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作者：Xia, Fan; Chan, Kwun Chuen Gary
作者单位：University of Washington; University of Washington Seattle; University of Washington; University of Washington Seattle
摘要：Natural mediation effects are desirable estimands for studying causal mechanisms in a population, but complications arise in defining and estimating natural indirect effects through multiple mediators with an unspecified causal ordering. We propose a decomposition of the natural indirect effect of multiple mediators into individual components, termed exit indirect effects, and a remainder interaction term, and study the similarities to and differences from existing natural and interventional e...
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作者：Sarkar, Sanat K.; Tang, Cheng Yong
作者单位：Pennsylvania Commonwealth System of Higher Education (PCSHE); Temple University
摘要：We consider the knockoff-based multiple testing set-up of Barber & Candes (2015). for variable selection in multiple regression. The method of Benjamini & Hochberg (1995) and an adaptive version of it are adjusted to this set-up, transforming them to valid p-value-based, false discovery rate-controlling methods that do not rely on specifying the correlation structure of the explanatory variables. Simulations and real data applications show that the proposed methods are powerful competitors of ...
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作者：Sen, Deborshee
作者单位：University of Bath
摘要：Sequential Monte Carlo methods are typically not straightforward to implement on parallel architectures. This is because standard resampling schemes involve communication between all particles. The alpha-sequential Monte Carlo method was proposed recently as a potential solution to this that limits communication between particles. This limited communication is controlled through a sequence of stochastic matrices known as alpha matrices. We study the influence of the communication structure on ...
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作者：Gerber, M.; Douc, R.
作者单位：University of Bristol; IMT - Institut Mines-Telecom; Institut Polytechnique de Paris; Telecom SudParis
摘要：We introduce a new online algorithm for expected loglikelihood maximization in situations where the objective function is multimodal or has saddle points. The key element underpinning the algorithm is a probability distribution that concentrates on the target parameter value as the sample size increases and can be efficiently estimated by means of a standard particle filter algorithm. This distribution depends on a learning rate, such that the faster the learning rate the quicker the distribut...
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作者：Hu, Yuchen; Li, Shuangning; Wager, Stefan
作者单位：Stanford University; Stanford University; Stanford University
摘要：We propose a definition for the average indirect effect of a binary treatment in the potential outcomes model for causal inference under cross-unit interference. Our definition is analogous to the standard definition of the average direct effect and can be expressed without needing to compare outcomes across multiple randomized experiments. We show that the proposed indirect effect satisfies a decomposition theorem stating that in a Bernoulli trial, the sum of the average direct and indirect e...
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作者：Dey, Debangan; Datta, Abhirup; Banerjee, Sudipto
作者单位：Johns Hopkins University; Johns Hopkins Bloomberg School of Public Health; University of California System; University of California Los Angeles
摘要：For multivariate spatial Gaussian process models, customary specifications of cross-covariance functions do not exploit relational inter-variable graphs to ensure process-level conditional independence between the variables. This is undesirable, especially in highly multivariate settings, where popular cross-covariance functions, such as multivariate Matern functions, suffer from a curse of dimensionality as the numbers of parameters and floating-point operations scale up in quadratic and cubi...
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作者：Benard, Clement; Da Veiga, Sebastien; Scornet, Erwan
作者单位：Safran S.A.; Institut Polytechnique de Paris; Ecole Polytechnique; Centre National de la Recherche Scientifique (CNRS); CNRS - National Institute for Mathematical Sciences (INSMI)
摘要：Variable importance measures are the main tools used to analyse the black-box mechanisms of random forests. Although the mean decrease accuracy is widely accepted as the most efficient variable importance measure for random forests, little is known about its statistical properties. In fact, the definition of mean decrease accuracy varies across the main random forest software. In this article, our objective is to rigorously analyse the behaviour of the main mean decrease accuracy implementatio...
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作者：Huang, C.; Zhu, H.
作者单位：State University System of Florida; Florida State University; University of North Carolina; University of North Carolina Chapel Hill
摘要：This paper develops a functional hybrid factor regression modelling framework to handle the heterogeneity of many large-scale imaging studies, such as the Alzheimer's disease neuroimaging initiative study. Despite the numerous successes of those imaging studies, such heterogeneity may be caused by the differences in study environment, population, design, protocols or other hidden factors, and it has posed major challenges in integrative analysis of imaging data collected from multicentres or m...
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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...
