Paola Vicard, Paola Maria Vittoria Rancoita, Federica Cugnata, Alberto Briganti, Fulvia Mecatti, Clelia Di Serio, Pier Luigi Conti
{"title":"Testing for causal effect for binary data when propensity scores are estimated through Bayesian Networks","authors":"Paola Vicard, Paola Maria Vittoria Rancoita, Federica Cugnata, Alberto Briganti, Fulvia Mecatti, Clelia Di Serio, Pier Luigi Conti","doi":"10.1007/s10182-025-00535-4","DOIUrl":"10.1007/s10182-025-00535-4","url":null,"abstract":"<div><p>This paper proposes a new statistical approach for assessing treatment effect using Bayesian Networks (BNs). The goal is to draw causal inferences from observational data with a binary outcome and discrete covariates. The BNs are here used to estimate the propensity score, which enables flexible modeling and ensures maximum likelihood properties. When the propensity score is estimated by BNs, two point estimators are considered—Hájek and Horvitz–Thompson—based on inverse probability weighting, and their main distributional properties are derived for constructing confidence intervals and testing hypotheses about the absence of the treatment effect. Empirical evidence is presented to show the good behavior of the proposed methodology through a simulation study mimicking the characteristics of a real dataset of prostate cancer patients from Milan San Raffaele Hospital.</p></div>","PeriodicalId":55446,"journal":{"name":"Asta-Advances in Statistical Analysis","volume":"109 3","pages":"483 - 508"},"PeriodicalIF":1.4,"publicationDate":"2025-08-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://link.springer.com/content/pdf/10.1007/s10182-025-00535-4.pdf","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"145384846","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}
{"title":"Basketball players performance measurement with algorithmic survival data analysis","authors":"Ambra Macis","doi":"10.1007/s10182-025-00533-6","DOIUrl":"10.1007/s10182-025-00533-6","url":null,"abstract":"<div><p>Performance measurement is of paramount importance in the context of sports analytics. A great variety of data analysis methods has been exploited to this aim. All these proposals almost never include resorting to survival analysis techniques, although time-to-event data are suitable for addressing this issue. This work aims to identify the main achievements of a National Basketball Association player that affect the time it takes for him to exceed a given threshold of points. In order to identify nonlinear effects and possible interactions among the predictors, the analysis is carried out with machine learning methods, specifically survival trees and random survival forests.</p></div>","PeriodicalId":55446,"journal":{"name":"Asta-Advances in Statistical Analysis","volume":"109 3","pages":"529 - 555"},"PeriodicalIF":1.4,"publicationDate":"2025-08-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://link.springer.com/content/pdf/10.1007/s10182-025-00533-6.pdf","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"145384844","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}
{"title":"Forecasting time series by long-memory models for count data with an application to price jumps","authors":"Luisa Bisaglia, Massimiliano Caporin, Matteo Grigoletto","doi":"10.1007/s10182-025-00538-1","DOIUrl":"10.1007/s10182-025-00538-1","url":null,"abstract":"<div><p>We discuss the estimation and forecast of long-memory models for count data time series. We first demonstrate by Monte Carlo simulations that the Whittle estimator is the most appropriate for recovering the memory degree of a count data time series. In the following, we introduce the possibility of forecasting count data by exploiting the infinite autoregressive representation of the model. We complete our analysis with an empirical example in which we verify the predictability of the price jump numbers.\u0000</p></div>","PeriodicalId":55446,"journal":{"name":"Asta-Advances in Statistical Analysis","volume":"109 3","pages":"417 - 441"},"PeriodicalIF":1.4,"publicationDate":"2025-08-13","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://link.springer.com/content/pdf/10.1007/s10182-025-00538-1.pdf","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"145384845","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}
{"title":"A self-exciting spatio-temporal model with a smooth space-time-varying productivity parameter","authors":"Álvaro Briz-Redón, Jorge Mateu","doi":"10.1007/s10182-025-00537-2","DOIUrl":"10.1007/s10182-025-00537-2","url":null,"abstract":"<div><p>The self-exciting spatio-temporal point process model is a fundamental tool for studying recurrent events in fields such as economics, criminology, and seismology. Existing models often assume that the productivity parameter, which measures the rate of triggered events, is constant in space and time. This assumption is often unrealistic, as it may not capture the complexity of some real-world phenomena. In this paper, we propose a new self-exciting model that relaxes this assumption by allowing the productivity parameter to vary smoothly in both space and time. Through simulation experiments, we demonstrate that our model can effectively recover the underlying pattern of excitation. Furthermore, we apply the proposed framework to a crime dataset, showing its ability to identify spatial and temporal heterogeneity in event dynamics. This approach offers a more realistic method for modeling spatio-temporal patterns, with significant potential for the development of surveillance and prevention tools in a range of applications.</p></div>","PeriodicalId":55446,"journal":{"name":"Asta-Advances in Statistical Analysis","volume":"110 1","pages":"65 - 89"},"PeriodicalIF":1.4,"publicationDate":"2025-08-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://link.springer.com/content/pdf/10.1007/s10182-025-00537-2.pdf","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"147335965","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}
Christian Mücher, Giorgio Calzolari, Roxana Halbleib
{"title":"Sequential estimation of multivariate factor stochastic volatility models","authors":"Christian Mücher, Giorgio Calzolari, Roxana Halbleib","doi":"10.1007/s10182-025-00536-3","DOIUrl":"10.1007/s10182-025-00536-3","url":null,"abstract":"<div><p>We provide the first “frequentist” method to estimate the parameters of multivariate stochastic volatility models with latent factor structures to capture the time-varying variance–covariance of financial returns. These models alleviate the standard curse of dimensionality, allowing the number of parameters to increase only linearly with the number of series. Although theoretically very appealing, they have only found limited practical application due to huge computational burdens. Our estimation method is simple in implementation as it consists of two steps: first, we estimate the loadings and the unconditional variances by maximum likelihood, and then, we use the efficient method of moments to estimate the parameters of the stochastic volatility structure with the generalised autoregressive conditional heteroskedasticity (GARCH) auxiliary models. In a comprehensive Monte Carlo study, we show the good performance of our method to estimate the parameters of interest accurately. The simulation study and an application to the daily returns on 148 stocks in the cross-sectional dimension provide sound evidence on the computational feasibility of the method proposed and its application.</p></div>","PeriodicalId":55446,"journal":{"name":"Asta-Advances in Statistical Analysis","volume":"110 1","pages":"41 - 63"},"PeriodicalIF":1.4,"publicationDate":"2025-08-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://link.springer.com/content/pdf/10.1007/s10182-025-00536-3.pdf","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"147335964","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}
{"title":"Clustering for ranking multivariate data by Linear Ordered Partitions","authors":"Mariaelena Bottazzi Schenone, Maurizio Vichi","doi":"10.1007/s10182-025-00534-5","DOIUrl":"10.1007/s10182-025-00534-5","url":null,"abstract":"<div><p>This paper explores the use of clustering to rank multivariate observations by linking ranking to clustering through the Linear Ordered Partition (LOP) concept. A LOP allows optimal clustering into ordered “<i>equivalence classes</i>”. In fact, unlike simple units’ ordering, cluster ranking identifies classes where units are “<i>incomparable</i>”. The aim is to partition units into clusters with statistically distinct centroids, leading to an optimally ranked total order of clusters, where units within each one are considered “<i>ties</i>”. The proposed model finds the best least-squares (LS) LOP, alongside with a univariate transformation of the observed variables. This is because it identifies the LS LOP by orthogonally projecting multivariate units onto a line, thus creating a composite indicator that summarizes the observed variables. Model’s theoretical properties are discussed, and a large simulation study demonstrates its performance across different scenarios. Three real data applications highlight the method’s potential across different fields.\u0000</p></div>","PeriodicalId":55446,"journal":{"name":"Asta-Advances in Statistical Analysis","volume":"110 1","pages":"117 - 148"},"PeriodicalIF":1.4,"publicationDate":"2025-07-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://link.springer.com/content/pdf/10.1007/s10182-025-00534-5.pdf","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"147341237","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}
{"title":"Functional data analysis for wearable sensor data: a systematic review","authors":"Nihan Acar-Denizli, Pedro Delicado","doi":"10.1007/s10182-025-00531-8","DOIUrl":"10.1007/s10182-025-00531-8","url":null,"abstract":"<div><p>Wearable devices and sensors have recently become a popular way to collect data, especially in the health sciences. The use of sensors allows patients to be monitored over a period of time with a high observation frequency. Due to the continuous-on-time structure of the data, novel statistical methods are recommended for the analysis of sensor data. One of the popular approaches in the analysis of wearable sensor data is functional data analysis. The main objective of this paper is to review functional data analysis methods applied to wearable device data according to the type of sensor. In addition, we introduce several freely available software packages and open databases of wearable device data to facilitate access to sensor data in different fields.</p></div>","PeriodicalId":55446,"journal":{"name":"Asta-Advances in Statistical Analysis","volume":"109 3","pages":"591 - 631"},"PeriodicalIF":1.4,"publicationDate":"2025-06-18","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://link.springer.com/content/pdf/10.1007/s10182-025-00531-8.pdf","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"145384842","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}
Jorge Luis Rueda-Sánchez, Ramón Ferri-García, María del Mar Rueda, Beatriz Cobo
{"title":"Evaluation of available techniques and their combinations to address selection bias in nonprobability surveys","authors":"Jorge Luis Rueda-Sánchez, Ramón Ferri-García, María del Mar Rueda, Beatriz Cobo","doi":"10.1007/s10182-025-00530-9","DOIUrl":"10.1007/s10182-025-00530-9","url":null,"abstract":"<div><p>New survey methodologies that often produce nonprobability samples have recently become very important. However, estimates from nonprobability samples can be subject to selection bias, which is primarily caused by the lack of coverage and the respondent’s ability to decide whether or not to participate in the survey. In such cases, inclusion probabilities can be zero or unknown. When this happens, the estimators normally used in sample surveys are useless, and we must employ methods to reduce this bias. There is a wide variety of techniques to achieve this which depend on the auxiliary information available, but no study has determined which is better among all. In this paper, we briefly explain most of these methods and conduct an extended study to compare their performances. We will study superpopulation models, which require knowledge of the auxiliary variables of all individuals in the population, linear calibration, which requires the population totals of the covariates, and several techniques that use a reference probability sample, such as propensity score adjustment, propensity-adjusted probability prediction, Kernel Weighting, Statistical Matching and, Doubly Robust estimators. In addition, we compare their performance using linear regression or XGBoost as a predictive model, and the design weights in estimating inclusion probabilities or not, and with or without prior variables selection. The study was performed using five different datasets to determine which technique provides accurate and reliable estimates from nonprobability samples. </p></div>","PeriodicalId":55446,"journal":{"name":"Asta-Advances in Statistical Analysis","volume":"110 2","pages":"407 - 457"},"PeriodicalIF":1.4,"publicationDate":"2025-06-13","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://link.springer.com/content/pdf/10.1007/s10182-025-00530-9.pdf","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"147985215","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}
Christoph Muehlmann, Claudia Cappello, Sandra De Iaco, Klaus Nordhausen
{"title":"Anisotropic local covariance matrices for spatial blind source separation","authors":"Christoph Muehlmann, Claudia Cappello, Sandra De Iaco, Klaus Nordhausen","doi":"10.1007/s10182-025-00529-2","DOIUrl":"10.1007/s10182-025-00529-2","url":null,"abstract":"<div><p>This paper aims to introduce a novel approach to spatial blind source separation (SBSS) that addresses the limitations of existing methods. Current SBSS techniques rely on the joint diagonalization of multiple local covariance functions, all of which assume isotropy. To overcome this constraint, anisotropic local covariance matrices that relax the isotropy assumption are proposed. A simulation study and an application on real-world data demonstrate the performance improvement obtained by incorporating these anisotropic covariance matrices into the SBSS framework and highlight the potential of this new approach for more accurate and flexible source separation in spatial data analysis.</p></div>","PeriodicalId":55446,"journal":{"name":"Asta-Advances in Statistical Analysis","volume":"109 4","pages":"753 - 770"},"PeriodicalIF":1.4,"publicationDate":"2025-06-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://link.springer.com/content/pdf/10.1007/s10182-025-00529-2.pdf","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"145915721","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}