Filtering without recursion and some of its uses in financial economics
本文提出了一种非递归滤波器,通过最小化折现的凸组合损失来处理时间序列,并应用于金融资产交易数据中以消除微观结构噪声对波动率估计的影响。
本文提出了一种非递归滤波器,通过最小化折现的凸组合损失来处理时间序列,并应用于金融资产交易数据中以消除微观结构噪声对波动率估计的影响。
本文介绍了一种使用R包mccca实现的方法MCCCA,用于识别并可视化不同类别(如性别、国籍)特有的异质性趋势。
本文提出一种隐私预算框架,通过差分隐私控制在线实验中的第三方推断风险,采用两种策略分配隐私风险,并在网站设计和推荐系统中优化探索与利用平衡。
This study addresses the challenge of modeling extreme tail regression for high-dimensional response variables by proposing a high-dimensional extreme tail generalized linear model. By integrating Bregman divergence with L1 penalization for parameter estimation and constructing a tail-localized debiased estimator, this work establishes a unified inference framework applicable to diverse tail types. Theoretically, we prove the convergence rate and asymptotic normality of the estimator, thereby enabling valid confidence interval construction even when covariate dimensionality exceeds sample size. This approach effectively facilitates statistical inference for high-dimensional extreme data and is successfully validated through an empirical analysis of automobile insurance claims.
This study addresses the challenge of non-random missingness—such as dropout driven by negative affect—in high-dimensional experience sampling method (ESM) data, which can introduce bias in conventional approaches and standard machine learning models. The authors propose a novel neural network architecture that, for the first time, extends generalized linear mixed-effects models into a deep learning framework, jointly modeling fixed and random effects to flexibly capture both the mean structure and within-subject correlations in longitudinal data. By integrating variational autoencoders with Bayesian data augmentation, the method enables semi-parametric modeling and robust inference under general distributional assumptions and arbitrary missingness mechanisms. Empirical evaluations on the GrowIt! study and simulation experiments demonstrate its potential, though further improvements in model stability are needed to enhance practical performance.
本文提出了一种非递归滤波器,通过最小化折现的凸组合损失来处理时间序列,并应用于金融资产交易数据中以消除微观结构噪声对波动率估计的影响。
本文介绍了一种使用R包mccca实现的方法MCCCA,用于识别并可视化不同类别(如性别、国籍)特有的异质性趋势。
本文提出一种隐私预算框架,通过差分隐私控制在线实验中的第三方推断风险,采用两种策略分配隐私风险,并在网站设计和推荐系统中优化探索与利用平衡。
This study addresses the challenge of modeling extreme tail regression for high-dimensional response variables by proposing a high-dimensional extreme tail generalized linear model. By integrating Bregman divergence with L1 penalization for parameter estimation and constructing a tail-localized debiased estimator, this work establishes a unified inference framework applicable to diverse tail types. Theoretically, we prove the convergence rate and asymptotic normality of the estimator, thereby enabling valid confidence interval construction even when covariate dimensionality exceeds sample size. This approach effectively facilitates statistical inference for high-dimensional extreme data and is successfully validated through an empirical analysis of automobile insurance claims.
This study addresses the challenge of non-random missingness—such as dropout driven by negative affect—in high-dimensional experience sampling method (ESM) data, which can introduce bias in conventional approaches and standard machine learning models. The authors propose a novel neural network architecture that, for the first time, extends generalized linear mixed-effects models into a deep learning framework, jointly modeling fixed and random effects to flexibly capture both the mean structure and within-subject correlations in longitudinal data. By integrating variational autoencoders with Bayesian data augmentation, the method enables semi-parametric modeling and robust inference under general distributional assumptions and arbitrary missingness mechanisms. Empirical evaluations on the GrowIt! study and simulation experiments demonstrate its potential, though further improvements in model stability are needed to enhance practical performance.