-
作者：Wang, Shulei; Cai, T. Tony; Li, Hongzhe
作者单位：University of Pennsylvania; University of Pennsylvania
摘要：Quantitative comparison of microbial composition from different populations is a fundamental task in various microbiome studies. We consider two-sample testing for microbial compositional data by leveraging phylogenetic information. Motivated by existing phylogenetic distances, we take a minimum-cost flow perspective to study such testing problems. We first show that multivariate analysis of variance with permutation using phylogenetic distances, one of the most commonly used methods in practi...
-
作者：Zhang, Ting
作者单位：Boston University
摘要：Quantile regression is a popular and powerful method for studying the effect of regressors on quantiles of a response distribution. However, existing results on quantile regression were mainly developed for cases in which the quantile level is fixed, and the data are often assumed to be independent. Motivated by recent applications, we consider the situation where (i) the quantile level is not fixed and can grow with the sample size to capture the tail phenomena, and (ii) the data are no longe...
-
作者：Diaz, I; Hejazi, N. S.; Rudolph, K. E.; van der Laan, M. J.
作者单位：Cornell University; Weill Cornell Medicine; University of California System; University of California Berkeley; Columbia University
摘要：Interventional effects for mediation analysis were proposed as a solution to the lack of identifiability of natural (in)direct effects in the presence of a mediator-outcome confounder affected by exposure. We present a theoretical and computational study of the properties of the interventional (in)direct effect estimands based on the efficient influence function in the nonparametric statistical model. We use the efficient influence function to develop two asymptotically optimal nonparametric e...
-
作者：Hazelton, M. L.; Mcveagh, M. R.; van Brunt, B.
作者单位：University of Otago; Massey University
摘要：For statistical linear inverse problems involving count data, inference typically requires sampling a latent variable with conditional support comprising of the lattice points in a convex polytope. Irreducibility of random walk samplers is guaranteed only if a sufficiently rich array of sampling directions is available. In principle, this can be achieved by finding a Markov basis of moves ab initio, but in practice doing so may be computationally infeasible. What is more, the use of a full Mar...
-
作者：Li, Wenlong; Liu, Min-Qian; Tang, Boxin
作者单位：Nankai University; Simon Fraser University
摘要：An attractive type of space-filling design for computer experiments is the class of maximin distance designs. Algorithmic search is commonly used for finding such designs, but this approach becomes ineffective for large problems. Theoretical construction of maximin distance designs is challenging; some results have been obtained recently, often using highly specialized techniques. This article presents an easy-to-use method for constructing maximin distance designs. The method is versatile as ...
-
作者：Broda, Simon A.; Zambrano, Juan Arismendi
作者单位：Maynooth University
摘要：This article presents exact and approximate expressions for tail probabilities and partial moments of quadratic forms in multivariate generalized hyperbolic random vectors. The derivations involve a generalization of the classic inversion formula for distribution functions (Gil-Pelaez, 1951). Two numerical applications are considered: the distribution of the two-stage least squares estimator and the expected shortfall of a quadratic portfolio.
-
作者：Lin, Zhenhua; Yao, Fang
作者单位：National University of Singapore; Peking University
摘要：We propose a new method for functional nonparametric regression with a predictor that resides on a finite-dimensional manifold, but is observable only in an infinite-dimensional space. Contamination of the predictor due to discrete or noisy measurements is also accounted for. By using functional local linear manifold smoothing, the proposed estimator enjoys a polynomial rate of convergence that adapts to the intrinsic manifold dimension and the contamination level. This is in contrast to the l...
-
作者：Sun, Xiaoxiao; Zhong, Wenxuan; Ma, Ping
作者单位：University of Arizona; University System of Georgia; University of Georgia
摘要：Large samples are generated routinely from various sources. Classic statistical models, such as smoothing spline ANOVA models, are not well equipped to analyse such large samples because of high computational costs. In particular, the daunting computational cost of selecting smoothing parameters renders smoothing spline ANOVA models impractical. In this article, we develop an asympirical, i.e., asymptotic and empirical, smoothing parameters selection method for smoothing spline ANOVA models in...
-
作者：Frongillo, Rafael M.; Kash, Ian A.
作者单位：University of Colorado System; University of Colorado Boulder; University of Illinois System; University of Illinois Chicago; University of Illinois Chicago Hospital
摘要：A property, or statistical functional, is said to be elicitable if it minimizes the expected loss for some loss function. The study of which properties are elicitable sheds light on the capabilities and limitations of point estimation and empirical risk minimization. While recent work has sought to identify which properties are elicitable, here we investigate a more nuanced question: how many dimensions are required to indirectly elicit a given property? This number is called the elicitation c...
-
作者：Luo, Wei; Li, Bing
作者单位：Zhejiang University; Pennsylvania Commonwealth System of Higher Education (PCSHE); Pennsylvania State University; Pennsylvania State University - University Park
摘要：In many dimension reduction problems in statistics and machine learning, such as in principal component analysis, canonical correlation analysis, independent component analysis and sufficient dimension reduction, it is important to determine the dimension of the reduced predictor, which often amounts to estimating the rank of a matrix. This problem is called order determination. In this article, we propose a novel and highly effective order-determination method based on the idea of predictor a...
