Related papers: Sequential Confirmatory Factor Analysis: A Novel A…
Naive Bayes estimator is widely used in text classification problems. However, it doesn't perform well with small-size training dataset. We propose a new method based on Naive Bayes estimator to solve this problem. A correlation factor is…
In this paper, we propose a novel high-dimensional time-varying coefficient estimator for noisy high-frequency observations with a factor structure. In high-frequency finance, we often observe that noises dominate the signal of underlying…
Many economic and scientific problems involve the analysis of high-dimensional functional time series, where the number of functional variables $p$ diverges as the number of serially dependent observations $n$ increases. In this paper, we…
The win ratio is increasingly used in randomized trials due to its intuitive clinical interpretation, ability to incorporate the relative importance of composite endpoints, and its capacity for combining different types of outcomes (e.g.…
Sequential methods for quantum hypothesis testing offer significant advantages over fixed-length approaches, which rely on a predefined number of state copies. Despite their potential, these methods remain underexplored for unambiguous…
This paper proposes an imputation procedure that uses the factors estimated from a tall block along with the re-rotated loadings estimated from a wide block to impute missing values in a panel of data. Assuming that a strong factor…
We present a sequential testing method to identify a practically significant effect. We build on the existing mixture sequential probability ratio test (mSPRT) that can sequentially test for a non-zero treatment effect by using a truncated…
This paper presents SeqClusFD, a top-down sequential clustering method for functional data. The clustering algorithm extracts the splitting information either from trajectories, first or second derivatives. Initial partition is based on gap…
Learning the minimum/maximum mean among a finite set of distributions is a fundamental sub-task in planning, game tree search and reinforcement learning. We formalize this learning task as the problem of sequentially testing how the minimum…
In this study, we develop a latent factor model for analysing high-dimensional binary data. Specifically, a standard probit model is used to describe the regression relationship between the observed binary data and the continuous latent…
In modern data analysis, statistical efficiency improvement is expected via effective collaboration among multiple data holders with non-shared data. In this article, we propose a collaborative score-type test (CST) for testing linear…
Many scientific questions in biomedical, environmental, and psychological research involve understanding the effects of multiple factors on outcomes. While factorial experiments are ideal for this purpose, randomized controlled treatment…
Corrected confidence intervals are developed for the mean of the second component of a bivariate normal process when the first component is being monitored sequentially. This is accomplished by constructing a first approximation to a…
We describe a methodology for modeling the performance of decision-level data fusion between different sensor configurations, implemented as part of the JIEDDO Analytic Decision Engine (JADE). We first discuss a Bayesian network formulation…
We propose Sequential Feature Filtering Classifier (FFC), a simple but effective classifier for convolutional neural networks (CNNs). With sequential LayerNorm and ReLU, FFC zeroes out low-activation units and preserves high-activation…
Identifying latent variables and the causal structure involving them is essential across various scientific fields. While many existing works fall under the category of constraint-based methods (with e.g. conditional independence or rank…
Sequential Monte Carlo (SMC) methods are a class of Monte Carlo methods that are used to obtain random samples of a high dimensional random variable in a sequential fashion. Many problems encountered in applications often involve different…
Tensor time series, which is a time series consisting of tensorial observations, has become ubiquitous. It typically exhibits high dimensionality. One approach for dimension reduction is to use a factor model structure, in a form similar to…
Estimation and inference with modern longitudinal data from wearable devices, which consist of biological signals at high-frequency time points, is burdened by massive computational costs. We propose a distributed estimation and inference…
The maximum type-I and type-II error exponents associated with the newly introduced almost-fixed-length hypothesis testing is characterized. In this class of tests, the decision-maker declares the true hypothesis almost always after…