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作者：Zheng, Qi
作者单位：University of Louisville
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作者：Wang, Siyao; Lopes, Miles E.
作者单位：University of California System; University of California Davis
摘要：Due to the broad applications of elliptical models, there is a long line of research on goodness-of-fit tests for empirically validating them. However, the existing literature on this topic is generally confined to low-dimensional settings, and to the best of our knowledge, there are no established goodness-of-fit tests for elliptical models that are supported by theoretical guarantees in high dimensions. In this article, we propose a new goodness-of-fit test for this problem, and our main res...
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作者：Yu, Xianshi; Zhu, Ji
作者单位：University of Michigan System; University of Michigan
摘要：While relations among individuals make an important part of data with scientific and business interests, existing statistical modeling of relational data has mainly been focusing on dyadic relations, that is, those between two individuals. This article addresses the less studied, though commonly encountered, polyadic relations that can involve more than two individuals. In particular, we propose a new latent space model for hypergraphs using determinantal point processes, which is driven by th...
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作者：Liu, Dungang; Lin, Zewei; Zhang, Heping
作者单位：University System of Ohio; University of Cincinnati; Texas State University System; Texas State University San Marcos; Yale University; Yale University; Yale University
摘要：Model diagnostics is an indispensable component in regression analysis, yet it has not been well addressed in generalized linear models (GLMs). When outcome data are discrete, classical Pearson and deviance residuals have limited utility in generating diagnostic insights. This article establishes a novel diagnostic framework for GLMs and their extensions. Unlike the convention of using a point statistic as a residual, we propose to use a function as a vehicle to retain residual information. In...
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作者：Chong, Carsten H.; Todorov, Viktor
作者单位：Hong Kong University of Science & Technology; Northwestern University
摘要：We develop a nonparametric test for deciding whether volatility of an asset follows a standard semimartingale process, with paths of finite quadratic variation, or a rough process with paths of infinite quadratic variation. The test uses the fact that volatility is rough if and only if volatility increments are negatively autocorrelated at high frequencies. It is based on the sample autocovariance of increments of spot volatility estimates computed from high-frequency asset return data. By sho...
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作者：Ma, Huijuan; Zhao, Wei; Hanfelt, John; Peng, Limin
作者单位：East China Normal University; Shandong University; Emory University; Rollins School Public Health
摘要：Chronic disease studies often collect data on biological and clinical markers at follow-up visits to monitor disease progression. Viewing such longitudinal measurements governed by latent continuous trajectories, we develop a new dynamic regression framework to investigate the heterogeneity pattern of certain features of the latent individual trajectory that may carry substantive information on disease risk or status. Employing the strategy of multi-level modeling, we formulate the latent indi...
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作者：Jing, Kaili; Khalili, Abbas; Xu, Chen
作者单位：Xi'an Jiaotong University; McGill University; Peng Cheng Laboratory
摘要：Finite mixture of regression models are ubiquitous for analyzing complex data. They aim to detect heterogeneity in the effects of a set of features on a response over a finite number of latent classes. When the number of features is large, a direct fitting of mixture regressions can be computationally infeasible and often leads to a poor interpretative value. One practical strategy is to screen out most irrelevant features before an in-depth analysis. In this article, we propose a novel method...
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作者：Du, Mingyue; Lou, Yichen; Sun, Jianguo
作者单位：Jilin University; Chinese University of Hong Kong; University of Missouri System; University of Missouri Columbia
摘要：Motivated by a breast cancer study, we consider regression analysis of interval-censored failure time data in the presence of a random change point. Although a great deal of literature on interval-censored data has been established, there does not seem to exist an established method that can allow for the existence of random change points. Such data can occur in, for example, clinical trials where the risk of a disease may dramatically change when some biological indexes of the human body exce...
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作者：Liu, Brian; Mazumder, Rahul; Radchenko, Peter
作者单位：Massachusetts Institute of Technology (MIT); University of Sydney
摘要：Tree ensembles are nonparametric methods widely recognized for their accuracy and ability to capture complex interactions. While these models excel at prediction, they are difficult to interpret and may fail to uncover useful relationships in the data. We propose an estimator to extract compact sets of decision rules from tree ensembles. The extracted models are accurate and can be manually examined to reveal relationships between the predictors and the response. A key novelty of our estimator...
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作者：Ma, Xinwei; Wang, Jingshen; Wei, Waverly
作者单位：University of California System; University of California San Diego; University of California System; University of California Berkeley; University of Southern California
摘要：Covariate-adjusted response-adaptive (CARA) designs have gained widespread adoption for their clear benefits in enhancing experimental efficiency and participant welfare. These designs dynamically adjust treatment allocations during interim analyses based on participant responses and covariates collected during the experiment. However, delayed responses can significantly compromise the effectiveness of CARA designs, as they hinder timely adjustments to treatment assignments when certain partic...
