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作者：Yu, Dalei; Zhang, Xinyu; Liang, Hua
作者单位：Xi'an Jiaotong University; Chinese Academy of Sciences; University of Science & Technology of China, CAS; Chinese Academy of Sciences; Nanjing Institute of Geology & Paleontology, CAS; Academy of Mathematics & System Sciences, CAS; George Washington University
摘要：Studying unified model averaging estimation for situations with complicated data structures, we propose a novel model averaging method based on cross-validation (MACV). MACV unifies a large class of new and existing model averaging estimators and covers a very general class of loss functions. Furthermore, to reduce the computational burden caused by the conventional leave-subject/one-out cross-validation, we propose a SEcond-order-Approximated Leave-one/subject-out (SEAL) cross-validation, whi...
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作者：Li, Sijia; Gilbert, Peter B.; Duan, Rui; Luedtke, Alex
作者单位：University of Washington; University of Washington Seattle; Fred Hutchinson Cancer Center; Harvard University; Harvard T.H. Chan School of Public Health; University of Washington; University of Washington Seattle
摘要：We introduce a new data fusion method that uses multiple data sources to estimate a smooth, finite-dimensional parameter. Most existing methods only make use of fully aligned data sources that share common conditional distributions of one or more variables of interest. However, in many settings, the scarcity of fully aligned sources can make existing methods require unduly large sample sizes to be useful. Our approach enables the incorporation of weakly aligned data sources that are not perfec...
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作者：Allen, Sam; Koh, Jonathan; Segers, Johan; Ziegel, Johanna
作者单位：Swiss Federal Institutes of Technology Domain; ETH Zurich; University of Bern; KU Leuven; Universite Catholique Louvain
摘要：Probabilistic forecasts comprehensively describe the uncertainty in the unknown future outcome, making them essential for decision making and risk management. While several methods have been introduced to evaluate probabilistic forecasts, existing evaluation techniques are ill-suited to the evaluation of tail properties of such forecasts. However, these tail properties are often of particular interest to forecast users due to the severe impacts caused by extreme outcomes. In this work, we intr...
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作者：Liu, Zhaoyang; Han, Tingxuan; Rubin, Donald B.; Deng, Ke
作者单位：Tsinghua University; Tsinghua University; Tsinghua University; Tsinghua University
摘要：Rerandomization is a powerful tool for experiment-based causal inference because it can better balance covariates than classic randomized designs, thereby leading to more accurate causal effect estimation. However, basic rerandomization and some of its extensions do not prioritize covariates that believed to be strongly associated with potential outcomes. To address this limitation, and thereby create more efficient rerandomization procedures, the quantification of covariate heterogeneity is a...
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作者：Fan, Xinyan; Fang, Kuangnan; Lan, Wei; Tsai, Chih-Ling
作者单位：Renmin University of China; Renmin University of China; Xiamen University; Xiamen University; Southwestern University of Finance & Economics - China; Southwestern University of Finance & Economics - China; University of California System; University of California Davis
摘要：We propose a novel network-varying coefficient model that extends traditional varying coefficient models to accommodate network data. The main idea is to model the regression coefficients as the functions of the latent locations of network nodes that drive formation of the network. To estimate the model, we identify the latent locations via the latent space model and then develop an iterative projected gradient descent algorithm by optimizing the network parameters and regression coefficients ...
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作者：Wu, Peng; Luo, Shanshan; Geng, Zhi
作者单位：Beijing Technology & Business University
摘要：There is growing interest in exploring causal effects in target populations via data combination. However, most approaches are tailored to specific settings and lack comprehensive comparative analyses. In this article, we focus on a typical scenario involving a source dataset and a target dataset. We first design six settings under covariate shift and conduct a comparative analysis by deriving the semiparametric efficiency bounds for the ATE in the target population. We then extend this analys...
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作者：He, Xianwen; Li, Yao
作者单位：University of North Carolina; University of North Carolina Chapel Hill; University of North Carolina School of Medicine
摘要：With the widespread application of machine learning algorithms in daily life, it is crucial to mitigate the risk of these algorithms producing socially undesirable outcomes that may disproportionately disadvantage certain groups or individuals based on demographic characteristics such as gender, race, or disabilities. In recent years, machine learning fairness has gained increasing attention from both researchers and the public. This article provides a comprehensive overview of fairness-enhanc...
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作者：Sun, Yifei; Chiou, Sy Han; Huang, Chiung-Yu
作者单位：Columbia University; Southern Methodist University; University of California System; University of California San Francisco
摘要：Accurate prediction of recurrent clinical events is crucial for effective management of chronic conditions such as cancer and cardiovascular disease. In recent years, longitudinal health informatics databases, which routinely collect data on repeated clinical events, have been increasingly used to construct risk prediction models. We introduce a novel nonparametric framework to predict recurrent events on a gap time scale using survival tree ensembles. Our framework incorporates two predictive...
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作者：Huang, Jiaqi; Zhao, Wenbiao; Zhu, Lixing
作者单位：Beijing Normal University; China University of Mining & Technology; Beijing Normal University; Beijing Normal University Zhuhai
摘要：This article proposes an adaptive-to-model test to check the null hypothesis with no more than one coordinate of the response vector relating to the predictor vector in parametric multi-response regressions. To this end, we decompose the null hypothesis into several mutually exclusive sub-null hypotheses and suggest a model identification to construct an adaptive-to-sub-null hypothesis test tackling their mutual exclusiveness, and an adaptive-to-regression test handling the regression function...
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作者：Augustin, Nicole; Albrecht, Axel; Anaya-Izquierdo, Karim; Davis, Alice; Meining, Stefan; Puhlmann, Heike; Wood, Simon
作者单位：University of Edinburgh
摘要：Using German forest health monitoring data we investigate the main drivers leading to tree mortality and the association between defoliation and mortality; in particular (a) whether defoliation is a proxy for other covariates (climate, soil, water budget); (b) whether defoliation is a tree response that mitigates the effects of climate change and (c) whether there is a threshold of defoliation which could be used as an early warning sign for irreversible damage. Results show that environmental...
