Sarah Leyder, Jakob Raymaekers, Peter J. Rousseeuw
{"title":"Robust Distance Covariance1","authors":"Sarah Leyder, Jakob Raymaekers, Peter J. Rousseeuw","doi":"10.1111/insr.70005","DOIUrl":"https://doi.org/10.1111/insr.70005","url":null,"abstract":"<p>Distance covariance is a popular measure of dependence between random variables. It has some robustness properties, but not all. We prove that the influence function of the usual distance covariance is bounded, but that its breakdown value is zero. Moreover, it has an unbounded sensitivity function converging to the bounded influence function for increasing sample size. To address this sensitivity to outliers we construct a more robust version of distance covariance and distance correlation, based on a new data transformation. Simulations indicate that the resulting method is quite robust, and has good power in the presence of outliers. We illustrate the method on genetic data. Comparing the classical distance correlation with its more robust version provides additional insight.</p>","PeriodicalId":14479,"journal":{"name":"International Statistical Review","volume":"94 1","pages":"1-25"},"PeriodicalIF":1.8,"publicationDate":"2026-04-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://onlinelibrary.wiley.com/doi/epdf/10.1111/insr.70005","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"147684009","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Who Is My Neighbour? A Discussion of ‘A Socio-Demographic Latent Space Approach to Spatial Data When Geography Is Important but Not All-Important’","authors":"Lance A. Waller","doi":"10.1111/insr.70011","DOIUrl":"https://doi.org/10.1111/insr.70011","url":null,"abstract":"","PeriodicalId":14479,"journal":{"name":"International Statistical Review","volume":"93 3","pages":"377-380"},"PeriodicalIF":1.8,"publicationDate":"2025-09-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"145442918","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Invited Discussion on Article by Nandy, Holan and Schweinberger","authors":"Jonathan Bradley","doi":"10.1111/insr.70008","DOIUrl":"https://doi.org/10.1111/insr.70008","url":null,"abstract":"","PeriodicalId":14479,"journal":{"name":"International Statistical Review","volume":"93 3","pages":"374-376"},"PeriodicalIF":1.8,"publicationDate":"2025-08-18","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"145443090","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Saikat Nandy, Scott H. Holan, Michael Schweinberger
{"title":"Rejoinder: A Socio-Demographic Latent Space Approach to Spatial Data When Geography is Important but Not All-Important","authors":"Saikat Nandy, Scott H. Holan, Michael Schweinberger","doi":"10.1111/insr.70009","DOIUrl":"https://doi.org/10.1111/insr.70009","url":null,"abstract":"","PeriodicalId":14479,"journal":{"name":"International Statistical Review","volume":"93 3","pages":"380-384"},"PeriodicalIF":1.8,"publicationDate":"2025-08-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"145443153","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Saikat Nandy, Scott H. Holan, Michael Schweinberger
{"title":"A Socio-demographic Latent Space Approach to Spatial Data When Geography Is Important But not All-Important1","authors":"Saikat Nandy, Scott H. Holan, Michael Schweinberger","doi":"10.1111/insr.70004","DOIUrl":"https://doi.org/10.1111/insr.70004","url":null,"abstract":"<div>\u0000 \u0000 <p>Many models for spatial and spatio-temporal data assume that ‘near things are more related than distant things’, which is known as the first law of geography. While geography may be important, it may not be all-important, for at least two reasons. First, technology helps bridge distance, so that regions separated by large distances may be more similar than would be expected based on geographical distance. Second, geographical, political and social divisions can make neighbouring regions dissimilar. We develop a flexible Bayesian approach for learning from spatial data in which units are close in an unobserved socio-demographic space and hence which units are similar. While classic approaches based on nearest-neighbour adjacency matrices may not fully capture all of the spatial correlation, the proposed approach learns neighbourhoods from data, and averages over all possible neighbourhood structures. We demonstrate the advantages of the proposed approach by presenting simulations along with applications to county-level American Community Survey data on median household income in the US states of Florida, North Carolina and South Carolina.</p>\u0000 </div>","PeriodicalId":14479,"journal":{"name":"International Statistical Review","volume":"93 3","pages":"351-373"},"PeriodicalIF":1.8,"publicationDate":"2025-08-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"145443127","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Statistical Depth Meets Machine Learning: Kernel Mean Embeddings and Depth in Functional Data Analysis","authors":"George Wynne, Stanislav Nagy","doi":"10.1111/insr.12611","DOIUrl":"https://doi.org/10.1111/insr.12611","url":null,"abstract":"<div>\u0000 \u0000 <p>Statistical depth is the act of gauging how representative a point is compared with a reference probability measure. The depth allows introducing rankings and orderings to data living in multivariate, or function spaces. Though widely applied and with much experimental success, little theoretical progress has been made in analysing functional depths. This article highlights how the common \u0000<span></span><math>\u0000 <mi>h</mi></math>-depth and related depths from functional data analysis can be viewed as a kernel mean embedding, widely used in statistical machine learning. This facilitates answers to several open questions regarding the statistical properties of functional depths. We show that (i) \u0000<span></span><math>\u0000 <mi>h</mi></math>-depth has the interpretation of a kernel-based method; (ii) several \u0000<span></span><math>\u0000 <mi>h</mi></math>-depths possess explicit expressions, without the need to estimate them using Monte Carlo procedures; (iii) under minimal assumptions, \u0000<span></span><math>\u0000 <mi>h</mi></math>-depths and their maximisers are uniformly strongly consistent and asymptotically Gaussian (also in infinite-dimensional spaces and for imperfectly observed functional data); and (iv) several \u0000<span></span><math>\u0000 <mi>h</mi></math>-depths uniquely characterise probability distributions in separable Hilbert spaces. In addition, we also provide a link between the depth and empirical characteristic function based procedures for functional data. Finally, the unveiled connections enable to design an extension of the \u0000<span></span><math>\u0000 <mi>h</mi></math>-depth towards regression problems.</p>\u0000 </div>","PeriodicalId":14479,"journal":{"name":"International Statistical Review","volume":"93 2","pages":"317-348"},"PeriodicalIF":1.8,"publicationDate":"2025-03-16","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"144774096","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Feature Screening for Ultrahigh Dimensional Mixed Data via Wasserstein Distance","authors":"Bing Tian, Hong Wang","doi":"10.1111/insr.12609","DOIUrl":"https://doi.org/10.1111/insr.12609","url":null,"abstract":"<div>\u0000 \u0000 <p>This article develops a novel feature screening procedure for ultrahigh dimensional mixed data based on Wasserstein distance, termed as Wasserstein-SIS. To handle the mixture of continuous and discrete data, we use Wasserstein distance as a new marginal utility to measure the difference between the joint distribution and the product of marginal distributions. In theory, we establish the sure screening property under less restrictive assumptions on data types. The proposed procedure does not require model specification, gives a more effective geometric measure to compare the discrepancy between distributions and avoids introducing biases caused by the choice of slicing rules for continuous data. Numerical comparison indicates that the proposed Wasserstein-SIS method performs better than existing methods in various models. A real data application also validates the better practicability of Wasserstein-SIS.</p>\u0000 </div>","PeriodicalId":14479,"journal":{"name":"International Statistical Review","volume":"93 2","pages":"267-287"},"PeriodicalIF":1.8,"publicationDate":"2025-02-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"144774049","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"How Do Applied Researchers Use the Causal Forest? A Methodological Review","authors":"Patrick Rehill","doi":"10.1111/insr.12610","DOIUrl":"https://doi.org/10.1111/insr.12610","url":null,"abstract":"<p>This methodological review examines the use of the causal forest method by applied researchers across 133 peer-reviewed papers. It shows that the emerging best practice relies heavily on the approach and tools created by the original authors of the causal forest such as their grf package and the approaches given by them in examples. Generally, researchers use the causal forest on a relatively low-dimensional dataset relying on observed controls or in some cases experiments to identify effects. There are several common ways to then communicate results–by mapping out the univariate distribution of individual-level treatment effect estimates, displaying variable importance results for the forest and graphing the distribution of treatment effects across covariates that are important either for theoretical reasons or because they have high variable importance. Some deviations from this common practice are interesting and deserve further development and use. Others are unnecessary or even harmful. The paper concludes by reflecting on the emerging best practice for causal forest use and paths for future research.</p>","PeriodicalId":14479,"journal":{"name":"International Statistical Review","volume":"93 2","pages":"288-316"},"PeriodicalIF":1.8,"publicationDate":"2025-02-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://onlinelibrary.wiley.com/doi/epdf/10.1111/insr.12610","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"144774102","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"On the Number of Components for Matrix-Variate Mixtures: A Comparison Among Information Criteria","authors":"Salvatore D. Tomarchio, Antonio Punzo","doi":"10.1111/insr.12607","DOIUrl":"https://doi.org/10.1111/insr.12607","url":null,"abstract":"<p>This study explores the crucial task of determining the optimal number of components in mixture models, known as mixture order, when considering matrix-variate data. Despite the growing interest in this data type among practitioners and researchers, the effectiveness of information criteria in selecting the mixture order remains largely unexplored in this branch of the literature. Although the Bayesian information criterion (BIC) is commonly utilised, its effectiveness is only marginally tested in this context, and several other potentially valuable criteria exist. An extensive simulation study evaluates the performance of 10 information criteria across various data structures, specifically focusing on matrix-variate normal mixtures.</p>","PeriodicalId":14479,"journal":{"name":"International Statistical Review","volume":"93 2","pages":"222-245"},"PeriodicalIF":1.8,"publicationDate":"2025-01-08","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://onlinelibrary.wiley.com/doi/epdf/10.1111/insr.12607","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"144774150","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Zizhong Tian, Vernon M. Chinchilli, Chan Shen, Shouhao Zhou
{"title":"Chance-Corrected Interrater Agreement Statistics for Two-Rater Dichotomous Responses: A Method Review With Comparative Assessment Under Possibly Correlated Decisions","authors":"Zizhong Tian, Vernon M. Chinchilli, Chan Shen, Shouhao Zhou","doi":"10.1111/insr.12606","DOIUrl":"https://doi.org/10.1111/insr.12606","url":null,"abstract":"<p>Measurement of the interrater agreement (IRA) is critical for assessing the reliability and validity of ratings in various disciplines. While numerous IRA statistics have been developed, there is a lack of guidance on selecting appropriate measures especially when raters' decisions could be correlated. To address this gap, we review a family of chance-corrected IRA statistics for two-rater dichotomous-response cases, a fundamental setting that not only serves as the theoretical foundation for categorical-response or multirater IRA methods but is also practically dominant in most empirical studies, and we propose a novel data-generating framework to simulate correlated decision processes between raters. Subsequently, a new estimand, which calibrates the ‘true’ chance-corrected IRA, is introduced while accounting for the potential ‘probabilistic certainty’. Extensive simulations were conducted to evaluate the performance of the reviewed IRA methods under various practical scenarios and were summarised by an agglomerative hierarchical clustering analysis. Finally, we provide recommendations for selecting appropriate IRA statistics based on outcome prevalence and rater characteristics and highlight the need for further advancements in IRA estimation methodologies.</p>","PeriodicalId":14479,"journal":{"name":"International Statistical Review","volume":"93 2","pages":"199-221"},"PeriodicalIF":1.8,"publicationDate":"2025-01-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://onlinelibrary.wiley.com/doi/epdf/10.1111/insr.12606","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"144773939","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}