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作者:Waite, Timothy W.; Woods, David C.
作者单位:University of Manchester; University of Southampton
摘要:In game theory and statistical decision theory, a random (i.e., mixed) decision strategy often outperforms a deterministic strategy in minimax expected loss. As experimental design can be viewed as a game pitting the Statistician against Nature, the use of a random strategy to choose a design will often be beneficial. However, the topic of minimax-efficient random strategies for design selection is mostly unexplored, with consideration limited to Fisherian randomization of the allocation of a ...
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作者:Wang, Di; Zheng, Yao; Lian, Heng; Li, Guodong
作者单位:University of Hong Kong; University of Connecticut; City University of Hong Kong
摘要:The classical vector autoregressive model is a fundamental tool for multivariate time series analysis. However, it involves too many parameters when the number of time series and lag order are even moderately large. This article proposes to rearrange the transition matrices of the model into a tensor form such that the parameter space can be restricted along three directions simultaneously via tensor decomposition. In contrast, the reduced-rank regression method can restrict the parameter spac...
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作者:Kock, Anders Bredahl; Preinerstorfer, David; Veliyev, Bezirgen
作者单位:University of Oxford; Aarhus University; CREATES; Universite Libre de Bruxelles
摘要:Consider a setting in which a policy maker assigns subjects to treatments, observing each outcome before the next subject arrives. Initially, it is unknown which treatment is best, but the sequential nature of the problem permits learning about the effectiveness of the treatments. While the multi-armed-bandit literature has shed much light on the situation when the policy maker compares the effectiveness of the treatments through their mean, much less is known about other targets. This is rest...
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作者:Peruzzi, Michele; Banerjee, Sudipto; Finley, Andrew O.
作者单位:Michigan State University; Duke University; University of California System; University of California Los Angeles
摘要:We introduce a class of scalable Bayesian hierarchical models for the analysis of massive geostatistical datasets. The underlying idea combines ideas on high-dimensional geostatistics by partitioning the spatial domain and modeling the regions in the partition using a sparsity-inducing directed acyclic graph (DAG). We extend the model over the DAG to a well-defined spatial process, which we call the meshed Gaussian process (MGP). A major contribution is the development of an MGPs on tessellate...
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作者:Lin, Zhenhua; Wang, Jane-Ling
作者单位:National University of Singapore; University of California System; University of California Davis
摘要:We consider estimation of mean and covariance functions of functional snippets, which are short segments of functions possibly observed irregularly on an individual specific subinterval that is much shorter than the entire study interval. Estimation of the covariance function for functional snippets is challenging since information for the far off-diagonal regions of the covariance structure is completely missing. We address this difficulty by decomposing the covariance function into a varianc...
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作者:Chang, Jinyuan; Kolaczyk, Eric D.; Yao, Qiwei
作者单位:Southwestern University of Finance & Economics - China; Boston University; University of London; London School Economics & Political Science
摘要:While it is common practice in applied network analysis to report various standard network summary statistics, these numbers are rarely accompanied by uncertainty quantification. Yet any error inherent in the measurements underlying the construction of the network, or in the network construction procedure itself, necessarily must propagate to any summary statistics reported. Here we study the problem of estimating the density of an arbitrary subgraph, given a noisy version of some underlying n...
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作者:Pensky, Marianna
作者单位:State University System of Florida; University of Central Florida
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作者:Pena, Daniel
作者单位:Universidad Carlos III de Madrid; Universidad Carlos III de Madrid
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作者:Wang, Zeya; Baladandayuthapani, Veerabhadran; Kaseb, Ahmed O.; Amin, Hesham M.; Hassan, Manal M.; Wang, Wenyi; Morris, Jeffrey S.
作者单位:Rice University; University of Texas System; UTMD Anderson Cancer Center; University of Michigan System; University of Michigan; University of Texas System; UTMD Anderson Cancer Center; University of Texas System; UTMD Anderson Cancer Center; University of Texas System; UTMD Anderson Cancer Center; University of Texas System; UTMD Anderson Cancer Center; University of Pennsylvania
摘要:It is well established that interpatient heterogeneity in cancer may significantly affect genomic data analyses and in particular, network topologies. Most existing graphical model methods estimate a single population-level graph for genomic or proteomic network. In many investigations, these networks depend on patient-specific indicators that characterize the heterogeneity of individual networks across subjects with respect to subject-level covariates. Examples include assessments of how the ...
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作者:Liu, Jeremiah Zhe; Deng, Wenying; Lee, Jane; Lin, Pi-I Debby; Valeri, Linda; Christiani, David C.; Bellinger, David C.; Wright, Robert O.; Mazumdar, Maitreyi M.; Coull, Brent A.
作者单位:Harvard University; Harvard T.H. Chan School of Public Health; Harvard University; Harvard T.H. Chan School of Public Health; Harvard University; Harvard University Medical Affiliates; Boston Children's Hospital; Harvard University; Harvard T.H. Chan School of Public Health; Icahn School of Medicine at Mount Sinai
摘要:Gene-environment and nutrition-environment studies often involve testing of high-dimensional interactions between two sets of variables, each having potentially complex nonlinear main effects on an outcome. Construction of a valid and powerful hypothesis test for such an interaction is challenging, due to the difficulty in constructing an efficient and unbiased estimator for the complex, nonlinear main effects. In this work, we address this problem by proposing a cross-validated ensemble of ke...