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作者：Hallin, M.; La Vecchia, D.; Liu, H.
作者单位：Universite Libre de Bruxelles; University of Geneva; Lancaster University
摘要：We propose a new class of R-estimators for semiparametric VARMA models in which the innovation density plays the role of the nuisance parameter. Our estimators are based on the novel concepts of multivariate center-outward ranks and signs. We show that these concepts, combined with Le Cam's asymptotic theory of statistical experiments, yield a class of semiparametric estimation procedures, which are efficient (at a given reference density), root-n consistent, and asymptotically normal under a ...
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作者：Bai, Ray; Moran, Gemma E.; Antonelli, Joseph L.; Chen, Yong; Boland, Mary R.
作者单位：University of South Carolina System; University of South Carolina Columbia; Columbia University; State University System of Florida; University of Florida; University of Pennsylvania
摘要：We introduce the spike-and-slab group lasso (SSGL) for Bayesian estimation and variable selection in linear regression with grouped variables. We further extend the SSGL to sparse generalized additive models (GAMs), thereby introducing the first nonparametric variant of the spike-and-slab lasso methodology. Our model simultaneously performs group selection and estimation, while our fully Bayes treatment of the mixture proportion allows for model complexity control and automatic self-adaptivity...
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作者：McShane, Blakeley B.; Bockenholt, Ulf; Hansen, Karsten T.
作者单位：Northwestern University; University of California System; University of California San Diego
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作者：Yee, Thomas W.
作者单位：University of Auckland
摘要：The Wald test remains ubiquitous in statistical practice despite shortcomings such as its inaccuracy in small samples and lack of invariance under reparameterization. This article develops on another but lesser-known shortcoming called the Hauck-Donner effect (HDE) whereby a Wald test statistic is no longer monotone increasing as a function of increasing distance between the parameter estimate and the null value. Resulting in an upward biased p-value and loss of power, the aberration can lead ...
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作者：Malinsky, Daniel; Shpitser, Ilya; Tchetgen, Eric J. Tchetgen
作者单位：Columbia University; Johns Hopkins University; University of Pennsylvania
摘要：We study the identification and estimation of statistical functionals of multivariate data missing nonmonotonically and not-at-random, taking a semiparametric approach. Specifically, we assume that the missingness mechanism satisfies what has been previously called no self-censoring or itemwise conditionally independent nonresponse, which roughly corresponds to the assumption that no partially observed variable directly determines its own missingness status. We show that this assumption, combi...
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作者：Wang, Yaping; Sun, Fasheng; Xu, Hongquan
作者单位：East China Normal University; Northeast Normal University - China; Northeast Normal University - China; University of California System; University of California Los Angeles
摘要：Space-filling designs are widely used in both computer and physical experiments. Column-orthogonality, maximin distance, and projection uniformity are three basic and popular space-filling criteria proposed from different perspectives, but their relationships have been rarely investigated. We show that the average squared correlation metric is a function of the pairwiseL(2)-distances between the rows only. We further explore the connection between uniform projection designs and maximinL(1)-dis...
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作者：Yun, Sooin; Zhang, Xianyang; Li, Bo
作者单位：University of Illinois System; University of Illinois Urbana-Champaign; Texas A&M University System; Texas A&M University College Station
摘要：Comparing the spatial characteristics of spatiotemporal random fields is often at demand. However, the comparison can be challenging due to the high-dimensional feature and dependency in the data. We develop a new multiple testing approach to detect local differences in the spatial characteristics of two spatiotemporal random fields by taking the spatial information into account. Our method adopts a two-component mixture model for location wisep-values and then derives a new false discovery ra...
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作者：Ma, Tianwen; Li, Yang; Huggins, Jane E.; Zhu, Ji; Kang, Jian
作者单位：University of Michigan System; University of Michigan; University of Michigan System; University of Michigan; University of Michigan System; University of Michigan; University of Michigan System; University of Michigan
摘要：A brain-computer interface (BCI) is a system that translates brain activity into commands to operate technology. A common design for an electroencephalogram (EEG) BCI relies on the classification of the P300 event-related potential (ERP), which is a response elicited by the rare occurrence of target stimuli among common nontarget stimuli. Few existing ERP classifiers directly explore the underlying mechanism of the neural activity. To this end, we perform a novel Bayesian analysis of the proba...
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作者：Garcia-Donato, Gonzalo; Paulo, Rui
作者单位：Universidad de Castilla-La Mancha; Universidade de Lisboa; Universidade de Lisboa
摘要：In the context of a Gaussian multiple regression model, we address the problem of variable selection when in the list of potential predictors there are factors, that is, categorical variables. We adopt a model selection perspective, that is, we approach the problem by constructing a class of models, each corresponding to a particular selection of active variables. The methodology is Bayesian and proceeds by computing the posterior probability of each of these models. We highlight the fact that...
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作者：Kowal, Daniel R.
作者单位：Rice University
摘要：Prediction is critical for decision-making under uncertainty and lends validity to statistical inference. With targeted prediction, the goal is to optimize predictions for specific decision tasks of interest, which we represent via functionals. Although classical decision analysis extracts predictions from a Bayesian model, these predictions are often difficult to interpret and slow to compute. Instead, we design a class of parameterized actions for Bayesian decision analysis that produce opti...
