相关论文: Covariance and correlation estimators in bipartite…

We study a ridge estimator for the high-dimensional two-way fixed effect regression model with a sparse bipartite network. We develop concentration inequalities showing that when the ridge parameters increase as the log of the network size,…

Large datasets are often affected by cell-wise outliers in the form of missing or erroneous data. However, discarding any samples containing outliers may result in a dataset that is too small to accurately estimate the covariance matrix.…

This paper introduces tools for assessing the sensitivity, to unobserved confounding, of a common estimator of the causal effect of a treatment on an outcome that employs weights: the weighted linear regression of the outcome on the…

Envelope methodology can provide substantial efficiency gains in multivariate statistical problems, but in some applications the estimation of the envelope dimension can induce selection volatility that may mitigate those gains. Current…

In observational studies, balancing covariates in different treatment groups is essential to estimate treatment effects. One of the most commonly used methods for such purposes is weighting. The performance of this class of methods usually…

Covariance matrices are a useful tool to investigate correlations and entanglement in quantum systems. They are widely used in continuous variable systems, but recently also for finite dimensional systems powerful entanglement criteria in…

Here we introduce probabilistic weighted and unweighted multilayer networks as derived from information theoretical correlation measures on large multidimensional datasets. We present the fundamentals of the formal application of…

Bipartite Experiments are randomized experiments where the treatment is applied to a set of units (randomization units) that is different from the units of analysis, and randomization units and analysis units are connected through a…

When studying treatment effects in multilevel studies, investigators commonly use (semi-)parametric estimators, which make strong parametric assumptions about the outcome, the treatment, and/or the correlation structure between study units…

We propose a random bipartite graph with weights assigned to both parts of the vertex sets. Edges are formed independently with probabilities that depend on these weights. This bipartite graph naturally gives rise to a random intersection…

A major problem in numerical weather prediction (NWP) is the estimation of high-dimensional covariance matrices from a small number of samples. Maximum likelihood estimators cannot provide reliable estimates when the overall dimension is…

We propose a new model selection criterion for mixed effects regression models that is computable when the model is fitted with a two-step method, even when the structure and the distribution of the random effects are unknown. The criterion…

We propose an empirically stable and asymptotically efficient covariate-balancing approach to the problem of estimating survival causal effects in data with conditionally-independent censoring. This addresses a challenge often encountered…

Bipartite networks manifest as a stream of edges that represent transactions, e.g., purchases by retail customers. Many machine learning applications employ neighborhood-based measures to characterize the similarity among the nodes, such as…

Relying on recent advances in statistical estimation of covariance distances based on random matrix theory, this article proposes an improved covariance and precision matrix estimation for a wide family of metrics. The method is shown to…

In recent years, there is a growing body of causal inference literature focusing on covariate balancing methods. These methods eliminate observed confounding by equalizing covariate moments between the treated and control groups. The…

The interpretation of coefficients from multivariate linear regression relies on the assumption that the conditional expectation function is linear in the variables. However, in many cases the underlying data generating process is…

We provide a generalization for the polygamy constraint of multiparty entanglement in arbitrary dimensional quantum systems. By using the $\beta$th-power of entanglement of assistance for $0\leq \beta \leq1$ and the Hamming weight of the…

Distance correlation is a novel class of multivariate dependence measure, taking positive values between 0 and 1, and applicable to random vectors of arbitrary dimensions, not necessarily equal. It offers several advantages over the…

Double machine learning is a statistical method for leveraging complex black-box models to construct approximately unbiased treatment effect estimates given observational data with high-dimensional covariates, under the assumption of a…