{"title":"Strategic two-sample test via the two-armed bandit process","authors":"Zengjing Chen, Xiaodong Yan, Guodong Zhang","doi":"10.1093/jrsssb/qkad061","DOIUrl":"https://doi.org/10.1093/jrsssb/qkad061","url":null,"abstract":"\u0000 This study aims to improve the power of two-sample tests by analysing whether the difference between two population parameters is larger than a prespecified positive equivalence margin. The classic test statistic treats the original data as exchangeable, while the proposed test statistic breaks the structure and proposes employing a two-armed bandit process to strategically integrate the data and thus a strategy-specific test statistic is constructed by combining the classic CLT with the law of large numbers. The developed asymptotic theory is investigated by using nonlinear limit theory in a larger probability space and relates to the ‘strategic CLT’ with a clearly defined density function. The asymptotic distribution demonstrates that the proposed statistic is more concentrated under the null hypothesis and less concentrated under the alternative than the classic CLT, thereby enhancing the testing power. Simulation studies provide supporting evidence for the theoretical results and portray a more powerful performance when using finite samples. A real example is also added for illustration.","PeriodicalId":49982,"journal":{"name":"Journal of the Royal Statistical Society Series B-Statistical Methodology","volume":"113 1","pages":""},"PeriodicalIF":5.8,"publicationDate":"2023-06-14","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"79323502","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":"Quasi-Newton updating for large-scale distributed learning","authors":"Shuyuan Wu, Danyang Huang, Hansheng Wang","doi":"10.1093/jrsssb/qkad059","DOIUrl":"https://doi.org/10.1093/jrsssb/qkad059","url":null,"abstract":"Abstract Distributed computing is critically important for modern statistical analysis. Herein, we develop a distributed quasi-Newton (DQN) framework with excellent statistical, computation, and communication efficiency. In the DQN method, no Hessian matrix inversion or communication is needed. This considerably reduces the computation and communication complexity of the proposed method. Notably, related existing methods only analyse numerical convergence and require a diverging number of iterations to converge. However, we investigate the statistical properties of the DQN method and theoretically demonstrate that the resulting estimator is statistically efficient over a small number of iterations under mild conditions. Extensive numerical analyses demonstrate the finite sample performance.","PeriodicalId":49982,"journal":{"name":"Journal of the Royal Statistical Society Series B-Statistical Methodology","volume":"43 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-06-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135006257","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: Autoregressive optimal transport models.","authors":"","doi":"10.1093/jrsssb/qkad057","DOIUrl":"10.1093/jrsssb/qkad057","url":null,"abstract":"<p><p>[This corrects the article DOI: 10.1093/jrsssb/qkad051.].</p>","PeriodicalId":49982,"journal":{"name":"Journal of the Royal Statistical Society Series B-Statistical Methodology","volume":"85 3","pages":"1035"},"PeriodicalIF":5.8,"publicationDate":"2023-05-31","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://ftp.ncbi.nlm.nih.gov/pub/pmc/oa_pdf/81/e7/qkad057.PMC10376444.pdf","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"9888781","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":"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}