-
作者：Berrett, T. B.; Samworth, R. J.
作者单位：University of Cambridge
摘要：We propose a test of independence of two multivariate random vectors, given a sample from the underlying population. Our approach is based on the estimation of mutual information, whose decomposition into joint and marginal entropies facilitates the use of recently developed efficient entropy estimators derived from nearest neighbour distances. The proposed critical values may be obtained by simulation in the case where an approximation to one marginal is available or by permuting the data oth...
-
作者：Tank, A.; Fox, E. B.; Shojaie, A.
作者单位：University of Washington; University of Washington Seattle; University of Washington; University of Washington Seattle
摘要：Causal inference in multivariate time series is challenging because the sampling rate may not be as fast as the time scale of the causal interactions, so the observed series is a subsampled version of the desired series. Furthermore, series may be observed at different sampling rates, yielding mixed-frequency series. To determine instantaneous and lagged effects between series at the causal scale, we take a model-based approach that relies on structural vector autoregressive models. We present...
-
作者：Sadinle, Mauricio; Reiter, Jerome P.
作者单位：University of Washington; University of Washington Seattle; Duke University
摘要：We study a class of missingness mechanisms, referred to as sequentially additive nonignorable, for modelling multivariate data with item nonresponse. These mechanisms explicitly allow the probability of nonresponse for each variable to depend on the value of that variable, thereby representing nonignorable missingness mechanisms. These missing data models are identified by making use of auxiliary information on marginal distributions, such as marginal probabilities for multivariate categorical...
-
作者：He, Xu
作者单位：Chinese Academy of Sciences; Academy of Mathematics & System Sciences, CAS
摘要：We propose a new method to construct maximin distance designs with arbitrary numbers of dimensions and points. The proposed designs hold interleaved-layer structures and are by far the best maximin distance designs in four or more dimensions. Applicable to distance measures with equal or unequal weights, our method is useful for emulating computer experiments when a relatively accurate a priori guess on variable importance is available.
-
作者：Battey, H. S.
作者单位：Imperial College London
摘要：We develop a theory of covariance and concentration matrix estimation on any given or estimated sparsity scale when the matrix dimension is larger than the sample size. Nonstandard sparsity scales are justified when such matrices are nuisance parameters, distinct from interest parameters, which should always have a direct subject-matter interpretation. The matrix logarithmic and inverse scales are studied as special cases, with the corollary that a constrained optimization-based approach is un...
-
作者：Taraldsen, G.; Lindqvist, B. H.
作者单位：Norwegian University of Science & Technology (NTNU)
-
作者：Yuan, Yiping; Shen, Xiaotong; Pan, Wei; Wang, Zizhuo
作者单位：University of Minnesota System; University of Minnesota Twin Cities; University of Minnesota System; University of Minnesota Twin Cities; University of Minnesota System; University of Minnesota Twin Cities
摘要：Directed acyclic graphs are widely used to describe directional pairwise relations. Such relations are estimated by reconstructing a directed acyclic graph's structure, which is challenging when the ordering of nodes of the graph is unknown. In such a situation, existing methods such as the neighbourhood and search-and-score methods have high estimation errors or computational complexities, especially when a local or sequential approach is used to enumerate edge directions by testing or optimi...
-
作者：Cheng, Y.; Zhao, Y.
作者单位：University System of Georgia; Georgia State University; University System of Georgia; Georgia State University
摘要：Empirical likelihood is a very powerful nonparametric tool that does not require any distributional assumptions. Lazar (2003) showed that in Bayesian inference, if one replaces the usual likelihood with the empirical likelihood, then posterior inference is still valid when the functional of interest is a smooth function of the posterior mean. However, it is not clear whether similar conclusions can be obtained for parameters defined in terms of U-statistics. We propose the so-called Bayesian j...
-
作者：Pouget-Abadie, J.; Saint-Jacques, G.; Saveski, M.; Duan, W.; Ghosh, S.; Xu, Y.; Airoldi, E. M.
作者单位：Alphabet Inc.; Google Incorporated; Massachusetts Institute of Technology (MIT); Pennsylvania Commonwealth System of Higher Education (PCSHE); Temple University
摘要：Experimentation platforms are essential to large modern technology companies, as they are used to carry out many randomized experiments daily. The classic assumption of no interference among users, under which the outcome for one user does not depend on the treatment assigned to other users, is rarely tenable on such platforms. Here, we introduce an experimental design strategy for testing whether this assumption holds. Our approach is in the spirit of the Durbin-Wu-Hausman test for endogeneit...
-
作者：Lee, A.; Tiberi, S.; Zanella, G.
作者单位：University of Bristol; University of Zurich; University of Zurich; Swiss Institute of Bioinformatics; Bocconi University; Bocconi University
摘要：We consider the problem of approximating the product of n expectations with respect to a common probability distribution mu. Such products routinely arise in statistics as values of the likelihood in latent variable models. Motivated by pseudo-marginal Markov chain Monte Carlo schemes, we focus on unbiased estimators of such products. The standard approach is to sample N particles from mu and assign each particle to one of the expectations; this is wasteful and typically requires the number of...
