Conditional Copula models using loss-based Bayesian Additive Regression Trees

This paper proposes a novel semi-parametric approach for conditional copula models using Bayesian Additive Regression Trees (BART) enhanced by a loss-based prior to mitigate overfitting and an adaptive Reversible Jump Markov Chain Monte Carlo algorithm to efficiently model complex, non-smooth dependencies, demonstrating its effectiveness through both theoretical recovery of true structures and a case study on the impact of GDP on life expectancy and literacy rate correlations.

Tathagata Basu, Fabrizio Leisen, Cristiano Villa, Kevin WilsonWed, 11 Ma📊 stat

Refining Cramér-Rao Bound With Multivariate Parameters: An Extrinsic Geometry Perspective

This paper presents a vector generalization of the curvature-corrected Cramér-Rao bound for multivariate parameters in the nonasymptotic regime, utilizing extrinsic geometry and sum-of-squares relaxations to derive directional and matrix-valued refinements that offer more faithful estimation limits than classical second-order corrections, as demonstrated through curved Gaussian and spherical multinomial models.

Sunder Ram KrishnanWed, 11 Ma📊 stat

Time-to-Event Modeling with Pseudo-Observations in Federated Settings

This paper proposes a one-shot, privacy-preserving federated framework for time-to-event analysis that utilizes pseudo-observations and a covariate-wise debiasing procedure to achieve flexible, accurate modeling of both proportional and non-proportional hazards without requiring iterative communication or pooling individual-level data.

Hyojung Jang, Malcolm Risk, Yaojie Wang, Norrina Bai Allen, Xu Shi, Lili ZhaoWed, 11 Ma📊 stat

A Restricted Latent Class Hidden Markov Model for Polytomous Responses, Polytomous Attributes, and Covariates: Identifiability and Application

This paper introduces a restricted latent class hidden Markov model for longitudinal polytomous data that incorporates respondent-specific covariates, establishes its identifiability, validates its performance through simulations, and demonstrates its practical utility in analyzing mathematics examination and emotional state data.

Eric Alan Wayman, Steven Andrew Culpepper, Jeff Douglas, Jesse BowersWed, 11 Ma📊 stat

Empirical best prediction of poverty indicators via nested error regression with high dimensional parameters

This paper proposes an extended Nested Error Regression Model with High-Dimensional Parameters (NERHDP) featuring an efficient estimation algorithm and novel out-of-sample prediction methods to provide robust, scalable, and accurate empirical best predictors for small area poverty indicators, as demonstrated through an application to Albania's municipal data.

Yuting Chen, Partha Lahiri, Nicola SalvatiWed, 11 Ma📊 stat

Forecasting Causal Effects of Future Interventions: Confounding and Transportability Issues

This paper develops a theoretical framework and novel nonparametric identification formulas to address the challenges of forecasting causal effects of future interventions by clarifying the necessary structural assumptions and estimands for transporting causal knowledge across time, particularly in the presence of time-varying confounders and effect modifiers.

Laura Forastiere, Fan Li, Michela BacciniWed, 11 Ma📊 stat