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作者：Bagkavos, D.; Isakson, A.; Mammen, E.; Nielsen, J. P.; Proust-Lima, C.
作者单位：University of Ioannina; University of London; Ruprecht Karls University Heidelberg; University of London; Institut National de la Sante et de la Recherche Medicale (Inserm); Universite de Bordeaux
摘要：We introduce a new concept for forecasting future events based on marker information. The model is developed in the nonparametric counting process setting under the assumptions that the marker is of so-called high quality and with a time-homogeneous conditional distribution. Despite the model having nonparametric parts, it is established herein that it attains a parametric rate of uniform consistency and uniform asymptotic normality. In usual nonparametric scenarios, reaching such a fast conve...
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作者：Chen, F.; Chen, Y.; Ying, Z.; Zhou, K.
作者单位：Columbia University; University of London; London School Economics & Political Science; Columbia University
摘要：Recurrent event time data arise in many studies, including in biomedicine, public health, marketing and social media analysis. High-dimensional recurrent event data involving many event types and observations have become prevalent with advances in information technology. This article proposes a semiparametric dynamic factor model for the dimension reduction of high-dimensional recurrent event data. The proposed model imposes a low-dimensional structure on the mean intensity functions of the ev...
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作者：Zhang, Yiqiao; Ekvall, Karl Oskar; Molstad, Aaron J.
作者单位：University of Florida; State University System of Florida; University of Florida; University of Minnesota System; University of Minnesota Twin Cities
摘要：We show that in a variance component model, confidence intervals with asymptotically correct uniform coverage probability can be obtained by inverting certain test statistics based on the score for the restricted likelihood. The results hold in settings where the variance component is near or at the boundary of the parameter set. Simulations indicate that the proposed test statistics are approximately pivotal and lead to confidence intervals with near-nominal coverage even in small samples. We...
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作者：Agnoletto, D.; Rigon, T.; Dunson, D. B.
作者单位：Duke University; University of Milano-Bicocca
摘要：Generalized linear models are routinely used for modelling relationships between a response variable and a set of covariates. The simple form of a generalized linear model comes with easy interpretability, but also leads to concerns about model misspecification impacting inferential conclusions. A popular semiparametric solution adopted in the frequentist literature is quasilikelihood, which improves robustness by only requiring correct specification of the first two moments. We develop a robu...
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作者：Bellio, R.; Ghosh, S.; Owen, A. B.; Varin, C.
作者单位：University of Udine; Stanford University; Universita Ca Foscari Venezia
摘要：Estimation of crossed random effects models commonly incurs computational costs that grow faster than linearly in the sample size $ N $, often as fast as $ \Omega(N<^>{3/2}) $, making them unsuitable for large datasets. For non-Gaussian responses, integrating out the random effects to obtain a marginal likelihood poses significant challenges, especially for high-dimensional integrals for which the Laplace approximation may not be accurate. In this article we develop a composite likelihood appr...
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作者：Fang, Xinyi; Gu, Mengyang
作者单位：University of California System; University of California Santa Barbara
摘要：We introduce the inverse Kalman filter, which enables exact matrix-vector multiplication between a covariance matrix from a dynamic linear model and any real-valued vector with linear computational cost. We integrate the inverse Kalman filter with the conjugate gradient algorithm, which substantially accelerates the computation of matrix inversion for a general form of covariance matrix, where other approximation approaches may not be directly applicable. We demonstrate the scalability and eff...
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作者：Feng, Rui; Leng, Chenlei
作者单位：University of Warwick
摘要：Asymmetric relational data are becoming increasingly prevalent in diverse fields, underscoring the need for developing directed network models to address the complex challenges posed by the unique structure of such data. Unlike undirected models, directed models can capture reciprocity, the tendency of nodes to form mutual links. This work addresses a fundamental question: what is the effective sample size for modelling reciprocity? We examine this question by analysing the Bernoulli model wit...
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作者：Gaucher, S.; Blanchard, G.; Chazal, F.
作者单位：Institut Polytechnique de Paris; Ecole Polytechnique; Microsoft; Centre National de la Recherche Scientifique (CNRS); Inria; Universite Paris Saclay
摘要：The contamination detection problem aims to determine whether a set of observations has been contaminated, i.e., whether it contains points drawn from a distribution different from the reference distribution. Here, we consider a supervised problem, where labelled samples drawn from both the reference distribution and the contamination distribution are available at training time. This problem is motivated by the detection of rare cells in flow cytometry. Compared to novelty detection problems o...
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作者：Goplerud, M.; Papaspiliopoulos, O.; Zanella, G.
作者单位：University of Texas System; University of Texas Austin; Bocconi University
摘要：While generalized linear mixed models are a fundamental tool in applied statistics, many specifications, such as those involving categorical factors with many levels or interaction terms, can be computationally challenging to estimate due to the need to compute or approximate high-dimensional integrals. Variational inference is a popular way to perform such computations, especially in the Bayesian context. However, naive use of such methods can provide unreliable uncertainty quantification. We...
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作者：Liang, B.; Zhang, L.; Janson, L.
作者单位：Harvard University
摘要：A partial conjunction hypothesis test combines information across a set of base hypotheses to determine whether some subset is nonnull. Partial conjunction hypothesis tests arise in a diverse array of fields, but standard partial conjunction hypothesis testing methods can be highly conservative, leading to low power especially in low-signal settings commonly encountered in applications. In this paper, we introduce the conditional partial conjunction hypothesis test, a new method for testing a ...
