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Enriched Pitman-Yor processes. 丰富的皮特曼-你的过程。
IF 1 4区 数学
Scandinavian Journal of Statistics Pub Date : 2025-06-01 Epub Date: 2025-01-19 DOI: 10.1111/sjos.12765
Tommaso Rigon, Sonia Petrone, Bruno Scarpa
{"title":"Enriched Pitman-Yor processes.","authors":"Tommaso Rigon, Sonia Petrone, Bruno Scarpa","doi":"10.1111/sjos.12765","DOIUrl":"10.1111/sjos.12765","url":null,"abstract":"<p><p>Bayesian nonparametrics has evolved into a broad area encompassing flexible methods for Bayesian inference, combinatorial structures, tools for complex data reduction, and more. Discrete prior laws play an important role in these developments, and various choices are available nowadays. However, many existing priors, such as the Dirichlet process, have limitations if data require nested clustering structures. Thus, we introduce a discrete nonparametric prior, termed the enriched Pitman-Yor process, which offers higher flexibility in modeling such elaborate partition structures. We investigate the theoretical properties of this novel prior and establish its formal connection with the enriched Dirichlet process and normalized random measures. Additionally, we present a square-breaking representation and derive closed-form expressions for the posterior law and associated urn schemes. Furthermore, we demonstrate that several established models, including Dirichlet processes with a spike-and-slab base measure and mixture of mixtures models, emerge as special instances of the enriched Pitman-Yor process, which therefore serves as a unified probabilistic framework for various Bayesian nonparametric priors. To illustrate its practical utility, we employ the enriched Pitman-Yor process for a species-sampling ecological problem.</p>","PeriodicalId":49567,"journal":{"name":"Scandinavian Journal of Statistics","volume":"52 2","pages":"631-657"},"PeriodicalIF":1.0,"publicationDate":"2025-06-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.ncbi.nlm.nih.gov/pmc/articles/PMC12338310/pdf/","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"144838401","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Post-selection inference for the Cox model with interval-censored data. 区间截尾数据下Cox模型的后选择推理。
IF 1 4区 数学
Scandinavian Journal of Statistics Pub Date : 2025-06-01 Epub Date: 2025-02-05 DOI: 10.1111/sjos.12768
Jianrui Zhang, Chenxi Li, Haolei Weng
{"title":"Post-selection inference for the Cox model with interval-censored data.","authors":"Jianrui Zhang, Chenxi Li, Haolei Weng","doi":"10.1111/sjos.12768","DOIUrl":"10.1111/sjos.12768","url":null,"abstract":"<p><p>We develop a post-selection inference method for the Cox proportional hazards model with interval-censored data, which provides asymptotically valid p-values and confidence intervals conditional on the model selected by lasso. The method is based on a pivotal quantity that is shown to converge to a uniform distribution under local parameters. Our method involves estimation of the efficient information matrix, for which several approaches are proposed with proof of their consistency. Thorough simulation studies show that our method has satisfactory performance in samples of modest sizes. The utility of the method is illustrated via an application to an Alzheimer's disease study.</p>","PeriodicalId":49567,"journal":{"name":"Scandinavian Journal of Statistics","volume":"52 2","pages":"710-735"},"PeriodicalIF":1.0,"publicationDate":"2025-06-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.ncbi.nlm.nih.gov/pmc/articles/PMC12347693/pdf/","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"144856896","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Post-selection inference for high-dimensional mediation analysis with survival outcomes. 生存结果的高维中介分析的选择后推断。
IF 1 4区 数学
Scandinavian Journal of Statistics Pub Date : 2025-06-01 Epub Date: 2025-02-09 DOI: 10.1111/sjos.12770
Tzu-Jung Huang, Zhonghua Liu, Ian W McKeague
{"title":"Post-selection inference for high-dimensional mediation analysis with survival outcomes.","authors":"Tzu-Jung Huang, Zhonghua Liu, Ian W McKeague","doi":"10.1111/sjos.12770","DOIUrl":"10.1111/sjos.12770","url":null,"abstract":"<p><p>It is of substantial scientific interest to detect mediators that lie in the causal pathway from an exposure to a survival outcome. However, with high-dimensional mediators, as often encountered in modern genomic data settings, there is a lack of powerful methods that can provide valid post-selection inference for the identified marginal mediation effect. To resolve this challenge, we develop a post-selection inference procedure for the maximally selected natural indirect effect using a semiparametric efficient influence function approach. To this end, we establish the asymptotic normality of a stabilized one-step estimator that takes the selection of the mediator into account. Simulation studies show that our proposed method has good empirical performance. We further apply our proposed approach to a lung cancer dataset and find multiple DNA methylation CpG sites that might mediate the effect of cigarette smoking on lung cancer survival.</p>","PeriodicalId":49567,"journal":{"name":"Scandinavian Journal of Statistics","volume":"52 2","pages":"756-776"},"PeriodicalIF":1.0,"publicationDate":"2025-06-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.ncbi.nlm.nih.gov/pmc/articles/PMC12369553/pdf/","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"144976524","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Some approximations to the path formula for some nonlinear models 某些非线性模型路径公式的近似值
IF 1 4区 数学
Scandinavian Journal of Statistics Pub Date : 2024-09-18 DOI: 10.1111/sjos.12753
Christiana Kartsonaki
{"title":"Some approximations to the path formula for some nonlinear models","authors":"Christiana Kartsonaki","doi":"10.1111/sjos.12753","DOIUrl":"https://doi.org/10.1111/sjos.12753","url":null,"abstract":"In linear least squares regression there exists a simple decomposition of the effect of an exposure on an outcome into two parts in the presence of an intermediate variable. This decomposition is described and then analogous decompositions for other models are examined, namely for logistic regression and proportional hazards models.","PeriodicalId":49567,"journal":{"name":"Scandinavian Journal of Statistics","volume":"19 1","pages":""},"PeriodicalIF":1.0,"publicationDate":"2024-09-18","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142253099","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Model‐based clustering in simple hypergraphs through a stochastic blockmodel 通过随机块模型在简单超图中进行基于模型的聚类
IF 1 4区 数学
Scandinavian Journal of Statistics Pub Date : 2024-09-18 DOI: 10.1111/sjos.12754
Luca Brusa, Catherine Matias
{"title":"Model‐based clustering in simple hypergraphs through a stochastic blockmodel","authors":"Luca Brusa, Catherine Matias","doi":"10.1111/sjos.12754","DOIUrl":"https://doi.org/10.1111/sjos.12754","url":null,"abstract":"We propose a model to address the overlooked problem of node clustering in simple hypergraphs. Simple hypergraphs are suitable when a node may not appear multiple times in the same hyperedge, such as in co‐authorship datasets. Our model generalizes the stochastic blockmodel for graphs and assumes the existence of latent node groups and hyperedges are conditionally independent given these groups. We first establish the generic identifiability of the model parameters. We then develop a variational approximation Expectation‐Maximization algorithm for parameter inference and node clustering, and derive a statistical criterion for model selection. To illustrate the performance of our <jats:styled-content>R</jats:styled-content> package <jats:styled-content>HyperSBM</jats:styled-content>, we compare it with other node clustering methods using synthetic data generated from the model, as well as from a line clustering experiment and a co‐authorship dataset.","PeriodicalId":49567,"journal":{"name":"Scandinavian Journal of Statistics","volume":"66 1","pages":""},"PeriodicalIF":1.0,"publicationDate":"2024-09-18","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142253095","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Tobit models for count time series 计数时间序列的 Tobit 模型
IF 1 4区 数学
Scandinavian Journal of Statistics Pub Date : 2024-09-13 DOI: 10.1111/sjos.12751
Christian H. Weiß, Fukang Zhu
{"title":"Tobit models for count time series","authors":"Christian H. Weiß, Fukang Zhu","doi":"10.1111/sjos.12751","DOIUrl":"https://doi.org/10.1111/sjos.12751","url":null,"abstract":"Several models for count time series have been developed during the last decades, often inspired by traditional autoregressive moving average (ARMA) models for real‐valued time series, including integer‐valued ARMA (INARMA) and integer‐valued generalized autoregressive conditional heteroscedasticity (INGARCH) models. Both INARMA and INGARCH models exhibit an ARMA‐like autocorrelation function (ACF). To achieve negative ACF values within the class of INGARCH models, log and softplus link functions are suggested in the literature, where the softplus approach leads to conditional linearity in good approximation. However, the softplus approach is limited to the INGARCH family for unbounded counts, that is, it can neither be used for bounded counts, nor for count processes from the INARMA family. In this paper, we present an alternative solution, named the Tobit approach, for achieving approximate linearity together with negative ACF values, which is more generally applicable than the softplus approach. A Skellam–Tobit INGARCH model for unbounded counts is studied in detail, including stationarity, approximate computation of moments, maximum likelihood and censored least absolute deviations estimation for unknown parameters and corresponding simulations. Extensions of the Tobit approach to other situations are also discussed, including underlying discrete distributions, INAR models, and bounded counts. Three real‐data examples are considered to illustrate the usefulness of the new approach.","PeriodicalId":49567,"journal":{"name":"Scandinavian Journal of Statistics","volume":"51 1","pages":""},"PeriodicalIF":1.0,"publicationDate":"2024-09-13","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142253096","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
On some publications of Sir David Cox 关于戴维-考克斯爵士的一些出版物
IF 1 4区 数学
Scandinavian Journal of Statistics Pub Date : 2024-09-12 DOI: 10.1111/sjos.12752
Nancy Reid
{"title":"On some publications of Sir David Cox","authors":"Nancy Reid","doi":"10.1111/sjos.12752","DOIUrl":"https://doi.org/10.1111/sjos.12752","url":null,"abstract":"Sir David Cox published four papers in the <jats:italic>Scandinavian Journal of Statistics</jats:italic> and two in the <jats:italic>Scandinavian Actuarial Journal</jats:italic>. This note provides some brief summaries of these papers.","PeriodicalId":49567,"journal":{"name":"Scandinavian Journal of Statistics","volume":"2022 1","pages":""},"PeriodicalIF":1.0,"publicationDate":"2024-09-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142186964","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Looking back: Selected contributions by C. R. Rao to multivariate analysis 回顾过去：C. R. Rao 对多元分析的部分贡献
IF 1 4区 数学
Scandinavian Journal of Statistics Pub Date : 2024-08-26 DOI: 10.1111/sjos.12749
Dianna Smith
{"title":"Looking back: Selected contributions by C. R. Rao to multivariate analysis","authors":"Dianna Smith","doi":"10.1111/sjos.12749","DOIUrl":"https://doi.org/10.1111/sjos.12749","url":null,"abstract":"Statistician C. R. Rao made many contributions to multivariate analysis over the span of his career. Some of his earliest contributions continue to be used and built upon almost 80 years later, while his more recent contributions spur new avenues of research. The present article discusses these contributions, how they helped shape multivariate analysis as we see it today, and what we may learn from reviewing his works. Topics include his extension of linear discriminant analysis, Rao's perimeter test, Rao's U statistic, his asymptotic expansion of Wilks' statistic, canonical factor analysis, functional principal component analysis, redundancy analysis, canonical coordinates, and correspondence analysis. The examination of his works shows that interdisciplinary collaboration and the utilization of real datasets were crucial in almost all of Rao's impactful contributions.","PeriodicalId":49567,"journal":{"name":"Scandinavian Journal of Statistics","volume":"43 1","pages":""},"PeriodicalIF":1.0,"publicationDate":"2024-08-26","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142186965","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Conditional quasi‐likelihood inference for mean residual life regression with clustered failure time data 使用聚类故障时间数据进行平均残余寿命回归的条件准似然推理
IF 1 4区 数学
Scandinavian Journal of Statistics Pub Date : 2024-08-22 DOI: 10.1111/sjos.12746
Rui Huang, Liuquan Sun, Liming Xiang
{"title":"Conditional quasi‐likelihood inference for mean residual life regression with clustered failure time data","authors":"Rui Huang, Liuquan Sun, Liming Xiang","doi":"10.1111/sjos.12746","DOIUrl":"https://doi.org/10.1111/sjos.12746","url":null,"abstract":"In the analysis of clustered failure time data, Cox frailty models have been extensively studied by incorporating frailty with a prespecified distribution to address potential correlation of data within clusters. In this paper, we propose a frailty proportional mean residual life regression model to analyze such data. A novel conditional quasi‐likelihood inference procedure is developed, utilizing a stochastic process and the inverse probability of censoring weighting (IPCW) to form estimating equations for regression parameters. Our proposal employs conditional inference based on a penalized quasi‐likelihood to address within‐cluster correlation without need to specify the frailty distribution, bringing the method closer to what suffices for real‐world applications. By adopting the Buckley–James estimator in the IPCW, the method further allows for dependent censoring. We establish asymptotic properties of the proposed estimator and evaluate its finite sample performance via simulation studies. An application to the data from a multi‐institutional breast cancer study is presented for illustration.","PeriodicalId":49567,"journal":{"name":"Scandinavian Journal of Statistics","volume":"392 1","pages":""},"PeriodicalIF":1.0,"publicationDate":"2024-08-22","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142186966","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Cutoff for a class of auto‐regressive models with vanishing additive noise 一类具有消失加性噪声的自动回归模型的截止点
IF 1 4区 数学
Scandinavian Journal of Statistics Pub Date : 2024-08-22 DOI: 10.1111/sjos.12748
Balázs Gerencsér, Andrea Ottolini
{"title":"Cutoff for a class of auto‐regressive models with vanishing additive noise","authors":"Balázs Gerencsér, Andrea Ottolini","doi":"10.1111/sjos.12748","DOIUrl":"https://doi.org/10.1111/sjos.12748","url":null,"abstract":"We analyze the convergence rates for a family of auto‐regressive Markov chains on Euclidean space depending on a parameter , where at each step a randomly chosen coordinate is replaced by a noisy damped weighted average of the others. The interest in the model comes from the connection with a certain Bayesian scheme introduced by de Finetti in the analysis of partially exchangeable data. Our main result shows that, when <jats:italic>n</jats:italic> gets large (corresponding to a vanishing noise), a cutoff phenomenon occurs.","PeriodicalId":49567,"journal":{"name":"Scandinavian Journal of Statistics","volume":"10 1","pages":""},"PeriodicalIF":1.0,"publicationDate":"2024-08-22","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142186968","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
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