520期

最新文章

• Nonparametric Bayes Modeling of Populations of Networks AI翻译
  作者：Durante, Daniele; Dunson, David B.; Vogelstein, Joshua T.
  作者单位：University of Padua; Duke University; Johns Hopkins University
  摘要：Replicated network data are increasingly available in many research fields. For example, in connectomic applications, interconnections among brain regions are collected for each patient under study, motivating statistical models which can flexibly characterize the probabilistic generative mechanism underlying these network-valued data. Available models for a single network are not designed specifically for inference on the entire probability mass function of a network-valued random variable an...
• Evaluating the Quality of Survey and Administrative Data with Generalized Multitrait-Multimethod Models AI翻译
  作者：Oberski, D. L.; Kirchner, A.; Eckman, S.; Kreuter, F.
  作者单位：Utrecht University; Research Triangle Institute; University of Nebraska System; University of Nebraska Lincoln; University of Mannheim; University System of Maryland; University of Maryland College Park
  摘要：Administrative data are increasingly important in statistics, but, like other types of data, may contain measurement errors. To prevent such errors from invalidating analyses of scientific interest, it is therefore essential to estimate the extent of measurement errors in administrative data. Currently, however, most approaches to evaluate such errors involve either prohibitively expensive audits or comparison with a survey that is assumed perfect. We introduce the generalized multitrait-multi...
• Bootstrap Inference of Matching Estimators for Average Treatment Effects AI翻译
  作者：Otsu, Taisuke; Rai, Yoshiyasu
  作者单位：University of London; London School Economics & Political Science; University of Wisconsin System; University of Wisconsin Madison
  摘要：It is known that the naive bootstrap is not asymptotically valid for a matching estimator of the average treatment effect with a fixed number of matches. In this article, we propose asymptotically valid inference methods for matching estimators based on theweighted bootstrap. The key is to construct bootstrap counterparts by resampling based on certain linear forms of the estimators. Ourweighted bootstrap is applicable for the matching estimators of both the average treatment effect and its co...
• Intraday Stochastic Volatility in Discrete Price Changes: The Dynamic Skellam Model AI翻译
  作者：Koopman, Siem Jan; Lit, Rutger; Lucas, Andre
  作者单位：Vrije Universiteit Amsterdam; Tinbergen Institute; Aarhus University; CREATES
  摘要：We study intraday stochastic volatility for four liquid stocks traded on the New York Stock Exchange using a new dynamic Skellam model for high-frequency tick-by-tick discrete price changes. Since the likelihood function is analytically intractable, we rely on numerical methods for its evaluation. Given the high number of observations per series per day (1000 to 10,000), we adopt computationally efficient methods including Monte Carlo integration. The intraday dynamics of volatility and the hi...
• Variable Selection in Kernel Regression Using Measurement Error Selection Likelihoods AI翻译
  作者：White, Kyle R.; Stefanski, Leonard A.; Wu, Yichao
  作者单位：North Carolina State University; University of Illinois System; University of Illinois Chicago; University of Illinois Chicago Hospital
  摘要：This article develops a nonparametric shrinkage and selection estimator via the measurement error selection likelihood approach recently proposed by Stefanski, Wu, and White. The measurement error kernel regression operator (MEKRO) has the same form as the Nadaraya-Watson kernel estimator, but optimizes a measurement error model selection likelihood to estimate the kernel bandwidths. Much like LASSO or COSSO solution paths, MEKRO results in solution paths depending on a tuning parameter that c...
• Density Level Sets: Asymptotics, Inference, and Visualization AI翻译
  作者：Chen, Yen-Chi; Genovese, Christopher R.; Wasserman, Larry
  作者单位：University of Washington; University of Washington Seattle; Carnegie Mellon University
  摘要：We study the plug-in estimator for density level sets under Hausdorff loss. We derive asymptotic theory for this estimator, and based on this theory, we develop two bootstrap confidence regions for level sets. We introduce a new technique for visualizing density level sets, even in multidimensions, which is easy to interpret and efficient to compute. Supplementary materials for this article are available online.
• Rejoinder: Nonparametric Bayes Modeling of Populations of Networks AI翻译
  作者：Durante, Daniele; Dunson, David B.; Vogelstein, Joshua T.
  作者单位：Bocconi University; Duke University; Johns Hopkins University; Johns Hopkins University
• The Hamming Ball Sampler AI翻译
  作者：Titsias, Michalis K.; Yau, Christopher
  作者单位：Athens University of Economics & Business; University of Oxford; Wellcome Centre for Human Genetics; University of Oxford
  摘要：We introduce the Hamming ball sampler, a novel Markov chain Monte Carlo algorithm, for efficient inference in statistical models involving high-dimensional discrete state spaces. The sampling scheme uses an auxiliary variable construction that adaptively truncates the model space allowing iterative exploration of the full model space. The approach generalizes conventional Gibbs sampling schemes for discrete spaces and provides an intuitive means for user-controlled balance between statistical ...
• PLEMT: A Novel Pseudolikelihood-Based EM Test for Homogeneity in Generalized Exponential Tilt Mixture Models AI翻译
  作者：Hong, Chuan; Ning, Yang; Wang, Shuang; Wu, Hao; Carroll, Raymond J.; Chen, Yong
  作者单位：Harvard University; Harvard T.H. Chan School of Public Health; Cornell University; Columbia University; Emory University; Rollins School Public Health; Texas A&M University System; Texas A&M University College Station; University of Pennsylvania
  摘要：Motivated by analyses of DNA methylation data, we propose a semiparametric mixture model, namely, the generalized exponential tilt mixture model, to account for heterogeneity between differentially methylated and nondifferentially methylated subjects in the cancer group, and capture the differences in higher order moments (e.g., mean and variance) between subjects in cancer and normal groups. A pairwise pseudolikelihood is constructed to eliminate the unknown nuisance function. To circumvent b...
• The Design and Analysis for the Icing Wind Tunnel Experiment of a New Deicing Coating AI翻译
  作者：Li, Xiaodong; He, Xu; He, Yuanzhen; Zhang, Hui; Zhang, Zhong; Lin, Dennis K. J.
  作者单位：Chinese Academy of Sciences; Academy of Mathematics & System Sciences, CAS; Chinese Academy of Sciences; National Center for Nanoscience & Technology, CAS; Pennsylvania Commonwealth System of Higher Education (PCSHE); Pennsylvania State University; Pennsylvania State University - University Park
  摘要：A new kind of deicing coating is developed to provide aircraft with efficient and durable protection from icing-induced dangers. The icing wind tunnel experiment is indispensable in confirming the usefulness of a deicing coating. Due to the high cost of each batch relative to the available budget, an efficient design of the icing wind tunnel experiment is crucial. The challenges in designing this experiment are multi-fold. It involves between-block factors and within-block factors, incomplete ...