-
作者：Jiang, Binyan; Loh, Wei-Liem
作者单位：National University of Singapore
摘要：This article proposes a method of moments technique for estimating the sparsity of signals in a random sample. This involves estimating the largest eigenvalue of a large Hermitian trigonometric matrix under mild conditions. As illustration, the method is applied to two well-known problems. The first focuses on the sparsity of a large covariance matrix and the second investigates the sparsity of a sequence of signals observed with stationary, weakly dependent noise. Simulation shows that the pr...
-
作者：Rotnitzky, Andrea; Lei, Quanhong; Sued, Mariela; Robins, James M.
作者单位：Universidad Torcuato Di Tella; University of Buenos Aires; Harvard University; Harvard T.H. Chan School of Public Health
摘要：Recently proposed double-robust estimators for a population mean from incomplete data and for a finite number of counterfactual means can have much higher efficiency than the usual double-robust estimators under misspecification of the outcome model. In this paper, we derive a new class of double-robust estimators for the parameters of regression models with incomplete cross-sectional or longitudinal data, and of marginal structural mean models for cross-sectional data with similar efficiency ...
-
作者：Rosenbaum, P. R.
作者单位：University of Pennsylvania
摘要：In a matched observational study of treatment effects, a sensitivity analysis asks about the magnitude of the departure from random assignment that would need to be present to alter the conclusions of an analysis that assumes that matching for measured covariates removes all bias. The reported degree of sensitivity to unmeasured biases depends on both the process that generated the data and the chosen methods of analysis, so a poor choice of method may lead to an exaggerated report of sensitiv...
-
作者：Chen, Li; Lin, D. Y.; Zeng, Donglin
作者单位：University of Kentucky; University of Kentucky; University of North Carolina; University of North Carolina Chapel Hill
摘要：We propose a graphical measure, the generalized negative predictive function, to quantify the predictive accuracy of covariates for survival time or recurrent event times. This new measure characterizes the event-free probabilities over time conditional on a thresholded linear combination of covariates and has direct clinical utility. We show that this function is maximized at the set of covariates truly related to event times and thus can be used to compare the predictive accuracy of differen...
-
作者：Jung, Sungkyu; Dryden, Ian L.; Marron, J. S.
作者单位：Pennsylvania Commonwealth System of Higher Education (PCSHE); University of Pittsburgh; University of South Carolina System; University of South Carolina Columbia; University of North Carolina; University of North Carolina Chapel Hill
摘要：A general framework for a novel non-geodesic decomposition of high-dimensional spheres or high-dimensional shape spaces for planar landmarks is discussed. The decomposition, principal nested spheres, leads to a sequence of submanifolds with decreasing intrinsic dimensions, which can be interpreted as an analogue of principal component analysis. In a number of real datasets, an apparent one-dimensional mode of variation curving through more than one geodesic component is captured in the one-dim...
-
作者：Delaigle, A.; Hall, P.; Bathia, N.
作者单位：University of Melbourne
摘要：The infinite dimension of functional data can challenge conventional methods for classification and clustering. A variety of techniques have been introduced to address this problem, particularly in the case of prediction, but the structural models that they involve can be too inaccurate, or too abstract, or too difficult to interpret, for practitioners. In this paper, we develop approaches to adaptively choose components, enabling classification and clustering to be reduced to finite-dimension...
-
作者：Wadsworth, Jennifer L.; Tawn, Jonathan A.
作者单位：Lancaster University
摘要：Current dependence models for spatial extremes are based upon max-stable processes. Within this class, there are few inferentially viable models available, and we propose one further model. More problematic are the restrictive assumptions that must be made when using max-stable processes to model dependence for spatial extremes: it must be assumed that the dependence structure of the observed extremes is compatible with a limiting model that holds for all events more extreme than those that ha...
-
作者：Wang, H.
作者单位：Peking University
摘要：We propose a method of factor profiled sure independence screening for ultrahigh-dimensional variable selection. The objective of this method is to identify nonzero components consistently from a sparse coefficient vector. The new method assumes that the correlation structure of the high-dimensional data can be well represented by a set of low-dimensional latent factors, which can be estimated consistently by eigenvalue-eigenvector decomposition. The estimated latent factors should then be pro...
-
作者：Mai, Qing; Zou, Hui; Yuan, Ming
作者单位：University of Minnesota System; University of Minnesota Twin Cities; University System of Georgia; Georgia Institute of Technology
摘要：Sparse discriminant methods based on independence rules, such as the nearest shrunken centroids classifier (Tibshirani et al., 2002) and features annealed independence rules (Fan & Fan, 2008), have been proposed as computationally attractive tools for feature selection and classification with high-dimensional data. A fundamental drawback of these rules is that they ignore correlations among features and thus could produce misleading feature selection and inferior classification. We propose a n...
-
作者：Mukerjee, Rahul; Tang, Boxin
作者单位：Indian Institute of Management (IIM System); Indian Institute of Management Calcutta; Simon Fraser University
摘要：Two-level fractional factorial designs are considered under a baseline parameterization. The criterion of minimum aberration is formulated in this context and optimal designs under this criterion are investigated. The underlying theory and the concept of isomorphism turn out to be significantly different from their counterparts under orthogonal parameterization, and this is reflected in the optimal designs obtained.
