We present a hierarchical model of nonhomogeneous Poisson processes (NHPP) for information diffusion on online social media, in particular Twitter retweets. The retweets of each original tweet are modelled by a NHPP, for which the intensity function is a product of time-decaying components and another component that depends on the follower count of the original tweet author. The latter allows us to

People are living longer than ever before, and with this arises new complications and challenges for humanity. Among the most pressing of these challenges is of understanding the role of aging in the development of dementia. This article is motivated by the Mayo Clinic Study of Aging data for 4742 subjects since 2004, and how it can be used to draw inference on the role of aging in the development

We describe the Bedside Patient Rescue (BPR) project, the goal of which is risk prediction of adverse events for non-intensive care unit patients using ∼100 variables (vitals, lab results, assessments, etc.). There are several missing predictor values for most patients, which in the health sciences is the norm, rather than the exception. A Bayesian approach is presented that addresses many of the shortcomings

Many economic models of consumer demand require researchers to partition sets of products or attributes prior to the analysis. These models are common in applied problems when the product space is large or spans multiple categories. While the partition is traditionally fixed a priori, we let the partition be a model parameter and propose a Bayesian method for inference. The challenge is that demand

Bronchiolitis (inflammation of the lower respiratory tract) in infants is primarily due to viral infection and is the single most common cause of infant hospitalization in the United States. To increase epidemiological understanding of bronchiolitis (and, subsequently, develop better prevention strategies), this research analyzes data on infant bronchiolitis cases from the U.S. Military Health System

The study of gene expression quantitative trait loci (eQTL) is an effective approach to illuminate the functional roles of genetic variants. Computational methods have been developed for eQTL mapping using gene expression data from microarray or RNA-seq technology. Application of these methods for eQTL mapping in tumor tissues is problematic because tumor tissues are composed of both tumor and infiltrating

Radiomics involves the study of tumor images to identify quantitative markers explaining cancer heterogeneity. The predominant approach is to extract hundreds to thousands of image features, including histogram features comprised of summaries of the marginal distribution of pixel intensities, which leads to multiple testing problems and can miss out on insights not contained in the selected features

Firms are increasingly transitioning advertising budgets to Internet display campaigns, but this transition poses new challenges. These campaigns use numerous potential metrics for success (e.g., reach or click rate), and because each website represents a separate advertising opportunity, this is also an inherently high-dimensional problem. Further, advertisers often have constraints they wish to place

Quantile and quantile effect (QE) functions are important tools for descriptive and causal analysis due to their natural and intuitive interpretation. Existing inference methods for these functions do not apply to discrete random variables. This article offers a simple, practical construction of simultaneous confidence bands for quantile and QE functions of possibly discrete random variables. It is

In statistical prediction, classical approaches for model selection and model evaluation based on covariance penalties are still widely used. Most of the literature on this topic is based on what we call the “Fixed-X” assumption, where covariate values are assumed to be nonrandom. By contrast, it is often more reasonable to take a “Random-X” view, where the covariate values are independently drawn

(2020). Discussion of “From Fixed-X to Random-X Regression: Bias-Variance Decompositions, Covariance Penalties, and Prediction Error Estimation”. Journal of the American Statistical Association: Vol. 115, No. 529, pp. 152-156.

(2020). Cross-Validation, Risk Estimation, and Model Selection: Comment on a Paper by Rosset and Tibshirani. Journal of the American Statistical Association: Vol. 115, No. 529, pp. 157-160.

(2020). From Fixed-X to Random-X Regression: Bias-Variance Decompositions, Covariance Penalties, and Prediction Error Estimation: Rejoinder. Journal of the American Statistical Association: Vol. 115, No. 529, pp. 161-162.

Abstract Random-effects meta-analyses of observational studies can produce biased estimates if the synthesized studies are subject to unmeasured confounding. We propose sensitivity analyses quantifying the extent to which unmeasured confounding of specified magnitude could reduce to below a certain threshold the proportion of true effect sizes that are scientifically meaningful. We also develop converse

Abstract–In this article, we consider the nonparametric regression problem with multivariate predictors. We provide a characterization of the degrees of freedom and divergence for estimators of the unknown regression function, which are obtained as outputs of linearly constrained quadratic optimization procedures; namely, minimizers of the least-squares criterion with linear constraints and/or quadratic

We develop a general class of Bayesian repulsive Gaussian mixture models that encourage well-separated clusters, aiming at reducing potentially redundant components produced by independent priors for locations (such as the Dirichlet process). The asymptotic results for the posterior distribution of the proposed models are derived, including posterior consistency and posterior contraction rate in the

The simultaneous estimation and variable selection for Cox model has been discussed by several authors when one observes right-censored failure time data. However, there does not seem to exist an established procedure for interval-censored data, a more general and complex type of failure time data, except two parametric procedures. To address this, we propose a broken adaptive ridge (BAR) regression

Inference in a high-dimensional situation may involve regularization of a certain form to treat overparameterization, imposing challenges to inference. The common practice of inference uses either a regularized model, as in inference after model selection, or bias-reduction known as “debias.” While the first ignores statistical uncertainty inherent in regularization, the second reduces the bias inbred

This article estimates individual treatment effects (ITE) and its probability distribution in a triangular model with binary-valued endogenous treatments. Our estimation procedure takes two steps. First, we estimate the counterfactual outcome and hence, the ITE for every observational unit in the sample. Second, we estimate the ITE density function of the whole population. Our estimation method does

We present single imputation method for missing values which borrows the idea of data depth—a measure of centrality defined for an arbitrary point of a space with respect to a probability distribution or data cloud. This consists in iterative maximization of the depth of each observation with missing values, and can be employed with any properly defined statistical depth function. For each single iteration

Big data can easily be contaminated by outliers or contain variables with heavy-tailed distributions, which makes many conventional methods inadequate. To address this challenge, we propose the adaptive Huber regression for robust estimation and inference. The key observation is that the robustification parameter should adapt to the sample size, dimension and moments for optimal tradeoff between bias

This article introduces a new procedure for analyzing the quantile co-movement of a large number of financial time series based on a large-scale panel data model with factor structures. The proposed method attempts to capture the unobservable heterogeneity of each of the financial time series based on sensitivity to explanatory variables and to the unobservable factor structure. In our model, the dimension

Understanding and developing a correlation measure that can detect general dependencies is not only imperative to statistics and machine learning, but also crucial to general scientific discovery in the big data age. In this paper, we establish a new framework that generalizes distance correlation (Dcorr)—a correlation measure that was recently proposed and shown to be universally consistent for dependence

A typical approach to the joint analysis of two high-dimensional datasets is to decompose each data matrix into three parts: a low-rank common matrix that captures the shared information across datasets, a low-rank distinctive matrix that characterizes the individual information within a single dataset, and an additive noise matrix. Existing decomposition methods often focus on the orthogonality between

Technological advances in science and engineering have led to the routine collection of large and complex data objects, where the dependence structure among those objects is often of great interest. Those complex objects (e.g., different brain subcortical structures) often reside in some Banach spaces, and hence their relationship cannot be well characterized by most of the existing measures of dependence

In this article, we propose a Bayesian nonparametric model for clustering grouped data. We adopt a hierarchical approach: at the highest level, each group of data is modeled according to a mixture, where the mixing distributions are conditionally independent normalized completely random measures (NormCRMs) centered on the same base measure, which is itself a NormCRM. The discreteness of the shared

In various real-world problems, we are presented with classification problems with positive and unlabeled data, referred to as presence-only responses. In this article we study variable selection in the context of presence only responses where the number of features or covariates p is large. The combination of presence-only responses and high dimensionality presents both statistical and computational

We propose a class of subspace ascent methods for computing optimal approximate designs that covers existing algorithms as well as new and more efficient ones. Within this class of methods, we construct a simple, randomized exchange algorithm (REX). Numerical comparisons suggest that the performance of REX is comparable or superior to that of state-of-the-art methods across a broad range of problem

Power and reproducibility are key to enabling refined scientific discoveries in contemporary big data applications with general high-dimensional nonlinear models. In this article, we provide theoretical foundations on the power and robustness for the model-X knockoffs procedure introduced recently in Candès, Fan, Janson and Lv in high-dimensional setting when the covariate distribution is characterized

(2020). Matched Learning for Optimizing Individualized Treatment Strategies Using Electronic Health Records. Journal of the American Statistical Association: Vol. 115, No. 529, pp. 380-392.

Abstract–Combining individual p-values to aggregate multiple small effects has a long-standing interest in statistics, dating back to the classic Fisher’s combination test. In modern large-scale data analysis, correlation and sparsity are common features and efficient computation is a necessary requirement for dealing with massive data. To overcome these challenges, we propose a new test that takes

The aim of this article is to develop a low-rank linear regression model to correlate a high-dimensional response matrix with a high-dimensional vector of covariates when coefficient matrices have low-rank structures. We propose a fast and efficient screening procedure based on the spectral norm of each coefficient matrix to deal with the case when the number of covariates is extremely large. We develop

Consider the model Y=X+ε with X=τ+Z, where τ is an unknown constant (the boundary of X), Z is a random variable defined on R+, ε is a symmetric error, and ε and Z are independent. Based on an iid sample of Y, we aim at identifying and estimating the boundary τ when the law of ε is unknown (apart from symmetry) and in particular its variance is unknown. We propose an estimation procedure based on a

This article concerns the potential bias in statistical inference on treatment effects when a large number of covariates are present in a linear or partially linear model. While the estimation bias in an under-fitted model is well understood, we address a lesser-known bias that arises from an over-fitted model. The over-fitting bias can be eliminated through data splitting at the cost of statistical

This article deals with nonobserved dyads during the sampling of a network and consecutive issues in the inference of the stochastic block model (SBM). We review sampling designs and recover missing at random (MAR) and not missing at random (NMAR) conditions for the SBM. We introduce variants of the variational EM algorithm for inferring the SBM under various sampling designs (MAR and NMAR) all available

We consider estimating the conditional prevalence of a disease from data pooled according to the group testing mechanism. Consistent estimators have been proposed in the literature, but they rely on the data being available for all individuals. In infectious disease studies where group testing is frequently applied, the covariate is often missing for some individuals. There, unless the missing mechanism

(2020). Simulating Copulas: Stochastic Models, Sampling Algorithms, and Applications. Journal of the American Statistical Association: Vol. 115, No. 529, pp. 481-482.

(2020). The Book of Why: The New Science of Cause and Effect. Journal of the American Statistical Association: Vol. 115, No. 529, pp. 482-485.

(2020). Measuring Agreement: Models, Methods, and Applications. Journal of the American Statistical Association: Vol. 115, No. 529, pp. 485-486.

(2020). Multivariate Kernel Smoothing and Its Applications. Journal of the American Statistical Association: Vol. 115, No. 529, pp. 486-486.

(2020). Theory of Stochastic Objects: Probability, Stochastic Processes and Inference. Journal of the American Statistical Association: Vol. 115, No. 529, pp. 486-487.

(2020). Big Data in Omics and Imaging: Integrated Analysis and Causal Inference. Journal of the American Statistical Association: Vol. 115, No. 529, pp. 487-488.

(2020). RETRACTED ARTICLE: Smoothing with Couplings of Conditional Particle Filters. Journal of the American Statistical Association: Vol. 115, No. 529, pp. 489-489.

We investigate the behavior of the Lasso for selecting invalid instruments in linear instrumental variables models for estimating causal effects of exposures on outcomes, as proposed recently by Kang et al. Invalid instruments are such that they fail the exclusion restriction and enter the model as explanatory variables. We show that for this setup, the Lasso may not consistently select the invalid

Extracting important features from ultra-high dimensional data is one of the primary tasks in statistical learning, information theory, precision medicine and biological discovery. Many of the sure independent screening methods developed to meet these needs are suitable for special models under some assumptions. With the availability of more data types and possible models, a model-free generic screening

When available, vaccines are an effective means of disease prevention. Unfortunately, efficacious vaccines have not yet been developed for several major infectious diseases, including HIV and malaria. Vaccine sieve analysis studies whether and how the efficacy of a vaccine varies with the genetics of the pathogen of interest, which can guide subsequent vaccine development and deployment. In sieve analyses

A population quantity of interest in statistical shape analysis is the location of landmarks, which are points that aid in reconstructing and representing shapes of objects. We provide an automated, model-based approach to inferring landmarks given a sample of shape data. The model is formulated based on a linear reconstruction of the shape, passing through the specified points, and a Bayesian inferential

Penetrance, which plays a key role in genetic research, is defined as the proportion of individuals with the genetic variants (i.e., genotype) that cause a particular trait and who have clinical symptoms of the trait (i.e., phenotype). We propose a Bayesian semiparametric approach to estimate the cancer-specific age-at-onset penetrance in the presence of the competing risk of multiple cancers. We employ

We consider the problem of learning a conditional Gaussian graphical model in the presence of latent variables. Building on recent advances in this field, we suggest a method that decomposes the parameters of a conditional Markov random field into the sum of a sparse and a low-rank matrix. We derive convergence bounds for this estimator and show that it is well-behaved in the high-dimensional regime

Heterosis, or hybrid vigor, is the enhancement of the phenotype of hybrid progeny relative to their inbred parents. Heterosis is extensively used in agriculture, and the underlying mechanisms are unclear. To investigate the molecular basis of phenotypic heterosis, researchers search tens of thousands of genes for heterosis with respect to expression in the transcriptome. Difficulty arises in the assessment

It is of fundamental interest in statistics to test the significance of a set of covariates. For example, in genome-wide association studies, a joint null hypothesis of no genetic effect is tested for a set of multiple genetic variants. The minimum p-value method, higher criticism, and Berk-Jones tests are particularly effective when the covariates with nonzero effects are sparse. However, the correlations

Diagnosing glaucoma progression is critical for limiting irreversible vision loss. A common method for assessing glaucoma progression uses a longitudinal series of visual fields (VF) acquired at regular intervals. VF data are characterized by a complex spatiotemporal structure due to the data generating process and ocular anatomy. Thus, advanced statistical methods are needed to make clinical determinations

Nonlinear kernel regression models are often used in statistics and machine learning because they are more accurate than linear models. Variable selection for kernel regression models is a challenge partly because, unlike the linear regression setting, there is no clear concept of an effect size for regression coefficients. In this paper, we propose a novel framework that provides an effect size analog

Many scientific studies collect data where the response and predictor variables are both functions of time, location, or some other covariate. Understanding the relationship between these functional variables is a common goal in these studies. Motivated from two real-life examples, we present in this paper a function-on-function regression model that can be used to analyze such kind of functional data

Joint analysis of multiple phenotypes can increase statistical power in genetic association studies. Principal component analysis, as a popular dimension reduction method, especially when the number of phenotypes is high-dimensional, has been proposed to analyze multiple correlated phenotypes. It has been empirically observed that the first PC, which summarizes the largest amount of variance, can be

Precision medicine is currently a topic of great interest in clinical and intervention science. A key component of precision medicine is that it is evidence-based, i.e., data-driven, and consequently there has been tremendous interest in estimation of precision medicine strategies using observational or randomized study data. One way to formalize precision medicine is through a treatment regime, which

Medical therapy often consists of multiple stages, with a treatment chosen by the physician at each stage based on the patient's history of treatments and clinical outcomes. These decisions can be formalized as a dynamic treatment regime. This paper describes a new approach for optimizing dynamic treatment regimes that bridges the gap between Bayesian inference and existing approaches, like Q-learning

We develop a Bayes factor based testing procedure for comparing two population means in high dimensional settings. In 'large-p-small-n' settings, Bayes factors based on proper priors require eliciting a large and complex p×p covariance matrix, whereas Bayes factors based on Jeffrey's prior suffer the same impediment as the classical Hotelling T 2 test statistic as they involve inversion of ill-formed

The divide and conquer method is a common strategy for handling massive data. In this article, we study the divide and conquer method for cubic-rate estimators under the massive data framework. We develop a general theory for establishing the asymptotic distribution of the aggregated M-estimators using a weighted average with weights depending on the subgroup sample sizes. Under certain condition on

Large prospective cohort studies of rare chronic diseases require thoughtful planning of study designs, especially for biomarker studies when measurements are based on stored tissue or blood specimens. Two-phase designs, including nested case-control (Thomas, 1977) and case-cohort (Prentice, 1986) sampling designs, provide cost-effective strategies for conducting biomarker evaluation studies. Existing