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作者：Kaul, Abhishek
作者单位：Washington State University
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作者：Zhu, Fukang; Xu, Nuo; Li, Qi; Ling, Shiqing
作者单位：Jilin University; Changchun Normal University; Hong Kong University of Science & Technology
摘要：This article introduces a new class of nonlinear models known as the Z-valued smooth transition GARCH model, designed to accommodate Z-valued time series that display asymmetric, nonlinear and highly persistent volatility. The article outlines the maximum likelihood estimation procedure and establishes its consistency and asymptotic normality of the estimated parameters. Three types of tests are studied, including sup-type linearity test, score-based goodness-of-fit test, and residual-based mi...
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作者：Zhao, Zifeng; Jiang, Feiyu; Yu, Yi
作者单位：University of Notre Dame; Fudan University; University of Warwick
摘要：We study contextual dynamic pricing problems where a firm sells products to T sequentially-arriving consumers, behaving according to an unknown demand model. The firm aims to minimize its regret over a clairvoyant that knows the model in advance. The demand follows a generalized linear model (GLM), allowing for stochastic feature vectors in R-d encoding product and consumer information. We first show the optimal regret is of order root dT, up to logarithmic factors, improving existing upper bo...
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作者：Zhong, Qixian; Mueller, Jonas; Wang, Jane-Ling
作者单位：Xiamen University; Xiamen University; University of California System; University of California Davis
摘要：Deep learning has become enormously popular in the analysis of complex data, including event time measurements with censoring. To date, deep survival methods have mainly focused on prediction. Such methods are scarcely used in matters of statistical inference such as hypothesis testing. Due to their black-box nature, deep-learned outcomes lack interpretability which limits their use for decision-making in biomedical applications. This article provides estimation and inference methods for the n...
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作者：Reluga, Katarzyna; Kong, Dehan; Ranjbar, Setareh; Salvati, Nicola; van der Laan, Mark
作者单位：Humboldt University of Berlin; University of Toronto; University of Lausanne; Centre Hospitalier Universitaire Vaudois (CHUV); University of Pisa; University of California System; University of California Berkeley
摘要：Job stability-encompassing secure contracts, adequate wages, social benefits, and career opportunities-is a critical determinant in reducing monetary poverty, as it provides households with reliable income and enhances economic well-being. This study draws on EU-SILC survey and census data to estimate the causal effect of job stability on monetary poverty across Italian provinces, quantifying its influence, and analyzing regional disparities. We introduce a novel causal small area estimation (...
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作者：Zhang, Ruqian; Zhang, Yijiao; Shen, Juan; Zhu, Zhongyi; Qu, Annie
作者单位：Fudan University; University of Pennsylvania; Pennsylvania Medicine; University of California System; University of California Santa Barbara
摘要：The popularity of transfer learning stems from the fact that it can borrow information from useful auxiliary datasets. Existing statistical transfer learning methods usually adopt a global similarity measure between the source data and the target data, which may lead to inefficiency when only partial information is shared. In this article, we propose a novel Bayesian transfer learning method named CONCERT to allow robust partial information transfer for high-dimensional data analysis. A condit...
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作者：Rosenbaum, Paul R.; Zubizarreta, Jose R.
作者单位：University of Pennsylvania; Harvard University; Harvard Medical School; Harvard University
摘要：In experimental design, aliasing of effects occurs in fractional factorial experiments, where certain low order factorial effects are indistinguishable from certain high order interactions: low order contrast weights may be orthogonal to one another, while their higher order interactions are aliased and not identified. In observational studies, aliasing occurs when certain combinations of covariates-for example, time period and various eligibility criteria for treatment-perfectly predict the t...
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作者：Sun, Maojun; Han, Ruijian; Jiang, Binyan; Qi, Houduo; Sun, Defeng; Yuan, Yancheng; Huang, Jian
作者单位：Hong Kong Polytechnic University; Hong Kong Polytechnic University; Hong Kong Polytechnic University
摘要：We introduce LArge Model Based Data Agent (LAMBDA), a novel open-source, code-free multi-agent data analysis system that leverages the power of large language models. LAMBDA is designed to address data analysis challenges in data-driven applications through innovatively designed data agents using natural language. At the core of LAMBDA are two key agent roles: the programmer and the inspector, which are engineered to work together seamlessly. Specifically, the programmer generates code based o...
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作者：Bhattacharya, Sohom; Fan, Jianqing; Hou, Jikai
作者单位：State University System of Florida; University of Florida; Princeton University
摘要：Network data is prevalent in numerous big data applications, including economics and health networks, where understanding the latent structure of the network is of prime importance. In this article, we model the network using the Degree-Corrected Mixed Membership (DCMM) model. In the DCMM model, for each node i, there exists a membership vector pi(i)=(pi(i)(1),pi(i)(2),& mldr;,pi(i)(K)) , where pi(i)(k) denotes the weight that node i puts in community k. We derive a novel finite-sample expansi...
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作者：Ouyang, Jing; Chen, Yunxiao; Li, Chengcheng; Xu, Gongjun
作者单位：University of Hong Kong; University of London; London School Economics & Political Science; Microsoft; University of Michigan System; University of Michigan
摘要：International Large-scale Assessments (ILSAs), such as the Program for International Student Assessment (PISA) and the Trends in International Mathematics and Science Study (TIMSS), are cornerstone tools for global educational research and policy-making. By benchmarking educational quality and performance trends, these assessments enable countries to evaluate and share effective pedagogical structures. Specifically, ILSAs employ Item Response Theory (IRT) models to rank countries by students' ...
