The Annals of Applied Statistics

最新文章

• CHANGE POINT DETECTION IN DYNAMIC GAUSSIAN GRAPHICAL MODELS: THE IMPACT OF COVID-19 PANDEMIC ON THE US STOCK MARKET AI翻译
  作者：Franzolini, Beatrice; Beskos, Alexandros; De Iorio, Maria; Koziell, Warrick Poklewski; Grzeszkiewicz, Karolina
  作者单位：Bocconi University; University of London; University College London; National University of Singapore; Yale NUS College
  摘要：Reliable estimates of volatility and correlation are fundamental in economics and finance for understanding the impact of macroeconomics events on the market and guiding future investments and policies. Dependence across financial returns is likely to be subject to sudden structural changes, especially in correspondence with major global events, such as the COVID19 pandemic. In this work we are interested in capturing abrupt changes over time in the conditional dependence across U.S. industry ...
• NONNEGATIVE TENSOR COMPLETION FOR DYNAMIC COUNTERFACTUAL PREDICTION ON COVID-19 PANDEMIC AI翻译
  作者：Zhen, Yaoming; Wang, Junhui
  作者单位：City University of Hong Kong; Chinese University of Hong Kong
  摘要：The COVID-19 pandemic has been a worldwide health crisis for the past three years, casting unprecedented challenges for policymakers in different countries and regions. While one country or region can only implement one social mobility restriction policy at a given time, it is of great interest for policy makers to decide whether to elevate or deelevate the restriction policy from time to time. This article proposes a novel nonnegative tensor completion method to predict the potential counterf...
• BIVARIATE FUNCTIONAL PATTERNS OF LIFETIME MEDICARE COSTS AMONG ESRD PATIENTS AI翻译
  作者：Wang, Yue; Nan, Bin; Kalbfleisch, John D.
  作者单位：University of California System; University of California Irvine; University of Michigan System; University of Michigan
  摘要：In this work we study the lifetime Medicare spending patterns of patients with end-stage renal disease (ESRD). We extract the information of patients who started their ESRD services in 2007-2011 from the United States Renal Data System (USRDS). Patients are partitioned into three groups based on their kidney transplant status: 1-unwaitlisted and never transplanted, 2waitlisted but never transplanted, and 3-waitlisted and then transplanted. To study their Medicare cost trajectories, we use a se...
• ATHLETE RATING IN MULTICOMPETITOR GAMES WITH SCORED OUTCOMES VIA MONOTONE TRANSFORMATIONS AI翻译
  作者：Che, Jonathan; Glickman, Mark
  作者单位：Harvard University
  摘要：Sports organizations often want to estimate athlete strengths. For games with scored outcomes, a common approach is to assume observed game scores follow a normal distribution conditional on athletes' latent abilities, which may change over time. In many games, however, this assumption of conditional normality does not hold. To estimate athletes' time -varying latent abilities using nonnormal game score data, we propose a Bayesian dynamic linear model with flexible monotone response transforma...
• VARIANCE AS A PREDICTOR OF HEALTH OUTCOMES: SUBJECT-LEVEL TRAJECTORIES AND VARIABILITY OF SEX HORMONES TO PREDICT BODY FAT CHANGES IN PERI- AND POSTMENOPAUSAL WOMEN AI翻译
  作者：Chen, Irena; Wu, Zhenke; Harlow, Sioban D.; Karvonen-Gutierrez, Carrie A.; Hood, Michelle M.; Elliott, Michael R.
  作者单位：University of Michigan System; University of Michigan; University of Michigan System; University of Michigan
  摘要：Longitudinal biomarker data and cross-sectional outcomes are routinely collected in modern epidemiology studies, often with the goal of informing tailored early intervention decisions. For example, hormones, such as estradiol (E2) and follicle -stimulating hormone (FSH), may predict changes in womens' health during the midlife. Most existing methods focus on constructing predictors from mean marker trajectories. However, subject -level biomarker variability may also provide critical informatio...
• NETWORK METHOD FOR VOXEL-PAIR-LEVEL BRAIN CONNECTIVITY ANALYSIS UNDER SPATIAL-CONTIGUITY CONSTRAINTS AI翻译
  作者：Lu, Tong; Zhang, Yuan; Kochunov, Peter; Hong, Elliot; Chen, Shuo
  作者单位：University System of Maryland; University of Maryland College Park; University System of Ohio; Ohio State University; University System of Maryland; University of Maryland College Park
  摘要：Brain connectome analysis commonly compresses high -resolution brain scans (typically composed of millions of voxels) down to only hundreds of regions of interest (ROIs) by averaging within -ROI signals. This significant dimension reduction improves computational speed and the morphological properties of anatomical structures; however, it comes at the cost of substantial losses in spatial specificity and sensitivity, especially when the signals exhibit high within -ROI heterogeneity. Oftentime...
• MODELING EXTREMAL STREAMFLOW USING DEEP LEARNING APPROXIMATIONS AND A FLEXIBLE SPATIAL PROCESS AI翻译
  作者：Majumder, Reetam; Reich, Brian J.; Shaby, Benjamin A.
  作者单位：North Carolina State University; North Carolina State University; Colorado State University System; Colorado State University Fort Collins
  摘要：Quantifying changes in the probability and magnitude of extreme flooding events is key to mitigating their impacts. While hydrodynamic data are inherently spatially dependent, traditional spatial models, such as Gaussian processes, are poorly suited for modeling extreme events. Spatial extreme value models with more realistic tail dependence characteristics are under active development. They are theoretically justified but give intractable likelihoods, making computation challenging for small ...
• INFERRING CHANGES TO THE GLOBAL CARBON CYCLE WITH WOMBAT V2.0, A HIERARCHICAL FLUX-INVERSION FRAMEWORK AI翻译
  作者：Bertolacci, Michael; Zammit-Mangion, Andrew; Schuh, Andrew; Bukosa, Beata; Fisher, Jenny A.; Cao, Yi; Kaushik, Aleya; Cressie, Noel
  作者单位：University of Wollongong; Colorado State University System; Colorado State University Fort Collins; National Institute of Water & Atmospheric Research (NIWA) - New Zealand; University of Wollongong; University of Colorado System; University of Colorado Boulder
  摘要：The natural cycles of the surface-to-atmosphere fluxes of carbon dioxide (CO2) and other important greenhouse gases are changing in response to human influences. These changes need to be quantified to understand climate change and its impacts, but this is difficult to do because natural fluxes occur over large spatial and temporal scales and cannot be directly observed. Flux inversion is a technique that estimates the spatiotemporal distribution of a gas' fluxes using observations of the gas' ...
• BAYESIAN PROJECTIONS OF TOTAL FERTILITY RATE CONDITIONAL ON THE UNITED NATIONS SUSTAINABLE DEVELOPMENT GOALS AI翻译
  作者：Liu, Daphne H.; Raftery, Adrian E.
  作者单位：University of Washington; University of Washington Seattle; University of Washington; University of Washington Seattle
  摘要：Women's educational attainment and contraceptive prevalence are two mechanisms identified as having an accelerating effect on fertility decline and that can be directly impacted by policy. Quantifying the potential accelerating effect of education and family planning policies on fertility decline in a probabilistic way is of interest to policymakers, particularly in highfertility countries. We propose a conditional Bayesian hierarchical model for projecting fertility, given education and famil...
• RZIMM-SCRNA: A REGULARIZED ZERO-INFLATED MIXTURE MODEL FRAMEWORK FOR SINGLE-CELL RNA-SEQ DATA AI翻译
  作者：Mi, Xinlei; Bekerman, William; Rustgi, Anil K.; Sims, Peter A.; Canoll, Peter D.; Hu, Jianhua
  作者单位：Columbia University
  摘要：Applications of single -cell RNA sequencing in various biomedical research areas have been blooming. This new technology provides unprecedented opportunities to study disease heterogeneity at the cellular level. However, unique characteristics of scRNA-seq data, including large dimensionality, high dropout rates, and possibly batch effects, bring great difficulty into the analysis of such data. Not appropriately addressing these issues obstructs true scientific discovery. Herein we propose a u...