Journal of the Royal Statistical Society: Series B

最新文章

• Identification and estimation of causal peer effects using double negative controls for unmeasured network confounding AI翻译
  作者：Egami, Naoki; Tchetgen, Eric J. Tchetgen
  作者单位：Columbia University; University of Pennsylvania; University of Pennsylvania
  摘要：Identification and estimation of causal peer effects are challenging in observational studies for two reasons. The first is the identification challenge due to unmeasured network confounding, for example, homophily bias and contextual confounding. The second is network dependence of observations. We establish a framework that leverages a pair of negative control outcome and exposure variables (double negative controls) to non-parametrically identify causal peer effects in the presence of unmea...
• Alignment and comparison of directed networks via transition couplings of random walks AI翻译
  作者：Yi, Bongsoo; O'Connor, Kevin; McGoff, Kevin; Nobel, Andrew B.
  作者单位：University of North Carolina; University of North Carolina Chapel Hill; University of North Carolina School of Medicine; University of North Carolina; University of North Carolina Charlotte
  摘要：We describe and study a transport-based procedure called network optimal transition coupling (NetOTC) for the comparison and alignment of two networks. The networks of interest may be directed or undirected, weighted or unweighted, and may have distinct vertex sets of different sizes. Given two networks and a cost function relating their vertices, NetOTC finds a transition coupling of their associated random walks having minimum expected cost. The minimizing cost quantifies the difference betw...
• Wenkai Xu's contribution to the Discussion of 'Safe testing' by Grünwald, De Heide and Koolen AI翻译
  作者：Xu, Wenkai
  作者单位：Eberhard Karls University of Tubingen
  摘要：We develop the theory of hypothesis testing based on the e-value, a notion of evidence that, unlike the p-value, allows for effortlessly combining results from several studies in the common scenario where the decision to perform a new study may depend on previous outcomes. Tests based on e-values are safe, i.e. they preserve type-I error guarantees, under such optional continuation. We define growth rate optimality (GRO) as an analogue of power in an optional continuation context, and we show ...
• Judith ter Schure's contribution to the Discussion of 'Safe testing' by Grünwald, de Heide, and Koolen AI翻译
  作者：ter Schure, Judith
  作者单位：University of Amsterdam
• Fan Wang, Yi Yu and Alessandro Rinaldo's contribution to the Discussion of 'Root and community inference on the latent growth process of a network' by Crane and Xu AI翻译
  作者：Wang, Fan; Yu, Yi; Rinaldo, Alessandro
  作者单位：University of Warwick; University of Texas System; University of Texas Austin
• CP factor model for dynamic tensors AI翻译
  作者：Han, Yuefeng; Yang, Dan; Zhang, Cun-Hui; Chen, Rong
  作者单位：University of Notre Dame; University of Hong Kong; Rutgers University System; Rutgers University New Brunswick
  摘要：Observations in various applications are frequently represented as a time series of multidimensional arrays, called tensor time series, preserving the inherent multidimensional structure. In this paper, we present a factor model approach, in a form similar to tensor CANDECOMP/PARAFAC (CP) decomposition, to the analysis of high-dimensional dynamic tensor time series. As the loading vectors are uniquely defined but not necessarily orthogonal, it is significantly different from the existing tenso...
• Tamás P. Papp, Paul Fearnhead, and Chris Sherlock's contribution to the Discussion of 'the Discussion Meeting on Probabilistic and statistical aspects of machine learning' AI翻译
  作者：Papp, Tamas P.; Fearnhead, Paul; Sherlock, Chris
  作者单位：Lancaster University; Lancaster University
• Anthony C Davison and Igor Rodionov's contribution to the Discussion of 'Estimating means of bounded random variables by betting' by Waudby-Smith and Ramdas AI翻译
  作者：Davison, Anthony C.; Rodionov, Igor
  作者单位：Swiss Federal Institutes of Technology Domain; Ecole Polytechnique Federale de Lausanne
  摘要：We derive confidence intervals (CIs) and confidence sequences (CSs) for the classical problem of estimating a bounded mean. Our approach generalizes and improves on the celebrated Chernoff method, yielding the best closed-form empirical-Bernstein CSs and CIs (converging exactly to the oracle Bernstein width) as well as non-closed-form betting CSs and CIs. Our method combines new composite nonnegative (super) martingales with Ville's maximal inequality, with strong connections to testing by bet...
• Estimating means of bounded random variables by betting AI翻译
  作者：Owen, Art B.
  作者单位：Stanford University
  摘要：We derive confidence intervals (CIs) and confidence sequences (CSs) for the classical problem of estimating a bounded mean. Our approach generalizes and improves on the celebrated Chernoff method, yielding the best closed-form empirical-Bernstein CSs and CIs (converging exactly to the oracle Bernstein width) as well as non-closed-form betting CSs and CIs. Our method combines new composite nonnegative (super) martingales with Ville's maximal inequality, with strong connections to testing by bet...
• Jiaqi Gu and Guosheng Yin's contribution to the Discussion of 'Martingale Posterior Distributions' by Fong, Holmes and Walker AI翻译
  作者：Gu, Jiaqi; Yin, Guosheng
  作者单位：Stanford University; Imperial College London; Stanford University