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作者：Zhang, Weiping; Jin, Baisuo; Bai, Zhidong
作者单位：Chinese Academy of Sciences; University of Science & Technology of China, CAS; Northeast Normal University - China
摘要：We introduce a conceptually simple, efficient and easily implemented approach for learning the block structure in a large matrix. Using the properties of U-statistics and large-dimensional random matrix theory, the group structure of many variables can be directly identified based on the eigenvalues and eigenvectors of the scaled sample matrix. We also establish the asymptotic properties of the proposed approach under mild conditions. The finite-sample performance of the approach is examined b...
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作者：Barreiro-Ures, D.; Cao, R.; Francisco-Fernandez, M.; Hart, J. D.
作者单位：Universidade da Coruna; Texas A&M University System; Texas A&M University College Station
摘要：Hall & Robinson (2009) proposed and analysed the use of bagged cross-validation to choose the bandwidth of a kernel density estimator. They established that bagging greatly reduces the noise inherent in ordinary cross-validation, and hence leads to a more efficient bandwidth selector. The asymptotic theory of Hall & Robinson (2009) assumes that N, the number of bagged subsamples, is 8. We expand upon their theoretical results by allowing N to be finite, as it is in practice. Our results indica...
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作者：Solus, L.; Wang, Y.; Uhler, C.
作者单位：Royal Institute of Technology; Tsinghua University; Massachusetts Institute of Technology (MIT)
摘要：Directed acyclic graphical models are widely used to represent complex causal systems. Since the basic task of learning such a model from data is NP-hard, a standard approach is greedy search over the space of directed acyclic graphs or Markov equivalence classes of directed acyclic graphs. As the space of directed acyclic graphs on p nodes and the associated space of Markov equivalence classes are both much larger than the space of permutations, it is desirable to consider permutation-based g...
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作者：Garside, K.; Gjoka, A.; Henderson, R.; Johnson, H.; Makarenko, I
作者单位：Newcastle University - UK
摘要：Persistent homology is used to track the appearance and disappearance of features as we move through a nested sequence of topological spaces. Equating the nested sequence to a filtration and the appearance and disappearance of features to events, we show that simple event history methods can be used for the analysis of topological data. We propose a version of the well-known Nelson-Aalen cumulative hazard estimator for the comparison of topological features of random fields and for testing par...
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作者：Wang, Linbo; Zhang, Yuexia; Richardson, Thomas S.; Robins, James M.
作者单位：University of Toronto; University of Toronto; University of Washington; University of Washington Seattle; Harvard University; Harvard T.H. Chan School of Public Health
摘要：Instrumental variables are widely used to deal with unmeasured confounding in observational studies and imperfect randomized controlled trials. In these studies, researchers often target the so-called local average treatment effect as it is identifiable under mild conditions. In this paper we consider estimation of the local average treatment effect under the binary instrumental variable model. We discuss the challenges of causal estimation with a binary outcome and show that, surprisingly, it...
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作者：Lei, Lihua; Ding, Peng
作者单位：Stanford University; University of California System; University of California Berkeley
摘要：Randomized experiments have become important tools in empirical research. In a completely randomized treatment-control experiment, the simple difference in means of the outcome is unbiased for the average treatment effect, and covariate adjustment can further improve the efficiency without assuming a correctly specified outcome model. In modern applications, experimenters often have access to many covariates, motivating the need for a theory of covariate adjustment under the asymptotic regime ...
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作者：Maruyama, Y.; Strawderman, W. E.
作者单位：Kobe University; Rutgers University System; Rutgers University New Brunswick
摘要：We study admissibility of a subclass of generalized Bayes estimators of a multivariate normal vector in the case where the variance is unknown, under scaled quadratic loss. Minimaxity is established for some of these estimators.
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作者：Dette, Holger; Kokot, Kevin
作者单位：Ruhr University Bochum
摘要：We study the problem of testing equivalence of functional parameters, such as the mean or the variance function, in the two-sample functional data setting. In contrast to previous work where the functional problem is reduced to a multiple testing problem for the equivalence of scalar data by comparing the functions at each point, our approach is based on an estimate of a distance measuring the maximum deviation between the two functional parameters. Equivalence is claimed if the estimate for t...
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作者：Garside, K.; Gjoka, A.; Henderson, R.; Johnson, H.; Makarenko, I
作者单位：Newcastle University - UK
