相关论文: Covariance and correlation estimators in bipartite…

In linear models, omitting a covariate that is orthogonal to covariates in the model does not result in biased coefficient estimation. This in general does not hold for longitudinal data, where additional assumptions are needed to get…

Surveys are commonly used to facilitate research in epidemiology, health, and the social and behavioral sciences. Often, these surveys are not simple random samples, and respondents are given weights reflecting their probability of…

In federated learning, differences in the data or objectives between the participating nodes motivate approaches to train a personalized machine learning model for each node. One such approach is weighted averaging between a locally trained…

We develop a method for estimating well-conditioned and sparse covariance and inverse covariance matrices from a sample of vectors drawn from a sub-gaussian distribution in high dimensional setting. The proposed estimators are obtained by…

Doubly robust (DR) estimators guard against model misspecification but remain sensitive to weak covariate overlap. We show that trimming propensity scores reduces variance but eliminates double robustness. We introduce DR estimators that…

It is becoming increasingly common for researchers to consider incorporating external information from large studies to improve the accuracy of statistical inference instead of relying on a modestly sized dataset collected internally. With…

Covariance matrix estimation arises in multivariate problems including multivariate normal sampling models and regression models where random effects are jointly modeled, e.g. random-intercept, random-slope models. A Bayesian analysis of…

We derive a maximum a posteriori estimator for the linear observation model, where the signal and noise covariance matrices are both uncertain. The uncertainties are treated probabilistically by modeling the covariance matrices with prior…

This paper develops an empirical balancing approach for the estimation of treatment effects under two-sided noncompliance using a binary conditionally independent instrumental variable. The method weighs both treatment and outcome…

In biomedical studies, we are often interested in the association between different types of covariates and the times to disease events. Because the relationship between the covariates and event times is often complex, standard survival…

If part of a population is hidden but two or more sources are available that each cover parts of this population, dual- or multiple-system(s) estimation can be applied to estimate this population. For this it is common to use the log-linear…

In many learning problems, the training and testing data follow different distributions and a particularly common situation is the \textit{covariate shift}. To correct for sampling biases, most approaches, including the popular kernel mean…

Central moments and cumulants are often employed to characterize the distribution of data. The skewness and kurtosis are particularly useful for the detection of outliers, the assessment of departures from normally distributed data,…

Envelope methodology is succinctly pitched as a class of procedures for increasing efficiency in multivariate analyses without altering traditional objectives \citep[first sentence of page 1]{cook2018introduction}. This description is true…

Imputing missing potential outcomes using an estimated regression function is a natural idea for estimating causal effects. In the literature, estimators that combine imputation and regression adjustments are believed to be comparable to…

We study the principal components of covariance estimators in multivariate mixed-effects linear models. We show that, in high dimensions, the principal eigenvalues and eigenvectors may exhibit bias and aliasing effects that are not present…

This paper proposes a family of weighted batch means variance estimators, which are computationally efficient and can be conveniently applied in practice. The focus is on Markov chain Monte Carlo simulations and estimation of the asymptotic…

Estimation of mutual information between (multidimensional) real-valued variables is used in analysis of complex systems, biological systems, and recently also quantum systems. This estimation is a hard problem, and universally good…

We derive a framework for quantifying entanglement in multipartite and high dimensional systems using only correlations in two unbiased bases. We furthermore develop such bounds in cases where the second basis is not characterized beyond…

Biases in observational data of treatments pose a major challenge to estimating expected treatment outcomes in different populations. An important technique that accounts for these biases is reweighting samples to minimize the discrepancy…