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On the Connections Among Three Transfer Learning Paradigms. 论三种迁移学习范式之间的联系。
IF 0.8 4区 数学
Stat Pub Date : 2025-12-01 Epub Date: 2025-09-22 DOI: 10.1002/sta4.70100
Tian Gu, Sijia Li, Rui Duan
{"title":"On the Connections Among Three Transfer Learning Paradigms.","authors":"Tian Gu, Sijia Li, Rui Duan","doi":"10.1002/sta4.70100","DOIUrl":"10.1002/sta4.70100","url":null,"abstract":"<p><p>We examine the solution paths of three transfer learning estimators within the context of linear models. Our analysis identifies a general solution path that characterizes how transfer learning estimators interpolate between the target and source estimators. This involves a change of basis and entry-wise weighting functions, with existing transfer learning methods identified as special cases. The proposed framework reveals connections and equivalences among transfer learning approaches, offering valuable insights for designing future estimators with improved control over the learning process. It extends beyond traditional penalized regression and gradient descent techniques and holds the potential for generalization to nonlinear cases. Extensive simulations validate the theoretically derived solution paths, and their practical utility is demonstrated by the improvement in risk prediction for end-stage renal disease in Hispanic populations.</p>","PeriodicalId":56159,"journal":{"name":"Stat","volume":"14 4","pages":""},"PeriodicalIF":0.8,"publicationDate":"2025-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.ncbi.nlm.nih.gov/pmc/articles/PMC12643128/pdf/","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"145606968","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
G-estimation with partial interference. 部分干扰下的g估计。
IF 0.8 4区 数学
Stat Pub Date : 2025-06-01 Epub Date: 2025-04-11 DOI: 10.1002/sta4.70059
Kayla W Kilpatrick, Bradley C Saul, Michael G Hudgens
{"title":"G-estimation with partial interference.","authors":"Kayla W Kilpatrick, Bradley C Saul, Michael G Hudgens","doi":"10.1002/sta4.70059","DOIUrl":"10.1002/sta4.70059","url":null,"abstract":"<p><p>In the study of infectious disease interventions, one individual's treatment may affect another individual's outcome, i.e., there may be interference. In this paper, methods are developed to draw inference about causal effects when interference may be present in observational studies. The special case of partial interference is considered wherein individuals within a cluster may interfere with one another, but they cannot interfere with individuals in other clusters. Existing methods that handle partial interference utilize inverse probability weighting or the g-formula. Some of these methods require correctly specifying parametric models and often do not perform well in the presence of large clusters. In this paper a G-estimation approach is considered instead which is able to handle larger clusters. Singly-robust and doubly-robust G-estimators of overall effects, effects when treated, and effects when untreated are proposed. The large sample properties of the estimators are derived using estimating equation theory. Simulation studies are presented to demonstrate the finite-sample performance of the proposed estimators. The 2013-14 Demographic and Health Survey in the Democratic Republic of the Congo is analyzed to estimate the effects of bed net use on malaria prevalence.</p>","PeriodicalId":56159,"journal":{"name":"Stat","volume":"14 2","pages":""},"PeriodicalIF":0.8,"publicationDate":"2025-06-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.ncbi.nlm.nih.gov/pmc/articles/PMC13580532/pdf/","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"148992620","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
Communication‐Efficient Distributed Estimation of Causal Effects With High‐Dimensional Data 利用高维数据对因果效应进行通信效率高的分布式估计
IF 1.7 4区 数学
Stat Pub Date : 2024-09-10 DOI: 10.1002/sta4.70006
Xiaohan Wang, Jiayi Tong, Sida Peng, Yong Chen, Yang Ning
{"title":"Communication‐Efficient Distributed Estimation of Causal Effects With High‐Dimensional Data","authors":"Xiaohan Wang, Jiayi Tong, Sida Peng, Yong Chen, Yang Ning","doi":"10.1002/sta4.70006","DOIUrl":"https://doi.org/10.1002/sta4.70006","url":null,"abstract":"We propose a communication‐efficient algorithm to estimate the average treatment effect (ATE), when the data are distributed across multiple sites and the number of covariates is possibly much larger than the sample size in each site. Our main idea is to calibrate the estimates of the propensity score and outcome models using some proper surrogate loss functions to approximately attain the desired covariate balancing property. We show that under possible model misspecification, our distributed covariate balancing propensity score estimator (disthdCBPS) can approximate the global estimator, obtained by pooling together the data from multiple sites, at a fast rate. Thus, our estimator remains consistent and asymptotically normal. In addition, when both the propensity score and the outcome models are correctly specified, the proposed estimator attains the semi‐parametric efficiency bound. We illustrate the empirical performance of the proposed method in both simulation and empirical studies.","PeriodicalId":56159,"journal":{"name":"Stat","volume":"1 1","pages":""},"PeriodicalIF":1.7,"publicationDate":"2024-09-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142193340","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
A Joint Temporal Model for Hospitalizations and ICU Admissions Due to COVID‐19 in Quebec 魁北克 COVID-19 引起的住院和入住重症监护室的联合时间模型
IF 1.7 4区 数学
Stat Pub Date : 2024-09-06 DOI: 10.1002/sta4.70000
Mariana Carmona‐Baez, Alexandra M. Schmidt, Shirin Golchi, David Buckeridge
{"title":"A Joint Temporal Model for Hospitalizations and ICU Admissions Due to COVID‐19 in Quebec","authors":"Mariana Carmona‐Baez, Alexandra M. Schmidt, Shirin Golchi, David Buckeridge","doi":"10.1002/sta4.70000","DOIUrl":"https://doi.org/10.1002/sta4.70000","url":null,"abstract":"Infectious respiratory diseases have been of interest in recent years for the great burden they place on health systems, for instance, the severe acute respiratory syndrome coronavirus 2 (SARS‐CoV‐2) that caused the global COVID‐19 pandemic. As many of these diseases might require hospitalization and even intensive care unit (ICU) admission, understanding the joint dynamics of hospitalizations and ICU admissions across time and different groups of the population remains of great importance. We aim to understand the joint evolution of hospital and ICU admissions given COVID‐19 test‐positive cases in the province of Quebec, Canada. We obtain the daily counts, by age group, on the number of confirmed COVID‐19 cases, the number of hospitalizations and the number of ICU admissions due to COVID‐19, from March 2020 through October 2021 in Quebec. We propose a joint Bayesian generalized dynamic linear model for the number of hospitalizations and ICU admissions to study their temporal trends and possible associations with sex and age group. Additionally, we use transfer functions to investigate if there is a memory effect of the number of cases on hospitalizations across the different age groups. The results suggest that there is a clear distinction in the patterns of hospitalizations and ICU admissions across age groups and that the number of cases has a persistent effect on the rate of hospitalization.","PeriodicalId":56159,"journal":{"name":"Stat","volume":"61 1","pages":""},"PeriodicalIF":1.7,"publicationDate":"2024-09-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142193331","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
Bitcoin Price Prediction Using Deep Bayesian LSTM With Uncertainty Quantification: A Monte Carlo Dropout–Based Approach 使用具有不确定性量化的深度贝叶斯 LSTM 预测比特币价格:基于蒙特卡罗剔除的方法
IF 1.7 4区 数学
Stat Pub Date : 2024-09-05 DOI: 10.1002/sta4.70001
Masoud Muhammed Hassan
{"title":"Bitcoin Price Prediction Using Deep Bayesian LSTM With Uncertainty Quantification: A Monte Carlo Dropout–Based Approach","authors":"Masoud Muhammed Hassan","doi":"10.1002/sta4.70001","DOIUrl":"https://doi.org/10.1002/sta4.70001","url":null,"abstract":"Bitcoin, being one of the most triumphant cryptocurrencies, is gaining increasing popularity online and is being used in a variety of transactions. Recently, research on Bitcoin price predictions is receiving more attention, and researchers have investigated the various state‐of‐the‐art machine learning (ML) and deep learning (DL) models to predict Bitcoin price. However, despite these models providing promising predictions, they consistently exhibit uncertainty, which cannot be adequately quantified by classical ML models alone. Motivated by the enormous success of applying Bayesian approaches in several disciplines of ML and DL, this study aims to use Bayesian methods alongside Long Short‐Term Memory (LSTM) to predict the closing Bitcoin price and consequently measure the uncertainty of the prediction model. Specifically, we adopted the Monte Carlo dropout (MC‐Dropout) method with the Bayesian LSTM model to quantify the epistemic uncertainty of the model's predictions and provided confidence intervals for the predicted outputs. Experimental results showed that the proposed model is efficient and outperforms other state‐of‐the‐art models in terms of root mean square error (RMSE), mean absolute error (MAE) and <jats:italic>R</jats:italic><jats:sup>2</jats:sup>. Thus, we believe that these models may assist the investors and traders in making critical decisions based on short‐term predictions of Bitcoin price. This study illustrates the potential benefits of utilizing Bayesian DL approaches in time series analysis to improve data prediction accuracy and reliability.","PeriodicalId":56159,"journal":{"name":"Stat","volume":"3 1","pages":""},"PeriodicalIF":1.7,"publicationDate":"2024-09-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142193332","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
Novel Closed‐Form Point Estimators for a Weighted Exponential Family Derived From Likelihood Equations 从似然方程推导出的加权指数族新闭式点估计器
IF 1.7 4区 数学
Stat Pub Date : 2024-08-28 DOI: 10.1002/sta4.723
Roberto Vila, Eduardo Nakano, Helton Saulo
{"title":"Novel Closed‐Form Point Estimators for a Weighted Exponential Family Derived From Likelihood Equations","authors":"Roberto Vila, Eduardo Nakano, Helton Saulo","doi":"10.1002/sta4.723","DOIUrl":"https://doi.org/10.1002/sta4.723","url":null,"abstract":"In this paper, we propose and investigate closed‐form point estimators for a weighted exponential family. We also develop a bias‐reduced version of these proposed closed‐form estimators through bootstrap methods. Estimators are assessed using a Monte Carlo simulation, revealing favourable results for the proposed bootstrap bias‐reduced estimators. We illustrate the proposed methodology with the use of two real data sets.","PeriodicalId":56159,"journal":{"name":"Stat","volume":"60 1","pages":""},"PeriodicalIF":1.7,"publicationDate":"2024-08-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142193334","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
Exact interval estimation for three parameters subject to false positive misclassification 受假阳性误分类影响的三个参数的精确区间估计
IF 1.7 4区 数学
Stat Pub Date : 2024-08-28 DOI: 10.1002/sta4.717
Shuiyun Lu, Weizhen Wang, Tianfa Xie
{"title":"Exact interval estimation for three parameters subject to false positive misclassification","authors":"Shuiyun Lu, Weizhen Wang, Tianfa Xie","doi":"10.1002/sta4.717","DOIUrl":"https://doi.org/10.1002/sta4.717","url":null,"abstract":"SummaryBinary data subject to one type of misclassification exist in various fields. It is collected in a double‐sampling scheme that includes a gold standard test and a fallible test. The main parameter of interest for this type of data is the positive probability of the gold standard test. Existing intervals are unreliable because the given nominal level is not achieved. In this paper, we construct an exact interval by inverting the E+M score tests and improve it by the general ‐function method. We find that the total length of the improved interval is shorter than the exact intervals that are also the improved intervals when we apply the ‐function to several existing approximate intervals, including the score and Bayesian intervals. Therefore, it is recommended for practice. We are also interested in two other parameters: —the difference between the two positive rates for the fallible and gold standard tests—and —the false positive rate for the fallible test. To the best of our knowledge, the research on these two parameters is limited. For , we find that any interval for can be converted to an interval for . So, the interval converted from the aforementioned recommended interval for is recommended for inferring . For , the improved interval by the ‐function method over the E+M score interval is derived. We use an example to illustrate how the intervals are computed and provide a real data analysis.","PeriodicalId":56159,"journal":{"name":"Stat","volume":"10 1","pages":""},"PeriodicalIF":1.7,"publicationDate":"2024-08-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142193333","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
Decorrelated nearest shrunken centroids for tensor data 张量数据的相关最近缩减中心点
IF 1.7 4区 数学
Stat Pub Date : 2024-08-14 DOI: 10.1002/sta4.720
Shaokang Ren, Munwon Yang, Qing Mai
{"title":"Decorrelated nearest shrunken centroids for tensor data","authors":"Shaokang Ren, Munwon Yang, Qing Mai","doi":"10.1002/sta4.720","DOIUrl":"https://doi.org/10.1002/sta4.720","url":null,"abstract":"The nearest shrunken centroids (NSC) method is an efficient and accurate classifier. However, it is incapable of modelling correlation among predictors. Moreover, many contemporary datasets have tensor predictors that cannot be directly handled by NSC. We tackle these challenges by proposing a new distance‐based classifier, tensor decorrelated NSC (TDNSC). TDNSC leverages the popular separable covariance structure on tensor data to decorrelate data and allow easy application of NSC afterwards. Unlike existing tensor classifiers that often rely on complicated iterative algorithms, TDNSC has analytical solutions. The theoretical properties and empirical results suggest that TDNSC is a promising method for tensor classification.","PeriodicalId":56159,"journal":{"name":"Stat","volume":"13 1","pages":""},"PeriodicalIF":1.7,"publicationDate":"2024-08-14","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142193337","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
A novel time‐varying coefficient Poisson difference model driven by observation 观测驱动的新型时变系数泊松差分模型
IF 1.7 4区 数学
Stat Pub Date : 2024-08-07 DOI: 10.1002/sta4.721
Ye Liu, Dehui Wang
{"title":"A novel time‐varying coefficient Poisson difference model driven by observation","authors":"Ye Liu, Dehui Wang","doi":"10.1002/sta4.721","DOIUrl":"https://doi.org/10.1002/sta4.721","url":null,"abstract":"This paper studies a novel time‐varying coefficient integer‐valued time series model driven by observation. The model is suitable for modeling negative integer‐valued time series based on the Poisson difference distribution and extended binomial thinning operator. Main methods used to estimate the parameters are the conditional least squares (CLS) and conditional maximum likelihood (CML) methods. This paper also discusses the consistency and asymptotic normality of the estimation results. Likelihood ratio tests are employed to examine the existence of covariate and observation. Numerical simulations are conducted to verify the accuracy and stability of the model. Finally, a real data application is presented to demonstrate the usefulness and adaptability of this newly proposed model.","PeriodicalId":56159,"journal":{"name":"Stat","volume":"9 1","pages":""},"PeriodicalIF":1.7,"publicationDate":"2024-08-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141944780","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
A spectral approach for the dynamic Bradley–Terry model 动态布拉德利-特里模型的光谱方法
IF 1.7 4区 数学
Stat Pub Date : 2024-08-05 DOI: 10.1002/sta4.722
Xinyu Tian, Jian Shi, Xiaotong Shen, Kai Song
{"title":"A spectral approach for the dynamic Bradley–Terry model","authors":"Xinyu Tian, Jian Shi, Xiaotong Shen, Kai Song","doi":"10.1002/sta4.722","DOIUrl":"https://doi.org/10.1002/sta4.722","url":null,"abstract":"SummaryThe dynamic ranking, due to its increasing importance in many applications, is becoming crucial, especially with the collection of voluminous time‐dependent data. One such application is sports statistics, where dynamic ranking aids in forecasting the performance of competitive teams, drawing on historical and current data. Despite its usefulness, predicting and inferring rankings pose challenges in environments necessitating time‐dependent modelling. This paper introduces a spectral ranker called Kernel Rank Centrality, designed to rank items based on pairwise comparisons over time. The ranker operates via kernel smoothing in the Bradley–Terry model, utilising a Markov chain model. Unlike the maximum likelihood approach, the spectral ranker is nonparametric, demands fewer model assumptions and computations and allows for real‐time ranking. We establish the asymptotic distribution of the ranker by applying an innovative group inverse technique, resulting in a uniform and precise entrywise expansion. This result allows us to devise a new inferential method for predictive inference, previously unavailable in existing approaches. Our numerical examples showcase the ranker's utility in predictive accuracy and constructing an uncertainty measure for prediction, leveraging data from the National Basketball Association (NBA). The results underscore our method's potential compared with the gold standard in sports, the Arpad Elo rating system.","PeriodicalId":56159,"journal":{"name":"Stat","volume":"14 1","pages":""},"PeriodicalIF":1.7,"publicationDate":"2024-08-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141944782","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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