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作者：Chopin, Nicolas; Crucinio, Francesca R.; Singh, Sumeetpal S.
作者单位：Institut Polytechnique de Paris; ENSAE Paris; University of Turin; University of Wollongong
摘要：Given a smooth function $ f $, we develop a general approach to turn Monte Carlo samples with expectation $ m $ into an unbiased estimate of $ f(m) $. Specifically, we develop estimators that are based on randomly truncating the Taylor series expansion of $ f $ and estimating the coefficients of the truncated series. We derive their properties and propose a strategy to set their tuning parameters (which depend on $ m $) automatically, with a view to making the whole approach simple to use. We ...
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作者：Cheng, Chao; Li, Fan
作者单位：Yale University
摘要：The causal inference literature frequently focuses on estimating the mean of the potential outcome, whereas quantiles of the potential outcome may carry important additional information. We propose an inverse estimating equation framework to generalize a wide class of causal inference solutions from estimating the mean of the potential outcome to its quantiles. We assume that a moment function is available to identify the mean of the threshold-transformed potential outcome, based on which a co...
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作者：Ding, Xiucai; Zhou, Zhou
作者单位：University of California System; University of California Davis; University of Toronto
摘要：For stationary time series, it is common to use plots of the partial autocorrelation function (PACF) or PACF-based tests to explore the temporal dependence structure of the process. To the best of our knowledge, analogues for nonstationary time series have not yet been fully developed. This article aims to fill this gap for locally stationary time series with short-range dependence. First, we characterize the PACF locally in the time domain and show that the jth PACF decays with j at a rate th...
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作者：Wang, Yudong; Tong, Jiayi; Hu, Xiangbin; Ye, Zhi-Sheng; Tang, Cheng Yong; Chen, Yong
作者单位：National University of Singapore; University of Pennsylvania; Pennsylvania Commonwealth System of Higher Education (PCSHE); Temple University
摘要：Disease registry data provide important information on the progression of disease conditions. However, reports of death or drop-out of patients enrolled in the registry are always subject to a noticeable delay. Reporting delays, together with the administrative censoring that arises from a freeze date in data collection, lead to two layers of right censoring in the data. The first layer results from random drop-out and acts on the survival time. The second layer is the administrative censoring...
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作者：Rudolph, K. E.; Williams, N. T.; Stuart, E. A.; Diaz, I
作者单位：Columbia University; Johns Hopkins University; New York University
摘要：We develop flexible, semiparametric estimators of the average treatment effect transported to a new target population, which offer potential efficiency gains. Transport may be of value when the average treatment effect may differ across populations. We consider the setting where differences in the average treatment effect are due to differences in the distribution of effect modifiers, baseline covariates that modify the treatment effect. First, we propose a collaborative one-step semiparametri...
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作者：Wolock, C. J.; Gilbert, P. B.; Simon, N.; Carone, M.
作者单位：University of Pennsylvania; Fred Hutchinson Cancer Center; University of Washington; University of Washington Seattle
摘要：Given a collection of features available for inclusion in a predictive model, it may be of interest to quantify the relative importance of a subset of features for the prediction task at hand. For example, in HIV vaccine trials, participant baseline characteristics are used to predict the probability of HIV acquisition over the intended follow-up period, and investigators may wish to understand how much certain types of predictors, such as behavioural factors, contribute to overall predictiven...
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作者：Li, Tianxi; Levina, Elizaveta; Zhu, Ji
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作者：Martinussen, Torben; Vansteelandt, Stijn
作者单位：University of Copenhagen; Ghent University
摘要：Cox regression is the default approach to evaluating the (relative) effect of two treatments on a survival endpoint. This standard framework has nonetheless been criticized for its canonical effect measure, the hazard ratio, having a subtle interpretation, thereby hindering policy-making. This in turn has prompted interest in other effects measures, such as the difference in restricted mean survival time, the net benefit and the win ratio, which have become increasingly popular. Developments i...
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作者：Zhang, Haobo; Lu, Weihao; Lin, Qian
作者单位：Tsinghua University
摘要：The generalization ability of kernel interpolation in large dimensions, ie, $ n\asymp d<^>{\gamma} $ for some $ \gamma \gt 0 $, could be one of the most interesting problems in the recent renaissance of kernel regression, since it may help us understand the so-called benign overfitting phenomenon reported in the neural networks literature. Focusing on the inner product kernel on the unit sphere, we fully characterize the exact order of both the variance and the bias of large-dimensional kernel...
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作者：Ghilotti, L.; Beraha, M.; Guglielmi, A.
作者单位：University of Milano-Bicocca; Polytechnic University of Milan
摘要：Model-based clustering of moderate- or large-dimensional data is notoriously difficult. We propose a model for simultaneous dimensionality reduction and clustering by assuming a mixture model for a set of latent scores, which are then linked to the observations via a Gaussian latent factor model. This approach was recently investigated by Chandra et al. (2023). The authors used a factor-analytic representation and assumed a mixture model for the latent factors. However, performance can deterio...
