2018

最新文章

• A Permutation Test for the Regression Kink Design AI翻译
  作者：Ganong, Peter; Jaeger, Simon
  作者单位：National Bureau of Economic Research; University of Chicago; Massachusetts Institute of Technology (MIT); University of Bonn; IZA Institute Labor Economics; Leibniz Association; Ifo Institut
  摘要：The regression kink (RK) design is an increasingly popular empirical method for estimating causal effects of policies, such as the effect of unemployment benefits on unemployment duration. Using simulation studies based on data from existing RK designs, we empirically document that the statistical significance of RK estimators based on conventional standard errors can be spurious. In the simulations, false positives arise as a consequence of nonlinearities in the underlying relationship betwee...
• Minimax Optimal Procedures for Locally Private Estimation Comment AI翻译
  作者：Hardt, Moritz
  作者单位：University of California System; University of California Berkeley
• Post-Selection Inference Following Aggregate Level Hypothesis Testing in Large-Scale Genomic Data AI翻译
  作者：Heller, Ruth; Chatterjee, Nilanjan; Krieger, Abba; Shi, Jianxin
  作者单位：Tel Aviv University; Johns Hopkins University; Johns Hopkins Bloomberg School of Public Health; Johns Hopkins University; University of Pennsylvania; National Institutes of Health (NIH) - USA; NIH National Cancer Institute (NCI); NIH National Cancer Institute- Division of Cancer Epidemiology & Genetics
  摘要：In many genomic applications, hypotheses tests are performed for powerful identification of signals by aggregating test-statistics across units within naturally defined classes. Following class-level testing, it is naturally of interest to identify the lower level units which contain true signals. Testing the individual units within a class without taking into account the fact that the class was selected using an aggregate-level test-statistic, will produce biased inference. We develop a hypot...
• Sparse Pairwise Likelihood Estimation for Multivariate Longitudinal Mixed Models AI翻译
  作者：Hui, Francis K. C.; Mueller, Samuel; Welsh, A. H.
  作者单位：Australian National University; University of Sydney
  摘要：It is becoming increasingly common in longitudinal studies to collect and analyze data on multiple responses. For example, in the social sciences we may be interested in uncovering the factors driving mental health of individuals over time, where mental health is measured using a set of questionnaire items. One approach to analyzing such multi-dimensional data is multivariate mixed models, an extension of the standard univariate mixed model to handle multiple responses. Estimating multivariate...
• Classified Mixed Model Prediction AI翻译
  作者：Jiang, Jiming; Rao, J. Sunil; Fan, Jie; Thuan Nguyen
  作者单位：University of California System; University of California Davis; University of Miami; Oregon Health & Science University
  摘要：Many practical problems are related to prediction, where the main interest is at subject (e.g., personalized medicine) or (small) sub-population (e.g., small community) level. In such cases, it is possible to make substantial gains in prediction accuracy by identifying a class that a new subject belongs to. This way, the new subject is potentially associated with a random effect corresponding to the same class in the training data, so that method of mixed model prediction can be used to make t...
• Tractable Bayesian Variable Selection: Beyond Normality AI翻译
  作者：Rossell, David; Rubio, Francisco J.
  作者单位：Pompeu Fabra University; University of London; London School of Hygiene & Tropical Medicine
  摘要：Bayesian variable selection often assumes normality, but the effects of model misspecification are not sufficiently understood. There are sound reasons behind this assumption, particularly for large p: ease of interpretation, analytical, and computational convenience. More flexible frameworks exist, including semi- or nonparametric models, often at the cost of some tractability. We propose a simple extension that allows for skewness and thicker-than-normal tails but preserves tractability. It ...
• Multiple Testing of Submatrices of a Precision Matrix With Applications to Identification of Between Pathway Interactions AI翻译
  作者：Xia, Yin; Cai, Tianxi; Cai, T. Tony
  作者单位：Fudan University; Harvard University; Harvard T.H. Chan School of Public Health; University of Pennsylvania
  摘要：Making accurate inference for gene regulatory networks, including inferring about pathway-by-pathway interactions, is an important and difficult task. Motivated by such genomic applications, we consider multiple testing for conditional dependence between subgroups of variables. Under a Gaussian graphical model framework, the problem is translated into simultaneous testing for a collection of submatrices of a high-dimensional precision matrix with each submatrix summarizing the dependence struc...
• On Reject and Refine Options in Multicategory Classification AI翻译
  作者：Zhang, Chong; Wang, Wenbo; Qiao, Xingye
  作者单位：University of Waterloo; State University of New York (SUNY) System; Binghamton University, SUNY
  摘要：In many real applications of statistical learning, a decision made from misclassification can be too costly to afford; in this case, a reject option, which defers the decision until further investigation is conducted, is often preferred. In recent years, there has been much development for binary classification with a reject option. Yet, little progress has been made for the multicategory case. In this article, we propose margin-based multicategory classification methods with a reject option. ...
• Probabilities of Concurrent Extremes AI翻译
  作者：Dombry, Clement; Ribatet, Mathieu; Stoev, Stilian
  作者单位：Centre National de la Recherche Scientifique (CNRS); Universite Marie et Louis Pasteur; Universite de Montpellier; University of Michigan System; University of Michigan
  摘要：The statistical modeling of spatial extremes has been an active area of recent research with a growing domain of applications. Much of the existing methodology, however, focuses on the magnitudes of extreme events rather than on their timing. To address this gap, this article investigates the notion of extremal concurrence. Suppose that daily temperatures are measured at several synoptic stations. We say that extremes are concurrent if record maximum temperatures occur simultaneously, that is,...
• Linear Hypothesis Testing in Dense High-Dimensional Linear Models AI翻译
  作者：Zhu, Yinchu; Bradic, Jelena
  作者单位：University of California System; University of California San Diego
  摘要：We propose a methodology for testing linear hypothesis in high-dimensional linear models. The proposed test does not impose any restriction on the size of the model, that is, model sparsity or the loading vector representing the hypothesis. Providing asymptotically valid methods for testing general linear functions of the regression parameters in high-dimensions is extremely challengingespecially without making restrictive or unverifiable assumptions on the number of nonzero elements. We propo...