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作者：Narisetty, Naveen N.; Shen, Juan; He, Xuming
作者单位：University of Illinois System; University of Illinois Urbana-Champaign; Fudan University; University of Michigan System; University of Michigan
摘要：We consider the computational and statistical issues for high-dimensional Bayesian model selection under the Gaussian spike and slab priors. To avoid large matrix computations needed in a standard Gibbs sampler, we propose a novel Gibbs sampler called Skinny Gibbs which is much more scalable to high-dimensional problems, both in memory and in computational efficiency. In particular, its computational complexity grows only linearly in p, the number of predictors, while retaining the property of...
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作者：Youngman, Benjamin D.
作者单位：University of Exeter
摘要：Generalized additive model (GAM) forms offer a flexible approach to capturing marginal variation. Such forms are used here to represent distributional variation in extreme values and presented in terms of spatio-temporal variation, which is often evident in environmental processes. A two-stage procedure is proposed that identifies extreme values as exceedances of a high threshold, which is defined as a fixed quantile and estimated by quantile regression. Excesses of the threshold are modelled ...
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作者：Jordan, Michael I.; Lee, Jason D.; Yang, Yun
作者单位：University of California System; University of California Berkeley; Stanford University; Duke University
摘要：We present a communication-efficient surrogate likelihood (CSL) framework for solving distributed statistical inference problems. CSL provides a communication-efficient surrogate to the global likelihood that can be used for low-dimensional estimation, high-dimensional regularized estimation, and Bayesian inference. For low-dimensional estimation, CSL provably improves upon naive averaging schemes and facilitates the construction of confidence intervals. For high-dimensional regularized estima...
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作者：Brzyski, Damian; Gossmann, Alexej; Su, Weijie; Bogdan, Malgorzata
作者单位：Indiana University System; Indiana University Bloomington; Jagiellonian University; Tulane University; University of Pennsylvania; University of Wroclaw
摘要：Sorted L-One Penalized Estimation (SLOPE; Bogdan etal. 2013, 2015) is a relatively new convex optimization procedure, which allows for adaptive selection of regressors under sparse high-dimensional designs. Here, we extend the idea of SLOPE to deal with the situation when one aims at selecting whole groups of explanatory variables instead of single regressors. Such groups can be formed by clustering strongly correlated predictors or groups of dummy variables corresponding to different levels o...
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作者：Fearnhead, Paul; Rigaill, Guillem
作者单位：Lancaster University; Centre National de la Recherche Scientifique (CNRS); CNRS - National Institute for Biology (INSB); INRAE; Universite Paris Saclay; Universite Paris Cite; Centre National de la Recherche Scientifique (CNRS); CNRS - National Institute for Mathematical Sciences (INSMI); Universite Paris Saclay; INRAE; Ecole Nationale Superieure d'Informatique pour l'Industrie et l'Entreprise (ENSIIE)
摘要：Many traditional methods for identifying changepoints can struggle in the presence of outliers, or when the noise is heavy-tailed. Often they will infer additional changepoints to fit the outliers. To overcome this problem, data often needs to be preprocessed to remove outliers, though this is difficult for applications where the data needs to be analyzed online. We present an approach to changepoint detection that is robust to the presence of outliers. The idea is to adapt existing penalized ...
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作者：Li, Yang; Liu, Jun S.
作者单位：Harvard University; Tsinghua University
摘要：Under the logistic regression framework, we propose a forward-backward method, SODA, for variable selection with both main and quadratic interaction terms. In the forward stage, SODA adds in predictors that have significant overall effects, whereas in the backward stage SODA removes unimportant terms to optimize the extended Bayesian information criterion (EBIC). Compared with existing methods for variable selection in quadratic discriminant analysis, SODA can deal with high-dimensional data i...
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作者：Li, Qian; Senturk, Damla; Sugar, Catherine A.; Jeste, Shafali; DiStefano, Charlotte; Frohlich, Joel; Telesca, Donatello
作者单位：University of California System; University of California Los Angeles; University of California System; University of California Los Angeles; University of California System; University of California Los Angeles
摘要：Inferring patterns of synchronous brain activity from a heterogeneous sample of electroencephalograms is scientifically and methodologically challenging. While it is intuitively and statistically appealing to rely on readings from more than one individual in order to highlight recurrent patterns of brain activation, pooling information across subjects presents nontrivial methodological problems. We discuss some of the scientific issues associated with the understanding of synchronized neuronal...
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作者：Lian, Qinshu; Hodges, James S.; Chu, Haitao
作者单位：University of Minnesota System; University of Minnesota Twin Cities
摘要：In studies evaluating the accuracy of diagnostic tests, three designs are commonly used, crossover, randomized, and noncomparative. Existing methods for meta-analysis of diagnostic tests mainly consider the simple cases in which the reference test in all or none of the studies can be considered a gold standard test, and in which all studies use either a randomized or noncomparative design. The proliferation of diagnostic instruments and the diversity of study designs create a need for more gen...
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作者：Li, Xinran; Din, Peng; Lin, Qian; Yan, Dawei; Liu, Jun S.
作者单位：Harvard University; University of California System; University of California Berkeley; Tsinghua University; Peking University; Peking University
摘要：Many previous causal inference studies require no interference, that is, the potential outcomes of a unit do not depend on the treatments of other units. However, this no-interference assumption becomes unreasonable when a unit interacts with other units in the same group or cluster. In a motivating application, a top Chinese university admits students through two channels: the college entrance exam (also known as Gaokao) and recommendation (often based on Olympiads in various subjects). The u...
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作者：LaVange, Lisa Morrissey
摘要：Color versions of one or more of the figures in the article can be found online at . Abstract-Each year, the Journal of the American Statistical Association publishes the presidential address from the Joint Statistical Meetings. Here we present the 2018 address verbatim save for the addition of references and a few minor editorial corrections.
