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作者：Zhang, Ting
作者单位：University System of Georgia; University of Georgia
摘要：In this article we develop an asymptotic theory for sample tail autocorrelations of time series data that can exhibit serial dependence in both tail and non-tail regions. Unlike with the traditional autocorrelation function, the study of tail autocorrelations requires a double asymptotic scheme to capture the tail phenomena, and our results do not impose any restrictions on the dependence structure in non-tail regions and allow processes that are not necessarily strongly mixing. The newly deve...
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作者：Fasano, Augusto; Durante, Daniele; Zanella, Giacomo
作者单位：Bocconi University
摘要：Modern methods for Bayesian regression beyond the Gaussian response setting are often computationally impractical or inaccurate in high dimensions. In fact, as discussed in recent literature, bypassing such a trade-off is still an open problem even in routine binary regression models, and there is limited theory on the quality of variational approximations in high-dimensional settings. To address this gap, we study the approximation accuracy of routinely used mean-field variational Bayes solut...
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作者：Ghodrati, Laya; Panaretos, Victor M.
作者单位：Swiss Federal Institutes of Technology Domain; Ecole Polytechnique Federale de Lausanne
摘要：We present a framework for performing regression when both covariate and response are probability distributions on a compact interval. Our regression model is based on the theory of optimal transportation, and links the conditional Frechet mean of the response to the covariate via an optimal transport map. We define a Frechet-least-squares estimator of this regression map, and establish its consistency and rate of convergence to the true map, under both full and partial observations of the reg...
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作者：Yin, J.; Markes, S.; Richardson, T. S.; Wang, L.
作者单位：University of Washington; University of Washington Seattle; University of Toronto; University of Washington; University of Washington Seattle
摘要：Generalized linear models, such as logistic regression, are widely used to model the association between a treatment and a binary outcome as a function of baseline covariates. However, the coefficients of a logistic regression model correspond to log odds ratios, while subject-matter scientists are often interested in relative risks. Although odds ratios are sometimes used to approximate relative risks, this approximation is appropriate only when the outcome of interest is rare for all levels ...
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作者：Liu, Molei; Katsevich, Eugene; Janson, Lucas; Ramdas, Aaditya
作者单位：Harvard University; Harvard T.H. Chan School of Public Health; University of Pennsylvania; Harvard University; Carnegie Mellon University
摘要：We consider the problem of conditional independence testing: given a response Y and covariates (X, Z), we test the null hypothesis that Y perpendicular to X | Z. The conditional randomization test was recently proposed as a way to use distributional information about X | Z to exactly and nonasymptotically control Type-I error using any test statistic in any dimensionality without assuming anything about Y | (X, Z). This flexibility, in principle, allows one to derive powerful test statistics f...
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作者：Loper, J. H.; Lei, L.; Fithian, W.; Tansey, W.
作者单位：Columbia University; Stanford University; University of California System; University of California Berkeley; Memorial Sloan Kettering Cancer Center
摘要：We consider the problem of multiple hypothesis testing when there is a logical nested structure to the hypotheses. When one hypothesis is nested inside another, the outer hypothesis must be false if the inner hypothesis is false. We model the nested structure as a directed acyclic graph, including chain and tree graphs as special cases. Each node in the graph is a hypothesis and rejecting a node requires also rejecting all of its ancestors. We propose a general framework for adjusting node-lev...
