-
作者:Johndrow, J. E.; Lum, K.; Dunson, D. B.
作者单位:Stanford University; Duke University
摘要:There has been substantial recent interest in record linkage, where one attempts to group the records pertaining to the same entities from one or more large databases that lack unique identifiers. This can be viewed as a type of microclustering, with few observations per cluster and a very large number of clusters. We show that the problem is fundamentally hard from a theoretical perspective and, even in idealized cases, accurate entity resolution is effectively impossible unless the number of...
-
作者:Xia, Yin; Cai, T. Tony; Li, Hongzhe
作者单位:Fudan University; University of Pennsylvania; University of Pennsylvania
摘要:Multivariate regression with high-dimensional covariates has many applications in genomic and genetic research, in which some covariates are expected to be associated with multiple responses. This paper considers joint testing for regression coefficients over multiple responses and develops simultaneous testing methods with false discovery rate control. The test statistic is based on inverse regression and bias-corrected group lasso estimates of the regression coefficients and is shown to have...
-
作者:Zhao, Jiwei; Ma, Yanyuan
作者单位:State University of New York (SUNY) System; University at Buffalo, SUNY; Pennsylvania Commonwealth System of Higher Education (PCSHE); Pennsylvania State University; Pennsylvania State University - University Park
摘要:Tang et al. (2003) considered a regression model with missing response, where the missingness mechanism depends on the value of the response variable and hence is nonignorable. They proposed three pseudolikelihood estimators, based on different treatments of the probability distribution of the completely observed covariates. The first assumes the distribution of the covariate to be known, the second estimates this distribution parametrically, and the third estimates the distribution nonparamet...
-
作者:Mao, Lu
作者单位:University of Wisconsin System; University of Wisconsin Madison
摘要:We introduce a general class of causal estimands which extends the familiar notion of average treatment effect. The class is defined by a contrast function, prespecified to quantify the relative favourability of one outcome over another, averaged over the marginal distributions of two potential outcomes. Natural estimators arise in the form of U-statistics. We derive both a naive inverse propensity score weighted estimator and a class of locally efficient and doubly robust estimators. The usef...
-
作者:Blasques, F.; Koopman, S. J.; Lucas, A.
-
作者:Zhou, Quan; Ernst, Philip A.; Morgan, Kari Lock; Rubin, Donald B.; Zhang, Anru
作者单位:Rice University; Pennsylvania Commonwealth System of Higher Education (PCSHE); Pennsylvania State University; Pennsylvania State University - University Park; Harvard University; University of Wisconsin System; University of Wisconsin Madison
摘要:The seminal work of Morgan & Rubin (2012) considers rerandomization for all the units at one time. In practice, however, experimenters may have to rerandomize units sequentially. For example, a clinician studying a rare disease may be unable to wait to perform an experiment until all the experimental units are recruited. Our work offers a mathematical framework for sequential rerandomization designs, where the experimental units are enrolled in groups. We formulate an adaptive rerandomization ...
-
作者:Massam, H.; Li, Q.; Gao, X.
作者单位:York University - Canada; Sun Yat Sen University
摘要:Graphical Gaussian models with edge and vertex symmetries were introduced by Hojsgaard & Lauritzen (2008), who gave an algorithm for computing the maximum likelihood estimate of the precision matrix for such models. In this paper, we take a Bayesian approach to its estimation. We consider only models with symmetry constraints and which thus form a natural exponential family with the precision matrix as the canonical parameter. We identify the Diaconis-Ylvisaker conjugate prior for these models...
-
作者:Chung, Yunro; Ivanova, Anastasia; Hudgens, Michael G.; Fine, Jason P.
作者单位:Fred Hutchinson Cancer Center; University of North Carolina; University of North Carolina Chapel Hill; University of North Carolina School of Medicine
摘要:We consider the estimation of the semiparametric proportional hazards model with an unspecified baseline hazard function where the effect of a continuous covariate is assumed to be monotone. Previous work on nonparametric maximum likelihood estimation for isotonic proportional hazard regression with right-censored data is computationally intensive, lacks theoretical justification, and may be prohibitive in large samples. In this paper, partial likelihood estimation is studied. An iterative qua...
-
作者:Papaspiliopoulos, O.; Rossell, D.
作者单位:ICREA; Pompeu Fabra University
摘要:We propose a scalable algorithmic framework for exact Bayesian variable selection and model averaging in linear models under the assumption that the Gram matrix is block-diagonal, and as a heuristic for exploring the model space for general designs. In block-diagonal designs our approach returns the most probable model of any given size without resorting to numerical integration. The algorithm also provides a novel and efficient solution to the frequentist best subset selection problem for blo...
-
作者:Stein, M. L.
作者单位:University of Chicago
摘要:Motivated by the study of annual temperature extremes, two new results on the limiting distribution of block maxima of random variables with varying upper bounds are obtained. One gives a generalized extreme value distribution as the limit, but with a different shape parameter from that obtained when the bound on the random variables does not vary. The other gives a limiting distribution that is only a generalized extreme value in certain cases. Both results consider triangular arrays of rando...