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作者：Cai, Tony; Liu, Weidong; Xia, Yin
作者单位：University of Pennsylvania; Shanghai Jiao Tong University; Shanghai Jiao Tong University
摘要：In the high-dimensional setting, this article considers three interrelated problems: (a) testing the equality of two covariance matrices Sigma(1) and Sigma(2); (b) recovering the support of Sigma(1) - Sigma(2); and (c) testing the equality of Sigma(1) and Sigma(2) row by row. We propose a new test for testing the hypothesis H-0: Sigma(1) = Sigma(2) and investigate its theoretical and numerical properties. The limiting null distribution of the test statistic is derived and the power of the test...
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作者：Lei, Jing; Robins, James; Wasserman, Larry
作者单位：Carnegie Mellon University; Harvard University; Harvard University; Carnegie Mellon University
摘要：This article introduces a new approach to prediction by bringing together two different nonparametric ideas: distribution-free inference and nonparametric smoothing. Specifically, we consider the problem of constructing nonparametric tolerance/prediction sets. We start from the general conformal prediction approach, and we use a kernel density estimator as a measure of agreement between a sample point and the underlying distribution. The resulting prediction set is shown to be closely related ...
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作者：Hanks, Ephraim M.; Hooten, Mevin B.
作者单位：Colorado State University System; Colorado State University Fort Collins; United States Department of the Interior; United States Geological Survey; Colorado State University System; Colorado State University Fort Collins
摘要：Circuit theory has seen extensive recent use in the field of ecology, where it is often applied to study functional connectivity. The landscape is typically represented by a network of nodes and resistors, with the resistance between nodes a function of landscape characteristics. The effective distance between two locations on a landscape is represented by the resistance distance between the nodes in the network. Circuit theory has been applied to many other scientific fields for exploratory a...
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作者：Weinstein, Asaf; Fithian, William; Benjamini, Yoav
作者单位：University of Pennsylvania; Stanford University; Tel Aviv University; Tel Aviv University
摘要：In many current large-scale problems, confidence intervals (CIs) are constructed only for the parameters that are large, as indicated by their estimators, ignoring the smaller parameters. Such selective inference poses a problem to the usual marginal CIs that no longer offer the right level of coverage, not even on the average over the selected parameters. We address this problem by developing three methods to construct short and valid CIs for the location parameter of a symmetric unimodal dis...
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作者：Liang, Faming; Cheng, Yi Hen; Song, Qifan; Park, Jincheol; Yang, Ping
作者单位：Texas A&M University System; Texas A&M University College Station; Texas A&M University System; Texas A&M University College Station
摘要：The Gaussian geostatistical model has been widely used in modeling of spatial data. However, it is challenging to computationally implement this method because it requires the inversion of a large covariance matrix, particularly when there is a large number of observations. This article proposes a resampling-based stochastic approximation method to address this challenge. At each iteration of the proposed method, a small subsample is drawn from the full dataset, and then the current estimate o...
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作者：Kim, Jane Paik; Lu, Wenbin; Sit, Tony; Ying, Zhiliang
作者单位：Stanford University; North Carolina State University; Columbia University
摘要：We propose a unified estimation method for semiparametric linear transformation models under general biased sampling schemes. The new estimator is obtained from a set of counting process-based unbiased estimating equations, developed through introducing a general weighting scheme that offsets the sampling bias. The usual asymptotic properties, including consistency and asymptotic normality, are established under suitable regularity conditions. A closed-form formula is derived for the limiting ...
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作者：Naranjo, Arlene; Trindade, A. Alexandre; Casella, George
作者单位：State University System of Florida; University of Florida; Texas Tech University System; Texas Tech University; State University System of Florida; University of Florida
摘要：This article proposes an extended state-space model for accommodating multivariate panel data. The novel aspect of this contribution is an adjustment to the classical model for multiple subjects that allows missingness in the covariates in addition to the responses. Missing covariate data are handled by a second state-space model nested inside the first to represent unobserved exogenous information. Relevant Kalman filter equations are derived, and explicit expressions are provided for both th...
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作者：Wheldon, Mark C.; Raftery, Adrian E.; Clark, Samuel J.; Gerland, Patrick
作者单位：University of Washington; University of Washington Seattle; University of Washington; University of Washington Seattle; University of Colorado System; University of Colorado Boulder; University of Witwatersrand
摘要：Current methods for reconstructing human populations of the past by age and sex are deterministic or do not formally account for measurement error. We propose a method for simultaneously estimating age-specific population counts, fertility rates, mortality rates, and net international migration flows from fragmentary data that incorporates measurement error. Inference is based on joint posterior probability distributions that yield fully probabilistic interval estimates. It is designed for the...
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作者：Ho, Man-Wai; Tu, Wanzhu; Ghosh, Pulak; Tiwari, Ram C.
作者单位：National University of Singapore; Indiana University System; Indiana University Bloomington; Indian Institute of Management (IIM System); Indian Institute of Management Bangalore; US Food & Drug Administration (FDA)
摘要：In cluster randomized trials, patients seen by the same physician are randomized to the same treatment arm as a group. Besides the natural clustering of patients due to cluster/group randomization, interactions between an individual patient and the attending physician within the group could just as well influence patient care outcomes. Despite the intuitive relevance of these interactions to treatment assessment, few studies have thus far examined their influences. Whether and to what extent t...
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作者：Linzer, Drew A.
作者单位：Emory University
摘要：I present a dynamic Bayesian forecasting model that enables early and accurate prediction of U.S. presidential election outcomes at the state level. The method systematically combines information from historical forecasting models in real time with results from the large number of state-level opinion surveys that are released publicly during the campaign. The result is a set of forecasts that are initially as good as the historical model, and then gradually increase in accuracy as Election Day...
