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作者：Hong, Shizhe; Li, Weiming; Liu, Qiang; Zhang, Yangchun
作者单位：Shanghai University of Finance & Economics; Shanghai University
摘要：The R-2 statistic and its classic adjusted version, say R-& lowast;2 , tend to overestimate the multiple correlation coefficient when dealing with multivariate data that exhibit heavy tails and tail dependence. This can result in an incorrect significance of correlation in high-dimensional scenarios. A new adaptive adjustment to the R-2 statistic is proposed in this article, which applies to a general population model that covers the family of elliptical distributions and an independent compon...
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作者：Zhang, Zhe; Yu, Xiufan; Li, Runze
作者单位：Pennsylvania Commonwealth System of Higher Education (PCSHE); Pennsylvania State University; Pennsylvania State University - University Park; University of Notre Dame
摘要：This article proposes an innovative double power-enhanced testing procedure for inference on high-dimensional linear hypotheses in high-dimensional regression models. Through a projection approach that aims to separate useful inferential information from the nuisance one, our proposed test accurately accounts for the impact of high-dimensional nuisance parameters. We discover that with a carefully-designed projection matrix, the projection procedure enables us to transform the problem of inter...
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作者：Bartos, Frantisek; Sarafoglou, Alexandra; Godmann, Henrik R.; Sahrani, Amir; Leunk, David Klein; Gui, Pierre Y.; Voss, David; Ullah, Kaleem; Zoubek, Malte; Nippold, Franziska; Aust, Frederik; Vieira, Felipe Fontana; Islam, Chris-Gabriel; Zoubek, Anton J.; Shabani, Sara; Petter, Jonas; Roos, Ingeborg B.; Finnemann, Adam; Lob, Aaron B.; Hoffstadt, Madlen F.; Nak, Jason; de Ron, Jill; Derks, Koen; Huth, Karoline; Terpstra, Sjoerd; Bastelica, Thomas; Matetovici, Magda; Ott, Vincent L.; Zetea, Andreea S.; Karnbach, Katharina; Donzallaz, Michelle C.; John, Arne; Moore, Roy M.; Assion, Franziska; van Bork, Riet; Leidinger, Theresa E.; Zhao, Xiaochang; Motaghi, Adrian Karami; Pan, Ting; Armstrong, Hannah; Peng, Tianqi; Bialas, Mara; Pang, Joyce Y. -C.; Fu, Bohan; Yang, Shujun; Lin, Xiaoyi; Sleiffer, Dana; Bognar, Miklos; Aczel, Balazs; Wagenmakers, Eric-Jan
作者单位：University of Amsterdam; University of Amsterdam; Universitat Kassel; KU Leuven; University of Gottingen; Hasselt University; Justus Liebig University Giessen; University of Amsterdam; University of Amsterdam; University of Zurich; Nyenrode Business University; University of Amsterdam; Vrije Universiteit Amsterdam; Utrecht University; Centre Hospitalier Le Vinatier; Centre National de la Recherche Scientifique (CNRS); Institut National de la Sante et de la Recherche Medicale (Inserm); Universite Jean Monnet; Universite Lyon 1; CNRS - National Institute for Biology (INSB); University of Amsterdam; Vrije Universiteit Amsterdam; Radboud University Nijmegen; Eotvos Lorand University; Eotvos Lorand University
摘要：Many people have flipped coins but few have stopped to ponder the statistical and physical intricacies of the process. We collected 350,757 coin flips to test the counterintuitive prediction from a physics model of human coin tossing developed by Diaconis, Holmes, and Montgomery (DHM; 2007). The model asserts that when people flip an ordinary coin, it tends to land on the same side it started. Our data support this prediction: the coins landed on the same side more often than not, Pr(same side...
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作者：Huang, Yunxiang; Kim, Hang J.; Huang, Chiung-Yu; Kim, Mi-Ok
作者单位：University of California System; University of California San Francisco; University System of Ohio; University of Cincinnati
摘要：Meta-analysis using individual participant data (IPD) offers many benefits, including greater analytical flexibility, compared to conventional analyses based on aggregate data (AD). However, it is often hindered by restricted access to IPD. Relying solely on available IPD may introduce data availability bias, compromising external validity. Integrating IPD with relevant AD addresses this concern, but existing methods are restrictive, requiring precise knowledge of the IPD-to-AD parameter mappi...
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作者：Hagar, Luke; Stevens, Nathaniel T.
作者单位：McGill University; University of Waterloo
摘要：To design Bayesian studies, criteria for the operating characteristics of posterior analyses-such as power and the Type I error rate-are often assessed by estimating sampling distributions of posterior probabilities via simulation. In this article, we propose an economical method to determine optimal sample sizes and decision criteria for such studies. Using our theoretical results that model posterior probabilities as a function of the sample size, we assess operating characteristics througho...
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作者：Leon, Sami; Wu, Tong Tong
作者单位：University of Rochester
摘要：In longitudinal research, it is essential to compare sets of trajectories, commonly seen as changes over time in different treatment or patient groups. This article presents a partial linear semiparametric mixed-effects model (PLSMM) for the analysis and comparison of nonlinear longitudinal trajectories with high-dimensional covariates across groups. Our flexible modeling framework can effectively handle complex temporal effects and extensive data while providing statistical inference. This me...
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作者：Li, Jiguang; Gibbons, Robert; Rockova, Veronika
作者单位：University of Chicago; University of Chicago
摘要：Multivariate Item Response Theory (MIRT) is sought-after widely by applied researchers looking for interpretable (sparse) explanations underlying response patterns in questionnaire data. There is, however, an unmet demand for such sparsity discovery tools in practice. Our article develops a Bayesian platform for binary and ordinal item MIRT which requires minimal tuning and scales well on large datasets due to its parallelizable features. Bayesian methodology for MIRT models has traditionally ...
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作者：Gronsbell, Jessica
作者单位：University of Toronto
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作者：Zhang, Bo; Gao, Jiti; Pan, Guangming; Yang, Yanrong
作者单位：Chinese Academy of Sciences; University of Science & Technology of China, CAS; Monash University; Nanyang Technological University; Australian National University
摘要：Cross-sectional structures and temporal tendency are important features of high-dimensional time series. Based on eigen-analysis on sample covariance matrices, we propose a novel approach to identifying four popular structures of high-dimensional time series, which are grouped in terms of factor structures and stationarity. The proposed three-step method includes: a ratio statistic of empirical eigenvalues; a projected Augmented Dickey-Fuller Test; a new unit-root test based on the largest emp...
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作者：Beraha, Mario; Favaro, Stefano; Sesia, Matteo
作者单位：University of Milano-Bicocca; University of Turin; Collegio Carlo Alberto; University of Southern California; University of Southern California
摘要：We provide a novel statistical perspective on a classical problem at the intersection of computer science and information theory: recovering the empirical frequency of a symbol in a large discrete dataset using only a compressed representation, or sketch, obtained via random hashing. Departing from traditional algorithmic approaches, recent works have proposed Bayesian nonparametric (BNP) methods that can provide more informative frequency estimates by leveraging modeling assumptions about the...
