Journal of the Royal Statistical Society Series B-Statistical Methodology最新文献_第6页

Bertrand Clarke’s contribution to the Discussion of “Martingale Posterior Distributions” by Fong, Holmes and Walker 伯特兰·克拉克对方、霍姆斯和沃克讨论“鞅后验分布”的贡献

IF 5.8 1区数学

Journal of the Royal Statistical Society Series B-Statistical Methodology Pub Date : 2023-08-27 DOI: 10.1093/jrsssb/qkad090

B. Clarke

引用次数: 0

Marta Catalano, Augusto Fasano and Giovanni Rebaudo’s contribution to the Discussion of “Martingale Posterior Distributions” by Fong, Holmes and Walker Marta Catalano, Augusto Fasano和Giovanni Rebaudo对Fong, Holmes和Walker的“鞅后分布”讨论的贡献

1区数学

Journal of the Royal Statistical Society Series B-Statistical Methodology Pub Date : 2023-08-27 DOI: 10.1093/jrsssb/qkad095

Marta Catalano, Augusto Fasano, Giovanni Rebaudo

引用次数: 0

Ben Swallow’s contribution to the Discussion of “Martingale Posterior Distributions” by Fong, Holmes and Walker Ben Swallow对Fong, Holmes和Walker的“鞅后验分布”讨论的贡献

IF 5.8 1区数学

Journal of the Royal Statistical Society Series B-Statistical Methodology Pub Date : 2023-08-27 DOI: 10.1093/jrsssb/qkad097

B. Swallow

引用次数: 0

Filippo Ascolani, Antionio Lijoi and Igor Prunster’s contribution to the Discussion of “Martingale Posterior Distributions” by Fong, Holmes and Walker Filippo Ascolani, antonio Lijoi和Igor Prunster对Fong, Holmes和Walker的“鞅后验分布”讨论的贡献

IF 5.8 1区数学

Journal of the Royal Statistical Society Series B-Statistical Methodology Pub Date : 2023-08-27 DOI: 10.1093/jrsssb/qkad093

Filippo Ascolani, A. Lijoi, Igor Prünster

引用次数: 0

Pietro Rigo’s contribution to the Discussion of “Martingale Posterior Distributions” by Fong, Holmes and Walker Pietro Rigo对Fong, Holmes和Walker的“鞅后验分布”讨论的贡献

IF 5.8 1区数学

Journal of the Royal Statistical Society Series B-Statistical Methodology Pub Date : 2023-08-27 DOI: 10.1093/jrsssb/qkad101

Pietro Rigo

引用次数: 0

Karl Rohe and Muzhe Zeng's reply to the Discussion of ‘Vintage Factor Analysis with Varimax Performs Statistical Inference’ 卡尔·罗(Karl Rohe)、曾慕哲(Muzhe Zeng)对“用方差进行统计推理的复古因子分析”讨论的回答

IF 5.8 1区数学

Journal of the Royal Statistical Society Series B-Statistical Methodology Pub Date : 2023-08-24 DOI: 10.1093/jrsssb/qkad074

Karl Rohe

引用次数: 0

Two-way dynamic factor models for high-dimensional matrix-valued time series 高维矩阵值时间序列的双向动态因子模型

1区数学

Journal of the Royal Statistical Society Series B-Statistical Methodology Pub Date : 2023-08-24 DOI: 10.1093/jrsssb/qkad077

Chaofeng Yuan, Zhigen Gao, Xuming He, Wei Huang, Jianhua Guo

{"title":"Two-way dynamic factor models for high-dimensional matrix-valued time series","authors":"Chaofeng Yuan, Zhigen Gao, Xuming He, Wei Huang, Jianhua Guo","doi":"10.1093/jrsssb/qkad077","DOIUrl":"https://doi.org/10.1093/jrsssb/qkad077","url":null,"abstract":"Abstract In this article, we introduce a two-way dynamic factor model (2w-DFM) for high-dimensional matrix-valued time series and study some of the basic theoretical properties in terms of identifiability and estimation accuracy. The proposed model aims to capture separable and low-dimensional effects of row and column attributes and their correlations across rows, columns, and time points. Complementary to other dynamic factor models for high-dimensional data, the 2w-DFM inherits the dimension-reduction feature of factor models but assumes additive row and column factors for easier interpretability. We provide conditions to ensure model identifiability and consider a quasi-likelihood based two-step method for parameter estimation. Under an asymptotic regime where the size of the data matrices as well as the length of the time series increase, we establish that the estimators achieve the optimal rate of convergence and are asymptotically normal. The asymptotic properties are reaffirmed empirically through simulation studies. An application to air quality data in Chinese cities is given to illustrate the merit of the 2w-DFM.","PeriodicalId":49982,"journal":{"name":"Journal of the Royal Statistical Society Series B-Statistical Methodology","volume":"15 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-08-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"134983286","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":1,"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

Randomisation inference beyond the sharp null: bounded null hypotheses and quantiles of individual treatment effects 超过尖锐零值的随机化推断:有界零假设和个体治疗效果的分位数

1区数学

Journal of the Royal Statistical Society Series B-Statistical Methodology Pub Date : 2023-08-19 DOI: 10.1093/jrsssb/qkad080

Devin Caughey, Allan Dafoe, Xinran Li, Luke Miratrix

{"title":"Randomisation inference beyond the sharp null: bounded null hypotheses and quantiles of individual treatment effects","authors":"Devin Caughey, Allan Dafoe, Xinran Li, Luke Miratrix","doi":"10.1093/jrsssb/qkad080","DOIUrl":"https://doi.org/10.1093/jrsssb/qkad080","url":null,"abstract":"Abstract Randomisation inference (RI) is typically interpreted as testing Fisher’s ‘sharp’ null hypothesis that all unit-level effects are exactly zero. This hypothesis is often criticised as restrictive and implausible, making its rejection scientifically uninteresting. We show, however, that many randomisation tests are also valid for a ‘bounded’ null hypothesis under which the unit-level effects are all non-positive (or all non-negative) but are otherwise heterogeneous. In addition to being more plausible a priori, bounded nulls are closely related to substantively important concepts such as monotonicity and Pareto efficiency. Reinterpreting RI in this way expands the range of inferences possible in this framework. We show that exact confidence intervals for the maximum (or minimum) unit-level effect can be obtained by inverting tests for a sequence of bounded nulls. We also generalise RI to cover inference for quantiles of the individual effect distribution as well as for the proportion of individual effects larger (or smaller) than a given threshold. The proposed confidence intervals for all effect quantiles are simultaneously valid, in the sense that no correction for multiple analyses is required. In sum, our reinterpretation and generalisation provide a broader justification for randomisation tests and a basis for exact non-parametric inference for effect quantiles.","PeriodicalId":49982,"journal":{"name":"Journal of the Royal Statistical Society Series B-Statistical Methodology","volume":"14 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-08-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135936658","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":1,"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

Maxway CRT: improving the robustness of the model-X inference Maxway CRT:提高模型- x推理的鲁棒性

1区数学

Journal of the Royal Statistical Society Series B-Statistical Methodology Pub Date : 2023-08-17 DOI: 10.1093/jrsssb/qkad081

Shuangning Li, Molei Liu

{"title":"Maxway CRT: improving the robustness of the model-X inference","authors":"Shuangning Li, Molei Liu","doi":"10.1093/jrsssb/qkad081","DOIUrl":"https://doi.org/10.1093/jrsssb/qkad081","url":null,"abstract":"Abstract The model-X conditional randomisation test (CRT) is a flexible and powerful testing procedure for testing the hypothesis X⫫Y∣Z. However, it requires perfect knowledge of X∣Z and may lose its validity when there is an error in modelling X∣Z. This problem is even more severe when Z is of high dimensionality. In response to this, we propose the Maxway CRT, which learns the distribution of Y∣Z and uses it to calibrate the resampling distribution of X to gain robustness to the error in modelling X. We prove that the type-I error inflation of the Maxway CRT can be controlled by the learning error for a low-dimensional adjusting model plus the product of learning errors for X∣Z and Y∣Z, interpreted as an ‘almost doubly robust’ property. Based on this, we develop implementing algorithms of the Maxway CRT in practical scenarios including (surrogate-assisted) semi-supervised learning (SA-SSL) and transfer learning (TL). Through simulations, we demonstrate that the Maxway CRT achieves significantly better type-I error control than existing model-X inference approaches while preserving similar powers. Finally, we apply our methodology to two real examples of SA-SSL and TL.","PeriodicalId":49982,"journal":{"name":"Journal of the Royal Statistical Society Series B-Statistical Methodology","volume":"4 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-08-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"136336395","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":1,"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

Debiased inference on heterogeneous quantile treatment effects with regression rank scores 用回归等级评分对异质性分位数治疗效果的去偏推断

IF 5.8 1区数学

Journal of the Royal Statistical Society Series B-Statistical Methodology Pub Date : 2023-08-08 DOI: 10.1093/jrsssb/qkad075

Alexander Giessing, Jingshen Wang

引用次数: 1