear constraints and/or quadratic penalties. As special cases of our results, we derive explicit expressions for the degrees of freedo...
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作者：James, Gareth M.; Paulso, Courtney; Rusmevichientong, Paat
作者单位：University of Southern California; University System of Maryland; University of Maryland College Park
摘要：Firms are increasingly transitioning advertising budgets to Internet display campaigns, but this transition poses new challenges. These campaigns use numerous potential metrics for success (e.g., reach or click rate), and because each website represents a separate advertising opportunity, this is also an inherently high-dimensional problem. Further, advertisers often have constraints they wish to place on their campaign, such as targeting specific sub-populations or websites. These challenges ...
