Pub Date : 2024-07-09DOI: 10.1080/01621459.2024.2376285
Simeng Shao, Jacob Bien, Adel Javanmard
In many domains, data measurements can naturally be associated with the leaves of a tree, expressing the relationships among these measurements. For example, companies belong to industries, which i...
{"title":"Controlling the False Split Rate in Tree-Based Aggregation","authors":"Simeng Shao, Jacob Bien, Adel Javanmard","doi":"10.1080/01621459.2024.2376285","DOIUrl":"https://doi.org/10.1080/01621459.2024.2376285","url":null,"abstract":"In many domains, data measurements can naturally be associated with the leaves of a tree, expressing the relationships among these measurements. For example, companies belong to industries, which i...","PeriodicalId":17227,"journal":{"name":"Journal of the American Statistical Association","volume":"38 1","pages":""},"PeriodicalIF":3.7,"publicationDate":"2024-07-09","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141602711","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":1,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-07-08DOI: 10.1080/01621459.2024.2375035
Reza Mohammadi
Published in Journal of the American Statistical Association (Just accepted, 2024)
发表于《美国统计协会期刊》(刚刚接受,2024 年)
{"title":"Sparse Graphical Modeling for High Dimensional Data: A Paradigm of Conditional Independence Tests","authors":"Reza Mohammadi","doi":"10.1080/01621459.2024.2375035","DOIUrl":"https://doi.org/10.1080/01621459.2024.2375035","url":null,"abstract":"Published in Journal of the American Statistical Association (Just accepted, 2024)","PeriodicalId":17227,"journal":{"name":"Journal of the American Statistical Association","volume":"78 1","pages":""},"PeriodicalIF":3.7,"publicationDate":"2024-07-08","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141597507","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":1,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-07-03DOI: 10.1080/01621459.2024.2375037
Bingyan Wang, Jianqing Fan
This paper studies noisy low-rank matrix completion in the presence of heavy-tailed and possibly asymmetric noise, where we aim to estimate an underlying low-rank matrix given a set of highly incom...
本文研究了存在重尾噪声和可能的非对称噪声时的噪声低阶矩阵补全问题。
{"title":"Robust Matrix Completion with Heavy-tailed Noise","authors":"Bingyan Wang, Jianqing Fan","doi":"10.1080/01621459.2024.2375037","DOIUrl":"https://doi.org/10.1080/01621459.2024.2375037","url":null,"abstract":"This paper studies noisy low-rank matrix completion in the presence of heavy-tailed and possibly asymmetric noise, where we aim to estimate an underlying low-rank matrix given a set of highly incom...","PeriodicalId":17227,"journal":{"name":"Journal of the American Statistical Association","volume":"54 1","pages":""},"PeriodicalIF":3.7,"publicationDate":"2024-07-03","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141597508","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":1,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-06-26DOI: 10.1080/01621459.2024.2371978
Manuel Hentschel, Sebastian Engelke, Johan Segers
The severity of multivariate extreme events is driven by the dependence between the largest marginal observations. The Hüsler–Reiss distribution is a versatile model for this extremal dependence, a...
{"title":"Statistical Inference for Hüsler–Reiss Graphical Models Through Matrix Completions","authors":"Manuel Hentschel, Sebastian Engelke, Johan Segers","doi":"10.1080/01621459.2024.2371978","DOIUrl":"https://doi.org/10.1080/01621459.2024.2371978","url":null,"abstract":"The severity of multivariate extreme events is driven by the dependence between the largest marginal observations. The Hüsler–Reiss distribution is a versatile model for this extremal dependence, a...","PeriodicalId":17227,"journal":{"name":"Journal of the American Statistical Association","volume":"71 1","pages":""},"PeriodicalIF":3.7,"publicationDate":"2024-06-26","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141597509","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":1,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-06-26DOI: 10.1080/01621459.2024.2370593
Zihang Wang, Irina Gaynanova, Aleksandr Aravkin, Benjamin B. Risk
Independent component analysis (ICA) is widely used to estimate spatial resting-state networks and their time courses in neuroimaging studies. It is thought that independent components correspond t...
{"title":"Sparse Independent Component Analysis with an Application to Cortical Surface fMRI Data in Autism","authors":"Zihang Wang, Irina Gaynanova, Aleksandr Aravkin, Benjamin B. Risk","doi":"10.1080/01621459.2024.2370593","DOIUrl":"https://doi.org/10.1080/01621459.2024.2370593","url":null,"abstract":"Independent component analysis (ICA) is widely used to estimate spatial resting-state networks and their time courses in neuroimaging studies. It is thought that independent components correspond t...","PeriodicalId":17227,"journal":{"name":"Journal of the American Statistical Association","volume":"28 1","pages":""},"PeriodicalIF":3.7,"publicationDate":"2024-06-26","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141602670","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":1,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-06-26DOI: 10.1080/01621459.2024.2370613
Pangpang Liu, Zhuoran Yang, Zhaoran Wang, Will Wei Sun
Personalized pricing, which involves tailoring prices based on individual characteristics, is commonly used by firms to implement a consumer-specific pricing policy. In this process, buyers can als...
{"title":"Contextual Dynamic Pricing with Strategic Buyers","authors":"Pangpang Liu, Zhuoran Yang, Zhaoran Wang, Will Wei Sun","doi":"10.1080/01621459.2024.2370613","DOIUrl":"https://doi.org/10.1080/01621459.2024.2370613","url":null,"abstract":"Personalized pricing, which involves tailoring prices based on individual characteristics, is commonly used by firms to implement a consumer-specific pricing policy. In this process, buyers can als...","PeriodicalId":17227,"journal":{"name":"Journal of the American Statistical Association","volume":"1 1","pages":""},"PeriodicalIF":3.7,"publicationDate":"2024-06-26","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141597512","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":1,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-06-24DOI: 10.1080/01621459.2024.2370594
David T. Frazier, David J. Nott, Christopher Drovandi
Bayesian synthetic likelihood is a widely used approach for conducting Bayesian analysis in complex models where evaluation of the likelihood is infeasible but simulation from the assumed model is ...
{"title":"Synthetic likelihood in misspecified models","authors":"David T. Frazier, David J. Nott, Christopher Drovandi","doi":"10.1080/01621459.2024.2370594","DOIUrl":"https://doi.org/10.1080/01621459.2024.2370594","url":null,"abstract":"Bayesian synthetic likelihood is a widely used approach for conducting Bayesian analysis in complex models where evaluation of the likelihood is infeasible but simulation from the assumed model is ...","PeriodicalId":17227,"journal":{"name":"Journal of the American Statistical Association","volume":"40 1","pages":""},"PeriodicalIF":3.7,"publicationDate":"2024-06-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141597510","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":1,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-06-24DOI: 10.1080/01621459.2024.2370592
Zhaoxing Gao, Ruey S. Tsay
This paper proposes a novel dynamic forecasting method using a new supervised Principal Component Analysis (PCA) when a large number of predictors are available. The new supervised PCA provides an ...
{"title":"Supervised Dynamic PCA: Linear Dynamic Forecasting with Many Predictors","authors":"Zhaoxing Gao, Ruey S. Tsay","doi":"10.1080/01621459.2024.2370592","DOIUrl":"https://doi.org/10.1080/01621459.2024.2370592","url":null,"abstract":"This paper proposes a novel dynamic forecasting method using a new supervised Principal Component Analysis (PCA) when a large number of predictors are available. The new supervised PCA provides an ...","PeriodicalId":17227,"journal":{"name":"Journal of the American Statistical Association","volume":"33 1","pages":""},"PeriodicalIF":3.7,"publicationDate":"2024-06-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141726062","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":1,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-06-21DOI: 10.1080/01621459.2024.2370355
Published in Journal of the American Statistical Association (Just accepted, 2024)
发表于《美国统计协会期刊》(刚刚接受,2024 年)
{"title":"Corrigendum to Maximum Likelihood Estimation of the Multivariate Normal Mixture Model","authors":"","doi":"10.1080/01621459.2024.2370355","DOIUrl":"https://doi.org/10.1080/01621459.2024.2370355","url":null,"abstract":"Published in Journal of the American Statistical Association (Just accepted, 2024)","PeriodicalId":17227,"journal":{"name":"Journal of the American Statistical Association","volume":"41 1","pages":""},"PeriodicalIF":3.7,"publicationDate":"2024-06-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141435941","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":1,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-06-18DOI: 10.1080/01621459.2024.2368844
Oh-Ran Kwon, Hui Zou
The response envelope model provides substantial efficiency gains over the standard multivariate linear regression by identifying the material part of the response to the model and by excluding the...
与标准的多元线性回归相比,响应包络模型通过识别模型响应的物质部分和排除...
{"title":"Enhanced Response Envelope via Envelope Regularization","authors":"Oh-Ran Kwon, Hui Zou","doi":"10.1080/01621459.2024.2368844","DOIUrl":"https://doi.org/10.1080/01621459.2024.2368844","url":null,"abstract":"The response envelope model provides substantial efficiency gains over the standard multivariate linear regression by identifying the material part of the response to the model and by excluding the...","PeriodicalId":17227,"journal":{"name":"Journal of the American Statistical Association","volume":"18 1","pages":""},"PeriodicalIF":3.7,"publicationDate":"2024-06-18","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141425437","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":1,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}