Simulation Theorems via Pseudorandom Properties

We generalize the deterministic simulation theorem of Raz and McKenzie [RM99], to any gadget which satisfies certain hitting property. We prove that inner-product and gap-Hamming satisfy this property, and as a corollary we obtain deterministic simulation theorem for these gadgets, where the gadget's input-size is logarithmic in the input-size of the outer function. This answers an open question posed by G\"{o}\"{o}s, Pitassi and Watson [GPW15]. Our result also implies the previous results for the Indexing gadget, with better parameters than was previously known. A preliminary version of the results obtained in this work appeared in [CKL+17]

Hazard models with varying coefficients for multivariate failure time data

Statistical estimation and inference for marginal hazard models with varying coefficients for multivariate failure time data are important subjects in survival analysis. A local pseudo-partial likelihood procedure is proposed for estimating the unknown coefficient functions. A weighted average estimator is also proposed in an attempt to improve the efficiency of the estimator. The consistency and asymptotic normality of the proposed estimators are established and standard error formulas for the estimated coefficients are derived and empirically tested. To reduce the computational burden of the maximum local pseudo-partial likelihood estimator, a simple and useful one-step estimator is proposed. Statistical properties of the one-step estimator are established and simulation studies are conducted to compare the performance of the one-step estimator to that of the maximum local pseudo-partial likelihood estimator. The results show that the one-step estimator can save computational cost without compromising performance both asymptotically and empirically and that an optimal weighted average estimator is more efficient than the maximum local pseudo-partial likelihood estimator. A data set from the Busselton Population Health Surveys is analyzed to illustrate our proposed methodology.Comment: Published at http://dx.doi.org/10.1214/009053606000001145 in the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org

Sieve estimation of constant and time-varying coefficients in nonlinear ordinary differential equation models by considering both numerical error and measurement error

This article considers estimation of constant and time-varying coefficients in nonlinear ordinary differential equation (ODE) models where analytic closed-form solutions are not available. The numerical solution-based nonlinear least squares (NLS) estimator is investigated in this study. A numerical algorithm such as the Runge--Kutta method is used to approximate the ODE solution. The asymptotic properties are established for the proposed estimators considering both numerical error and measurement error. The B-spline is used to approximate the time-varying coefficients, and the corresponding asymptotic theories in this case are investigated under the framework of the sieve approach. Our results show that if the maximum step size of the $p$-order numerical algorithm goes to zero at a rate faster than $n^{-1/(p\wedge4)}$, the numerical error is negligible compared to the measurement error. This result provides a theoretical guidance in selection of the step size for numerical evaluations of ODEs. Moreover, we have shown that the numerical solution-based NLS estimator and the sieve NLS estimator are strongly consistent. The sieve estimator of constant parameters is asymptotically normal with the same asymptotic co-variance as that of the case where the true ODE solution is exactly known, while the estimator of the time-varying parameter has the optimal convergence rate under some regularity conditions. The theoretical results are also developed for the case when the step size of the ODE numerical solver does not go to zero fast enough or the numerical error is comparable to the measurement error. We illustrate our approach with both simulation studies and clinical data on HIV viral dynamics.Comment: Published in at http://dx.doi.org/10.1214/09-AOS784 the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org

Consistency of Markov chain quasi-Monte Carlo on continuous state spaces

The random numbers driving Markov chain Monte Carlo (MCMC) simulation are usually modeled as independent U(0,1) random variables. Tribble [Markov chain Monte Carlo algorithms using completely uniformly distributed driving sequences (2007) Stanford Univ.] reports substantial improvements when those random numbers are replaced by carefully balanced inputs from completely uniformly distributed sequences. The previous theoretical justification for using anything other than i.i.d. U(0,1) points shows consistency for estimated means, but only applies for discrete stationary distributions. We extend those results to some MCMC algorithms for continuous stationary distributions. The main motivation is the search for quasi-Monte Carlo versions of MCMC. As a side benefit, the results also establish consistency for the usual method of using pseudo-random numbers in place of random ones.Comment: Published in at http://dx.doi.org/10.1214/10-AOS831 the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org

Poisson point process models solve the "pseudo-absence problem" for presence-only data in ecology

Presence-only data, point locations where a species has been recorded as being present, are often used in modeling the distribution of a species as a function of a set of explanatory variables---whether to map species occurrence, to understand its association with the environment, or to predict its response to environmental change. Currently, ecologists most commonly analyze presence-only data by adding randomly chosen "pseudo-absences" to the data such that it can be analyzed using logistic regression, an approach which has weaknesses in model specification, in interpretation, and in implementation. To address these issues, we propose Poisson point process modeling of the intensity of presences. We also derive a link between the proposed approach and logistic regression---specifically, we show that as the number of pseudo-absences increases (in a regular or uniform random arrangement), logistic regression slope parameters and their standard errors converge to those of the corresponding Poisson point process model. We discuss the practical implications of these results. In particular, point process modeling offers a framework for choice of the number and location of pseudo-absences, both of which are currently chosen by ad hoc and sometimes ineffective methods in ecology, a point which we illustrate by example.Comment: Published in at http://dx.doi.org/10.1214/10-AOAS331 the Annals of Applied Statistics (http://www.imstat.org/aoas/) by the Institute of Mathematical Statistics (http://www.imstat.org