统计方法学
We develop a scalable class of models for latent variable estimation using composite Gaussian processes, with a focus on derivative Gaussian processes. We jointly model multiple data sources as outputs to improve the accuracy of latent…
This paper introduces a novel spectral M-estimator, called the asymmetric Huber periodogram (AHP), for periodicity detection in time series. The AHP is constructed from trigonometric asymmetric Huber regression, where a specially designed…
We introduce adaptive, tuning-free step size schedules for gradient-based sampling algorithms obtained as time-discretizations of Wasserstein gradient flows. The result is a suite of tuning-free sampling algorithms, including tuning-free…
There are many time series in the literature with high dimension yet limited sample sizes, such as macroeconomic variables, and it is almost impossible to obtain efficient estimation and accurate prediction by using the corresponding…
Engaging the private sector in contraceptive method supply is critical for creating equitable, sustainable, and accessible healthcare systems. To achieve this, it is essential to understand where women obtain their modern contraceptives.…
Polynomial chaos expansions (PCE) are widely used for uncertainty quantification (UQ) tasks, particularly in the applied mathematics community. However, PCE has received comparatively less attention in the statistics literature, and fully…
Cluster randomized trials (CRTs) offer a practical alternative for addressing logistical challenges and ensuring feasibility in community health, education, and prevention studies, even though randomized controlled trials are considered the…
Recent advances in high-resolution sequencing have paved the way for population-scale analysis in single-cell RNA-sequencing (scRNA-seq) data. scRNA-seq data, in particular, have proven to be extremely powerful in profiling a variety of…
We consider the problem of estimating the finite population mean $\bar{Y}$ of an outcome variable $Y$ using data from a nonprobability sample and auxiliary information from a probability sample. Existing double robust (DR) estimators of…
We study the problem of estimating the average treatment effect (ATE) in adaptive experiments where treatment can only be encouraged -- rather than directly assigned -- via a binary instrumental variable. Building on semiparametric…
Weighting with the inverse probability of censoring is an approach to deal with censoring in regression analyses where the outcome may be missing due to right-censoring. In this paper, three separate approaches involving this idea in a…
Adaptive treatment assignment algorithms, such as bandit algorithms, are increasingly used in digital health intervention clinical trials. Frequently, the data collected from these trials is used to conduct causal inference and related data…
Additive Gaussian process (GP) models offer flexible tools for modelling complex non-linear relationships and interaction effects among covariates. While most studies have focused on predictive performance, relatively little attention has…
We revisit the classical problem of comparing regression functions, a fundamental question in statistical inference with broad relevance to modern applications such as data integration, transfer learning, and causal inference. Existing…
Various estimators for modelling the transition probabilities in multi-state models have been proposed, e.g., the Aalen-Johansen estimator, the landmark Aalen-Johansen estimator, and a hybrid Aalen-Johansen estimator. While the…
We propose a density-free method for frequentist inference on population quantiles, termed Self-Normalized Quantile Empirical Saddlepoint Approximation (SNQESA). The approach builds a self-normalized pivot from the indicator score for a…
Fractional polynomial models are potentially useful for response surfaces investigations. With the availability of routines for fitting nonlinear models in statistical packages they are increasingly being used. However, as in all…
Distinguishing long-memory behaviour from nonstationarity is challenging, as both produce slowly decaying sample autocovariances. Existing stationarity tests either fail to account for long-memory processes or exhibit poor empirical size,…
Well-spread samples are desirable in many disciplines because they improve estimation when target variables exhibit spatial structure. This paper introduces an integrated methodological framework for spreading samples over the population's…
It is recommended that measures of between-study effect heterogeneity be reported when conducting individual-participant data meta-analyses (IPD-MA). Methods exist to quantify inconsistency between trials via I^2 (the percentage of…