{"title":"Alexander Van Werde's contribution to the Discussion of ‘Vintage Factor Analysis with Varimax Performs Statistical Inference’ by Rohe & Zeng","authors":"Alexander Van Werde","doi":"10.1093/jrsssb/qkad035","DOIUrl":"https://doi.org/10.1093/jrsssb/qkad035","url":null,"abstract":"","PeriodicalId":49982,"journal":{"name":"Journal of the Royal Statistical Society Series B-Statistical Methodology","volume":"79 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-05-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"136346098","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}
{"title":"Konstantin Siroki and Korbinian Strimmer’s contribution to the Discussion of “Vintage Factor Analysis with Varimax Performs Statistical Inference” by Rohe & Zeng","authors":"Konstantin Siroki, K. Strimmer","doi":"10.1093/jrsssb/qkad055","DOIUrl":"https://doi.org/10.1093/jrsssb/qkad055","url":null,"abstract":"","PeriodicalId":49982,"journal":{"name":"Journal of the Royal Statistical Society Series B-Statistical Methodology","volume":"96 1","pages":""},"PeriodicalIF":5.8,"publicationDate":"2023-05-23","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"73834631","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}
{"title":"Florian Pargent, David Goretzko and Timo von Oertzen’s contribution to the Discussion of “Vintage Factor Analysis with Varimax Performs Statistical Inference” by Rohe & Zeng","authors":"F. Pargent, D. Goretzko, Timo von Oertzen","doi":"10.1093/jrsssb/qkad054","DOIUrl":"https://doi.org/10.1093/jrsssb/qkad054","url":null,"abstract":"","PeriodicalId":49982,"journal":{"name":"Journal of the Royal Statistical Society Series B-Statistical Methodology","volume":"141 12 1","pages":""},"PeriodicalIF":5.8,"publicationDate":"2023-05-23","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"83028955","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}
{"title":"Correction to: Ordering factorial experiments","authors":"","doi":"10.1093/jrsssb/qkad053","DOIUrl":"https://doi.org/10.1093/jrsssb/qkad053","url":null,"abstract":"","PeriodicalId":49982,"journal":{"name":"Journal of the Royal Statistical Society Series B-Statistical Methodology","volume":"18 1","pages":""},"PeriodicalIF":5.8,"publicationDate":"2023-05-16","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"74763495","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}
{"title":"A model where the least trimmed squares estimator is maximum likelihood","authors":"Vanessa Berenguer-Rico, S. Johansen, B. Nielsen","doi":"10.1093/jrsssb/qkad028","DOIUrl":"https://doi.org/10.1093/jrsssb/qkad028","url":null,"abstract":"\u0000 The least trimmed squares (LTS) estimator is a popular robust regression estimator. It finds a subsample of h ‘good’ observations among n observations and applies least squares on that subsample. We formulate a model in which this estimator is maximum likelihood. The model has ‘outliers’ of a new type, where the outlying observations are drawn from a distribution with values outside the realized range of h ‘good’, normal observations. The LTS estimator is found to be h1/2 consistent and asymptotically standard normal in the location-scale case. Consistent estimation of h is discussed. The model differs from the commonly used ϵ-contamination models and opens the door for statistical discussion on contamination schemes, new methodological developments on tests for contamination as well as inferences based on the estimated good data.","PeriodicalId":49982,"journal":{"name":"Journal of the Royal Statistical Society Series B-Statistical Methodology","volume":"20 1","pages":""},"PeriodicalIF":5.8,"publicationDate":"2023-05-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"73123008","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}
{"title":"Non-parametric inference about mean functionals of non-ignorable non-response data without identifying the joint distribution.","authors":"Wei Li, Wang Miao, Eric Tchetgen Tchetgen","doi":"10.1093/jrsssb/qkad047","DOIUrl":"10.1093/jrsssb/qkad047","url":null,"abstract":"<p><p>We consider identification and inference about mean functionals of observed covariates and an outcome variable subject to non-ignorable missingness. By leveraging a shadow variable, we establish a necessary and sufficient condition for identification of the mean functional even if the full data distribution is not identified. We further characterize a necessary condition for <math><msqrt><mi>n</mi></msqrt></math>-estimability of the mean functional. This condition naturally strengthens the identifying condition, and it requires the existence of a function as a solution to a representer equation that connects the shadow variable to the mean functional. Solutions to the representer equation may not be unique, which presents substantial challenges for non-parametric estimation, and standard theories for non-parametric sieve estimators are not applicable here. We construct a consistent estimator of the solution set and then adapt the theory of extremum estimators to find from the estimated set a consistent estimator of an appropriately chosen solution. The estimator is asymptotically normal, locally efficient and attains the semi-parametric efficiency bound under certain regularity conditions. We illustrate the proposed approach via simulations and a real data application on home pricing.</p>","PeriodicalId":49982,"journal":{"name":"Journal of the Royal Statistical Society Series B-Statistical Methodology","volume":"85 3","pages":"913-935"},"PeriodicalIF":3.1,"publicationDate":"2023-05-08","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10376447/pdf/","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"9964441","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":1,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Sparse Kronecker product decomposition: a general framework of signal region detection in image regression","authors":"Sanyou Wu, Long Feng","doi":"10.1093/jrsssb/qkad024","DOIUrl":"https://doi.org/10.1093/jrsssb/qkad024","url":null,"abstract":"Abstract This paper aims to present the first Frequentist framework on signal region detection in high-resolution and high-order image regression problems. Image data and scalar-on-image regression are intensively studied in recent years. However, most existing studies on such topics focussed on outcome prediction, while the research on region detection is rather limited, even though the latter is often more important. In this paper, we develop a general framework named Sparse Kronecker Product Decomposition (SKPD) to tackle this issue. The SKPD framework is general in the sense that it works for both matrices and tensors represented image data. Our framework includes one-term, multi-term, and nonlinear SKPDs. We propose nonconvex optimization problems for one-term and multi-term SKPDs and develop path-following algorithms for the nonconvex optimization. Under a Restricted Isometric Property, the computed solutions of the path-following algorithm are guaranteed to converge to the truth with a particularly chosen initialization even though the optimization is nonconvex. Moreover, the region detection consistency could also be guaranteed. The nonlinear SKPD is highly connected to shallow convolutional neural networks (CNN), particularly to CNN with one convolutional layer and one fully-connected layer. Effectiveness of SKPD is validated by real brain imaging data in the UK Biobank database.","PeriodicalId":49982,"journal":{"name":"Journal of the Royal Statistical Society Series B-Statistical Methodology","volume":"57 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-04-27","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"136223251","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}
{"title":"Manifold lifting: scaling Markov chain Monte Carlo to the vanishing noise regime","authors":"K. Au, Matthew M. Graham, Alexandre Hoang Thiery","doi":"10.1093/jrsssb/qkad023","DOIUrl":"https://doi.org/10.1093/jrsssb/qkad023","url":null,"abstract":"\u0000 Standard Markov chain Monte Carlo methods struggle to explore distributions that concentrate in the neighbourhood of low-dimensional submanifolds. This pathology naturally occurs in Bayesian inference settings when there is a high signal-to-noise ratio in the observational data but the model is inherently over-parametrised or nonidentifiable. In this paper, we propose a strategy that transforms the original sampling problem into the task of exploring a distribution supported on a manifold embedded in a higher-dimensional space; in contrast to the original posterior this lifted distribution remains diffuse in the limit of vanishing observation noise. We employ a constrained Hamiltonian Monte Carlo method, which exploits the geometry of this lifted distribution, to perform efficient approximate inference. We demonstrate in numerical experiments that, contrarily to competing approaches, the sampling efficiency of our proposed methodology does not degenerate as the target distribution to be explored concentrates near low-dimensional submanifolds. Python code reproducing the results is available at https://doi.org/10.5281/zenodo.6551654.","PeriodicalId":49982,"journal":{"name":"Journal of the Royal Statistical Society Series B-Statistical Methodology","volume":"33 1","pages":""},"PeriodicalIF":5.8,"publicationDate":"2023-04-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"74984921","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}
{"title":"Ordering factorial experiments","authors":"Liuqing Yang, Yongdao Zhou, Min-Qian Liu","doi":"10.1093/jrsssb/qkad027","DOIUrl":"https://doi.org/10.1093/jrsssb/qkad027","url":null,"abstract":"\u0000 In many practical experiments, both the level combinations of factors and the addition orders will affect the responses. However, virtually no construction methods have been provided for such experimental designs. This paper focuses on such experiments, introduces a new type of design called the ordering factorial design, and proposes the nominal main effect component-position model and interaction-main effect component-position model. To obtain efficient fractional designs, we provide some deterministic construction methods. The resulting designs are D-optimal, and the run sizes are much smaller than that of the full designs. Moreover, in some cases, some constructed designs are still D-optimal after reducing the number of components and factors.","PeriodicalId":49982,"journal":{"name":"Journal of the Royal Statistical Society Series B-Statistical Methodology","volume":"30 1","pages":""},"PeriodicalIF":5.8,"publicationDate":"2023-04-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"81753929","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}
{"title":"Peter J Bickel, Derek Bean, Aiyou Chen and Purnamrita Sarkar’s contribution to the Discussion of “Vintage Factor Analysis with Varimax Performs Statistical Inference” by Rohe & Zeng","authors":"","doi":"10.1093/jrsssb/qkad037","DOIUrl":"https://doi.org/10.1093/jrsssb/qkad037","url":null,"abstract":"","PeriodicalId":49982,"journal":{"name":"Journal of the Royal Statistical Society Series B-Statistical Methodology","volume":"40 1","pages":""},"PeriodicalIF":5.8,"publicationDate":"2023-04-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"73761918","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}