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作者:Westling, Ted
作者单位:University of Massachusetts System; University of Massachusetts Amherst
摘要:In many scientific studies, it is of interest to determine whether an exposure has a causal effect on an outcome. In observational studies, this is a challenging task due to the presence of confounding variables that affect both the exposure and the outcome. Many methods have been developed to test for the presence of a causal effect when all such confounding variables are observed and when the exposure of interest is discrete. In this article, we propose a class of nonparametric tests of the ...
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作者:Rabinowicz, Assaf; Rosset, Saharon
作者单位:Tel Aviv University
摘要:K-fold cross-validation (CV) with squared error loss is widely used for evaluating predictive models, especially when strong distributional assumptions cannot be taken. However, CV with squared error loss is not free from distributional assumptions, in particular in cases involving non-iid data. This article analyzes CV for correlated data. We present a criterion for suitability of standard CV in presence of correlations. When this criterion does not hold, we introduce a bias corrected CV esti...
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作者:James, Gareth M.; Radchenko, Peter; Rava, Bradley
作者单位:University of Southern California; University of Sydney
摘要:We consider the common setting where one observes probability estimates for a large number of events, such as default risks for numerous bonds. Unfortunately, even with unbiased estimates, selecting events corresponding to the most extreme probabilities can result in systematically underestimating the true level of uncertainty. We develop an empirical Bayes approach excess certainty adjusted probabilities (ECAP), using a variant of Tweedie's formula, which updates probability estimates to corr...
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作者:Shi, Chengchun; Wang, Xiaoyu; Luo, Shikai; Zhu, Hongtu; Ye, Jieping; Song, Rui
作者单位:University of London; London School Economics & Political Science; Chinese Academy of Sciences; Academy of Mathematics & System Sciences, CAS; University of North Carolina; University of North Carolina Chapel Hill; University of Michigan System; University of Michigan; North Carolina State University
摘要:A/B testing, or online experiment is a standard business strategy to compare a new product with an old one in pharmaceutical, technological, and traditional industries. Major challenges arise in online experiments of two-sided marketplace platforms (e.g., Uber) where there is only one unit that receives a sequence of treatments over time. In those experiments, the treatment at a given time impacts current outcome as well as future outcomes. The aim of this article is to introduce a reinforceme...
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作者:Choe, Youngjun
作者单位:University of Washington; University of Washington Seattle
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作者:Hasegawa, Raiden B.; Small, Dylan S.
作者单位:University of Pennsylvania
摘要:Accurate estimates of malaria vaccine efficacy require a reliable definition of a malaria case. However, the symptoms of clinical malaria are unspecific, overlapping with other childhood illnesses. Additionally, children in endemic areas tolerate varying levels of parasitemia without symptoms. Together, this makes finding a gold-standard case definition challenging. We present a method to identify and estimate malaria vaccine efficacy that does not require an observable gold-standard case defi...
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作者:Zhang, Yan Dora; Naughton, Brian P.; Bondell, Howard D.; Reich, Brian J.
作者单位:University of Hong Kong; North Carolina State University; University of Melbourne
摘要:Prior distributions for high-dimensional linear regression require specifying a joint distribution for the unobserved regression coefficients, which is inherently difficult. We instead propose a new class of shrinkage priors for linear regression via specifying a prior first on the model fit, in particular, the coefficient of determination, and then distributing through to the coefficients in a novel way. The proposed method compares favorably to previous approaches in terms of both concentrat...
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作者:Gu, Jiaying; Koenker, Roger
作者单位:University of Toronto; University of London; University College London
摘要:The venerable method of maximum likelihood has found numerous recent applications innonparametricestimation of regression and shape constrained densities. For mixture models the nonparametric maximum likelihood estimator (NPMLE) of Kiefer and Wolfowitz plays a central role in recent developments of empirical Bayes methods. The NPMLE has also been proposed by Cosslett as an estimation method for single index linear models for binary response with random coefficients. However, computational diff...
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作者:Dai, Chenguang; Heng, Jeremy; Jacob, Pierre E.; Whiteley, Nick
作者单位:ESSEC Business School; University of Bristol
摘要:Statisticians often use Monte Carlo methods to approximate probability distributions, primarily with Markov chain Monte Carlo and importance sampling. Sequential Monte Carlo samplers are a class of algorithms that combine both techniques to approximate distributions of interest and their normalizing constants. These samplers originate from particle filtering for state space models and have become general and scalable sampling techniques. This article describes sequential Monte Carlo samplers a...
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作者:Brown, D. Andrew; McMahan, Christopher S.; Shinohara, Russell T.; Linn, Kristin A.
作者单位:Clemson University; University of Pennsylvania; University of Pennsylvania
摘要:Alzheimer's disease is a neurodegenerative condition that accelerates cognitive decline relative to normal aging. It is of critical scientific importance to gain a better understanding of early disease mechanisms in the brain to facilitate effective, targeted therapies. The volume of the hippocampus is often used in diagnosis and monitoring of the disease. Measuring this volume via neuroimaging is difficult since each hippocampus must either be manually identified or automatically delineated, ...