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作者：[Anonymous]
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作者：Bing, Xin; Wegkamp, Marten
作者单位：University of Toronto; Cornell University
摘要：This paper considers binary classification of high-dimensional features under a postulated model with a low-dimensional latent Gaussian mixture structure and nonvanishing noise. A generalized least-squares estimator is used to estimate the direction of the optimal separating hyperplane. The estimated hyperplane is shown to interpolate on the training data. While the direction vector can be consistently estimated, as could be expected from recent results in linear regression, a naive plug-in es...
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作者：Fan, Yixuan; Jiao, Zhanyi; Wang, Ruodu
作者单位：Tianjin University; Illinois State University; University of Waterloo
摘要：We address the problem of testing the conditional mean and conditional variance for nonstationary data. We build e-values and p-values for four types of nonparametric composite hypothesis with specified mean and variance as well as other conditions on the shape of the data-generating distribution. These shape conditions include symmetry, unimodality and their combination. Using the obtained e-values and p-values, we construct tests via e-processes, also known as testing by betting, as well as ...
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作者：Huang, Melody; Pimentel, Samuel D.
作者单位：Yale University; University of California System; University of California Berkeley
摘要：Weighting methods are popular tools for estimating causal effects, and assessing their robustness under unobserved confounding is important in practice. Current approaches to sensitivity analyses rely on bounding a worst-case error from omitting a confounder. In this paper, we introduce a new sensitivity model called the variance-based sensitivity model, which instead bounds the distributional differences that arise in the weights from omitting a confounder. The variance-based sensitivity mode...
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作者：Dette, H.; Kroll, M.
作者单位：Ruhr University Bochum
摘要：We prove that an m-out-of-n bootstrap procedure for Chatterjee's rank correlation is consistent whenever asymptotic normality of Chatterjee's rank correlation can be established. In particular, we prove that m-out-of-n bootstrap works for continuous as well as discrete data with independent coordinates; furthermore, simulations indicate that it also performs well for discrete data with dependent coordinates, and that it outperforms alternative estimation methods. Consistency of the bootstrap i...
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作者：Dimitriadis, Timo; Fissler, Tobias; Ziegel, Johanna
作者单位：Ruprecht Karls University Heidelberg; Swiss Federal Institutes of Technology Domain; ETH Zurich; University of Bern
摘要：We characterize the full classes of M-estimators for semiparametric models of general functionals by formally connecting the theory of consistent loss functions from forecast evaluation with the theory of M-estimation. This novel characterization result allows us to leverage existing results on loss functions known from the literature on forecast evaluation in estimation theory. We exemplify advantageous implications for the fields of robust, efficient, equivariant and Pareto-optimal M-estimat...
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作者：Jin, Ying; Rothenhaeusler, Dominik
作者单位：Stanford University
摘要：Parameters of subpopulations can be more relevant than those of superpopulations. For example, a healthcare provider may be interested in the effect of a treatment plan for a specific subset of their patients; policymakers may be concerned with the impact of a policy in a particular state within a given population. In these cases, the focus is on a specific finite population, as opposed to an infinite superpopulation. Such a population can be characterized by fixing some attributes that are in...
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作者：Zhang, Yao; Zhao, Qingyuan
作者单位：Stanford University; University of Cambridge
摘要：We consider the problem of constructing multiple independent conditional randomization tests using a single dataset. Because the tests are independent, the randomization p-values can be interpreted individually and combined using standard methods for multiple testing. We give a simple, sequential construction of such tests and then discuss its application to three problems: Rosenbaum's evidence factors for observational studies, lagged treatment effects in stepped-wedge trials, and spillover e...
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作者：Cohen, P. L.; Fogarty, C. B.
作者单位：Massachusetts Institute of Technology (MIT); University of Michigan System; University of Michigan
摘要：In randomized experiments, adjusting for observed features when estimating treatment effects has been proposed as a way to improve asymptotic efficiency. However, among parametric methods, only linear regression has been proven to form an estimate of the average treatment effect that is asymptotically no less efficient than the treated-minus-control difference in means regardless of the true data generating process. Randomized treatment assignment provides this do-no-harm property, with neithe...
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作者：Qu, Lianqiang; Sun, Liuquan; Sun, Yanqing
作者单位：Central China Normal University; Chinese Academy of Sciences; Academy of Mathematics & System Sciences, CAS; University of North Carolina; University of North Carolina Charlotte
摘要：Quantile regression has become a widely used tool for analysing competing risk data. However, quantile regression for competing risk data with a continuous mark is still scarce. The mark variable is an extension of cause of failure in a classical competing risk model where cause of failure is replaced by a continuous mark only observed at uncensored failure times. An example of the continuous mark variable is the genetic distance that measures dissimilarity between the infecting virus and the ...
