相关论文: Scalable Estimation of Crossed Random Effects Mode…

In including random effects to account for dependent observations, the odds ratio interpretation of logistic regression coefficients is changed from population-averaged to subject-specific. This is unappealing in many applications,…

Categorical random variables are a common staple in machine learning methods and other applications across disciplines. Many times, correlation within categorical predictors exists, and has been noted to have an effect on various algorithm…

Typical causal effects are defined based on the marginal distribution of potential outcomes. However, many real-world applications require causal estimands involving the joint distribution of potential outcomes to enable more nuanced…

Generalized linear and additive models are very efficient regression tools but the selection of relevant terms becomes difficult if higher order interactions are needed. In contrast, tree-based methods also known as recursive partitioning…

Multiple randomization designs (MRDs) are a class of experimental designs used to handle interference in two-sided marketplaces. We investigate regression adjustment strategies for estimating total, spillover, and direct effects in MRDs. We…

To take sample biases and skewness in the observations into account, practitioners frequently weight their observations according to some marginal distribution. The present paper demonstrates that such weighting can indeed improve the…

Segmented models are widely used to describe non-stationary sequential data with discrete change points. Their estimation usually requires solving a mixed discrete-continuous optimization problem, where the segmentation is the discrete part…

I study identification, estimation and inference for spillover effects in experiments where units' outcomes may depend on the treatment assignments of other units within a group. I show that the commonly-used reduced-form linear-in-means…

In social networks, the collective behavior of large populations can be shaped by a small set of influencers through a cascading process induced by "peer pressure". For large-scale networks, efficient identification of multiple influential…

A new empirical Bayes approach to variable selection in the context of generalized linear models is developed. The proposed algorithm scales to situations in which the number of putative explanatory variables is very large, possibly much…

We introduce a novel statistical significance-based approach for clustering hierarchical data using semi-parametric linear mixed-effects models designed for responses with laws in the exponential family (e.g., Poisson and Bernoulli). Within…

We consider statistical inference for a class of dynamic mixed-effect models described by stochastic differential equations whose drift and diffusion coefficients simultaneously depend on fixed- and random-effect parameters. Assuming that…

We investigate the parameter estimation of regression models with fixed group effects, when the group variable is missing while group related variables are available. This problem involves clustering to infer the missing group variable…

Practitioners in diverse fields such as healthcare, economics and education are eager to apply machine learning to improve decision making. The cost and impracticality of performing experiments and a recent monumental increase in electronic…

Poisson regression is a popular tool for modeling count data and is applied in a vast array of applications from the social to the physical sciences and beyond. Real data, however, are often over- or under-dispersed and, thus, not conducive…

Estimation of social influence in networks can be substantially biased in observational studies due to homophily and network correlation in exposure to exogenous events. Randomized experiments, in which the researcher intervenes in the…

We propose a model-based clustering algorithm for a general class of functional data for which the components could be curves or images. The random functional data realizations could be measured with error at discrete, and possibly random,…

Linear mixed models are a versatile statistical tool to study data by accounting for fixed effects and random effects from multiple sources of variability. In many situations, a large number of candidate fixed effects is available and it is…

A multivariate distribution can be described by a triangular transport map from the target distribution to a simple reference distribution. We propose Bayesian nonparametric inference on the transport map by modeling its components using…

Clustered data, which arise when observations are nested within groups, are incredibly common in clinical, education, and social science research. Traditionally, a linear mixed model, which includes random effects to account for…