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作者:Pearce, Michael; Erosheva, Elena A.
作者单位:Reed College - Portland; University of Washington; University of Washington Seattle; University of Washington; University of Washington Seattle
摘要:Rankings and ratings are commonly used to express preferences but provide distinct and complementary information. Rankings give ordinal and scale-free comparisons but lack granularity; ratings provide cardinal and granular assessments but may be highly subjective or inconsistent. Collecting and analyzing rankings and ratings jointly has not been performed until recently due to a lack of principled methods. In this work, we propose a flexible, joint statistical model for rankings and ratings-th...
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作者:Ye, Ting; Chen, Kan; Small, Dylan
作者单位:University of Washington; University of Washington Seattle; Harvard University; University of Pennsylvania
摘要:Does having firearms in the home increase suicide risk? To test this hypothesis, a matched case-control study can be performed, in which suicide case subjects are compared to living controls who are similar in observed covariates in terms of their retrospective exposure to firearms at home. In this application, cases can be defined using a broad case definition (suicide) or a narrow case definition (suicide occurred at home). The broad case definition offers a larger number of cases, but the n...
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作者:Rasines, Daniel Garcia; Young, Alastair
作者单位:Imperial College London
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作者:Bhattacharya, Sohom; Fan, Jianqing; Hou, Jikai
作者单位:State University System of Florida; University of Florida; Princeton University
摘要:Network data is prevalent in numerous big data applications, including economics and health networks, where understanding the latent structure of the network is of prime importance. In this article, we model the network using the Degree-Corrected Mixed Membership (DCMM) model. In the DCMM model, for each node i, there exists a membership vector pi(i)=(pi(i)(1),pi(i)(2),& mldr;,pi(i)(K)) , where pi(i)(k) denotes the weight that node i puts in community k. We derive a novel finite-sample expansi...
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作者:Ouyang, Jing; Chen, Yunxiao; Li, Chengcheng; Xu, Gongjun
作者单位:University of Hong Kong; University of London; London School Economics & Political Science; Microsoft; University of Michigan System; University of Michigan
摘要:International Large-scale Assessments (ILSAs), such as the Program for International Student Assessment (PISA) and the Trends in International Mathematics and Science Study (TIMSS), are cornerstone tools for global educational research and policy-making. By benchmarking educational quality and performance trends, these assessments enable countries to evaluate and share effective pedagogical structures. Specifically, ILSAs employ Item Response Theory (IRT) models to rank countries by students' ...
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作者:Chang, Jinyuan; Du, Yue; He, Jing; Yao, Qiwei
作者单位:Southwestern University of Finance & Economics - China; Chinese Academy of Sciences; Academy of Mathematics & System Sciences, CAS; Peking University; Southwestern University of Finance & Economics - China; University of London; London School Economics & Political Science
摘要:We propose new statistical tests, in high-dimensional settings, for testing the independence of two random vectors and their conditional independence given a third random vector. The key idea is simple, that is, we first transform each component variable to the standard normal via its marginal empirical distribution, and we then test for independence and conditional independence of the transformed random vectors using appropriate L infinity-type test statistics. While we are testing some neces...
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作者:Rava, Bradley; Sun, Wenguang; James, Gareth M.; Tong, Xin
作者单位:University of Sydney; Zhejiang University; Zhejiang University; Emory University; University of Hong Kong
摘要:We investigate the fairness issue in classification, where automated decisions are made for individuals from different protected groups. In high-consequence scenarios, decision errors can disproportionately affect certain protected groups, leading to unfair outcomes. To address this issue, we propose a fairness-adjusted selective inference (FASI) framework and develop data-driven algorithms that achieve statistical parity by controlling the false selection rate (FSR) among protected groups. Ou...
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作者:Boswijk, H. Peter; Laeven, Roger J. A.; Lalu, Andrei; Vladimirov, Evgenii
作者单位:University of Amsterdam; Tinbergen Institute; Tilburg University; Eindhoven University of Technology
摘要:We analyze the contagious propagation of jumps among international stock market indices, using a rich panel of high-frequency stock and options data (692,892 option contracts) over the period 2006-2015. We propose a bivariate option pricing model designed to allow for time and space amplification of jumps in option markets. We develop a semi-parametric estimation procedure, which employs a continuum of moment conditions in GMM with implied states and non-parametric high-frequency spot volatili...
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作者:Hung, Noah Yi-Ting; Lin, Li-Hsiang; Calhoun, Vince D.
作者单位:University System of Georgia; Georgia State University; University System of Georgia; Emory University; Georgia Institute of Technology; Georgia State University
摘要:Deep neural networks (DNNs) have been widely applied to solve real-world regression problems. However, selecting optimal network structures remains a significant challenge. This study addresses this issue by linking neuron selection in DNNs to knot placement in basis expansion techniques. We introduce a difference penalty that automates knot selection, thereby simplifying the complexities of neuron selection. We name this method Deep P-Spline (DPS). This approach extends the class of models co...
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作者:Wang, Weichen; Shi, Chengchun
作者单位:University of Hong Kong; University of London; London School Economics & Political Science