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作者：Tian, Ye; Xu, Hongquan
作者单位：University of California System; University of California Los Angeles
摘要：Space-filling designs are widely used in computer experiments. Inspired by the stratified orthogonality of strong orthogonal arrays, we propose a criterion of minimum aberration-type for assessing the space-filling properties of designs based on design stratification properties on various grids. A space-filling hierarchy principle is proposed as a basic assumption of the criterion. The new criterion provides a systematic way of classifying and ranking space-filling designs, including various t...
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作者：Sherlock, C.; Thiery, A. H.
作者单位：Lancaster University; National University of Singapore
摘要：Most Markov chain Monte Carlo methods operate in discrete time and are reversible with respect to the target probability. Nevertheless, it is now understood that the use of nonreversible Markov chains can be beneficial in many contexts. In particular, the recently proposed bouncy particle sampler leverages a continuous-time and nonreversible Markov process, and empirically shows state-of-the-art performance when used to explore certain probability densities; however, its implementation typical...
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作者：South, L. F.; Karvonen, T.; Nemeth, C.; Girolami, M.; Oates, C. J.
作者单位：Queensland University of Technology (QUT); Alan Turing Institute; Lancaster University; University of Cambridge; Newcastle University - UK
摘要：A novel control variate technique is proposed for the post-processing of Markov chain Monte Carlo output, based on both Stein's method and an approach to numerical integration due to Sard. The resulting estimators of posterior expected quantities of interest are proven to be polynomially exact in the Gaussian context, while empirical results suggest that the estimators approximate a Gaussian cubature method near the Bernstein-von Mises limit. The main theoretical result establishes a bias-corr...
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作者：Escobar-Bach, Mikael
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作者：Ferraty, F.; Nagy, S.
作者单位：Universite de Toulouse; Charles University Prague
摘要：It is common to want to regress a scalar response on a random function. This paper presents results that advocate local linear regression based on a projection as a nonparametric approach to this problem. Our asymptotic results demonstrate that functional local linear regression outperforms its functional local constant counterpart. Beyond the estimation of the regression operator itself, local linear regression is also a useful tool for predicting the functional derivative of the regression o...
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作者：Matsuda, T.; Strawderman, W. E.
作者单位：RIKEN; Rutgers University System; Rutgers University New Brunswick
摘要：We investigate estimation of a normal mean matrix under the matrix quadratic loss. Improved estimation under the matrix quadratic loss implies improved estimation of any linear combination of the columns under the quadratic loss. First, an unbiased estimate of risk is derived and the Efron-Morris estimator is shown to be minimax. Next, a notion of matrix superharmonicity for matrix-variate functions is introduced and shown to have properties analogous to those of the usual superharmonic functi...
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作者：Li, Wei
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作者：Savje, F.
作者单位：Yale University
摘要：The paper shows that matching without replacement on propensity scores produces estimators that generally are inconsistent for the average treatment effect of the treated. To achieve consistency, practitioners must either assume that no units exist with propensity scores greater than 1/2 or assume that there is no confounding among such units. The result is not driven by the use of propensity scores, and similar artifacts arise when matching on other scores as long as it is without replacement.
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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：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 ...
