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作者：Jordan, Michael I.; Lee, Jason D.; Yang, Yun
作者单位：University of California System; University of California Berkeley; Stanford University; Duke University
摘要：We present a communication-efficient surrogate likelihood (CSL) framework for solving distributed statistical inference problems. CSL provides a communication-efficient surrogate to the global likelihood that can be used for low-dimensional estimation, high-dimensional regularized estimation, and Bayesian inference. For low-dimensional estimation, CSL provably improves upon naive averaging schemes and facilitates the construction of confidence intervals. For high-dimensional regularized estima...
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作者：Padilla, Oscar Hernan Madrid; Athey, Alex; Reinhart, Alex; Scott, James G.
作者单位：University of California System; University of California Berkeley; University of Texas System; University of Texas Austin; Carnegie Mellon University; University of Texas System; University of Texas Austin; University of Texas System; University of Texas Austin
摘要：We propose a sequential nonparametric test for detecting a change in distribution, based on windowed Kolmogorov-Smirnov statistics. The approach is simple, robust, highly computationally efficient, easy to calibrate, and requires no parametric assumptions about the underlying null and alternative distributions. We show that both the false-alarm rate and the power of our procedure are amenable to rigorous analysis, and that the method outperforms existing sequential testing procedures in practi...
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作者：Geng, Junxian; Bhattacharya, Anirban; Pati, Debdeep
作者单位：State University System of Florida; Florida State University; Texas A&M University System; Texas A&M University College Station
摘要：A fundamental problem in network analysis is clustering the nodes into groups which share a similar connectivity pattern. Existing algorithms for community detection assume the knowledge of the number of clusters or estimate it a priori using various selection criteria and subsequently estimate the community structure. Ignoring the uncertainty in the first stage may lead to erroneous clustering, particularly when the community structure is vague. We instead propose a coherent probabilistic fra...
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作者：Egami, Naoki; Imai, Kosuke
作者单位：Princeton University; Harvard University; Harvard University; Princeton University
摘要：We study causal interaction in factorial experiments, in which several factors, each with multiple levels, are randomized to form a large number of possible treatment combinations. Examples of such experiments include conjoint analysis, which is often used by social scientists to analyze multidimensional preferences in a population. To characterize the structure of causal interaction in factorial experiments, we propose a new causal interaction effect, called the average marginal interaction e...
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作者：Kennedy, Edward H.
作者单位：Carnegie Mellon University
摘要：Most work in causal inference considers deterministic interventions that set each unit's treatment to some fixed value. However, under positivity violations these interventions can lead to nonidentification, inefficiency, and effects with little practical relevance. Further, corresponding effects in longitudinal studies are highly sensitive to the curse of dimensionality, resulting in widespread use of unrealistic parametric models. We propose a novel solution to these problems: incremental in...
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作者：Xu, Ganggang; Waagepetersen, Rasmus; Guan, Yongtao
作者单位：State University of New York (SUNY) System; Binghamton University, SUNY; University of Miami; Aalborg University
摘要：We propose a novel stochastic quasi-likelihood estimation procedure for case-control point processes. Quasi-likelihood for point processes depends on a certain optimal weight function and for the new method the weight function is stochastic since it depends on the control point pattern. The new procedure also provides a computationally efficient implementation of quasi-likelihood for univariate point processes in which case a synthetic control point process is simulated by the user. Under mild...
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作者：Wu, Leqin; Qiu, Xing; Yuan, Ya-xiang; Wu, Hulin
作者单位：Jinan University; University of Rochester; Chinese Academy of Sciences; Academy of Mathematics & System Sciences, CAS; University of Texas System; University of Texas Health Science Center Houston
摘要：Ordinary differential equations (ODEs) are widely used to model the dynamic behavior of a complex system. Parameter estimation and variable selection for a Big System with linear ODEs are very challenging due to the need of nonlinear optimization in an ultra-high dimensional parameter space. In this article, we develop a parameter estimation and variable selection method based on the ideas of similarity transformation and separable least squares (SLS). Simulation studies demonstrate that the p...
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作者：Dovonon, Prosper; Goncalves, Silvia; Hounyo, Ulrich; Meddahi, Nour
作者单位：Concordia University - Canada; McGill University; State University of New York (SUNY) System; University at Albany, SUNY; CREATES; Universite de Toulouse; Universite Toulouse 1 Capitole; Toulouse School of Economics
摘要：The main contribution of this article is to propose a bootstrap test for jumps based on functions of realized volatility and bipower variation. Bootstrap intraday returns are randomly generated from a mean zero Gaussian distribution with a variance given by a local measure of integrated volatility (which we denote by ). We first discuss a set of high-level conditions on such that any bootstrap test of this form has the correct asymptotic size and is alternative-consistent. We then provide a se...
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作者：Gao, Zhenguo; Shang, Zuofeng; Du, Pang; Robertson, John L.
作者单位：Virginia Polytechnic Institute & State University; Indiana University System; Indiana University Indianapolis; Virginia Polytechnic Institute & State University
摘要：Literature on change point analysis mostly requires a sudden change in the data distribution, either in a few parameters or the distribution as a whole. We are interested in the scenario, where the variance of data may make a significant jump while the mean changes in a smooth fashion. The motivation is a liver procurement experiment monitoring organ surface temperature. Blindly applying the existing methods to the example can yield erroneous change point estimates since the smoothly changing ...
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作者：Yan, Ting; Jiang, Binyan; Fienberg, Stephen E.; Leng, Chenlei
作者单位：Central China Normal University; Hong Kong Polytechnic University; Carnegie Mellon University; University of Warwick; Alan Turing Institute
摘要：Networks are often characterized by node heterogeneity for which nodes exhibit different degrees of interaction and link homophily for which nodes sharing common features tend to associate with each other. In this article, we rigorously study a directed network model that captures the former via node-specific parameterization and the latter by incorporating covariates. In particular, this model quantifies the extent of heterogeneity in terms of outgoingness and incomingness of each node by dif...
