Biometrika

Volume 89 - 112

Current editor(s): Paul Fearnhead

From Biometrika Trust
Oxford University Press, Great Clarendon Street, Oxford OX2 6DP, UK.
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Volume 109, issue 4, 2022

Mean decrease accuracy for random forests: inconsistency, and a practical solution via the Sobol-MDA (Explaining individual predictions when features are dependent: more accurate approximations to Shapley values) pp. 881-900

Clément Bénard, Sébastien Da Veiga and Erwan Scornet

Scalable and accurate variational Bayes for high-dimensional binary regression models (Bayesian analysis of binary and polychotomous response data) pp. 901-919

Augusto Fasano, Daniele Durante and Giacomo Zanella

Particle filter efficiency under limited communication (Distributed stochastic gradient MCMC) pp. 921-935

Deborshee Sen

A global stochastic optimization particle filter algorithm (Parallel sequential Monte Carlo for stochastic gradient-free nonconvex optimization) pp. 937-955

M Gerber and R Douc

Distribution-on-distribution regression via optimal transport maps (Upper and lower risk bounds for estimating the Wasserstein barycenter of random measures on the real line) pp. 957-974

Laya Ghodrati and Victor M Panaretos

Fréchet sufficient dimension reduction for random objects (Some asymptotic theory for the bootstrap) pp. 975-992

Chao Ying and Zhou Yu

Graphical Gaussian process models for highly multivariate spatial data (Cross-covariance functions for multivariate random fields based on latent dimensions) pp. 993-1014

Debangan Dey, Abhirup Datta and Sudipto Banerjee

Efficient semiparametric estimation of network treatment effects under partial interference (Multivariate binary discrimination by the kernel method) pp. 1015-1031

C Park and H Kang

High-dimensional linear regression via implicit regularization (Simultaneous analysis of lasso and Dantzig selector) pp. 1033-1046

Peng Zhao, Yun Yang and Qiao-Chu He

A proximal distance algorithm for likelihood-based sparse covariance estimation (Estimating large correlation matrices for international migration) pp. 1047-1066

Jason Xu and Kenneth Lange

Significance testing for canonical correlation analysis in high dimensions (Inconsistency of the bootstrap when a parameter is on the boundary of the parameter space) pp. 1067-1083

Ian W McKeague and Xin Zhang

Decomposition, identification and multiply robust estimation of natural mediation effects with multiple mediators (Generalized causal mediation analysis) pp. 1085-1100

Fan Xia and Kwun Chuen Gary Chan

Sensitivity analysis for unmeasured confounding in the estimation of marginal causal effects (Doubly robust estimation in missing data and causal inference models) pp. 1101-1116

I Ciocănea-Teodorescu, E E Gabriel and A Sjölander

An approximate randomization test for the high-dimensional two-sample Behrens–Fisher problem under arbitrary covariances (Broad patterns of gene expression revealed by clustering analysis of tumor and normal colon tissues probed by oligonucleotide arrays) pp. 1117-1132

Rui Wang and Wangli Xu

Functional hybrid factor regression model for handling heterogeneity in imaging studies (Relationships between years of education and gray matter volume, metabolism and functional connectivity in healthy elders) pp. 1133-1148

C Huang and H Zhu

Adjusting the Benjamini–Hochberg method for controlling the false discovery rate in knockoff-assisted variable selection (Controlling the false discovery rate via knockoffs) pp. 1149-1155

Sanat K Sarkar and Cheng Yong Tang

Is the mode elicitable relative to unimodal distributions? (Inflation report: August 2019. Monetary Policy Committee, Bank of England, London) pp. 1157-1164

Claudio Heinrich-Mertsching and Tobias Fissler

Average direct and indirect causal effects under interference (Estimating average causal effects under general interference, with application to a social network experiment) pp. 1165-1172

Yuchen Hu, Shuangning Li and Stefan Wager

A correlation-shrinkage prior for Bayesian prediction of the two-dimensional Wishart model (Modeling covariance matrices in terms of standard deviations and correlations, with application to shrinkage) pp. 1173-1180

T Sei and F Komaki

Correction to: ‘Valid sequential inference on probability forecast performance’ (Valid sequential inference on probability forecast performance) pp. 1181-1182

Alexander Henzi and Johanna F Ziegel

Volume 109, issue 3, 2022

Multi-scale Fisher’s independence test for multivariate dependence (A simple measure of conditional dependence) pp. 569-587

S Gorsky and L Ma

Discussion of ‘Multi-scale Fisher’s independence test for multivariate dependence’ (Adaptive test of independence based on HSIC measures) pp. 589-592

T B Berrett

Discussion of ‘Multi-scale Fisher’s independence test for multivariate dependence’ (Multi-scale Fisher’s independence test for multivariate dependence) pp. 593-596

Donghoon Lee, H El-Zaatari, M R Kosorok, X Li and K Zhang

Discussion of ‘Multi-scale Fisher’s independence test for multivariate dependence’ (Adaptive test of independence based on HSIC measures) pp. 597-603

A Schrab, W Jitkrittum, Z Szabó, D Sejdinovic and A Gretton

Rejoinder: ‘Multi-scale Fisher’s independence test for multivariate dependence’ (Discussion of ‘Multi-scale Fisher’s independence test for multivariate dependence’) pp. 605-609

S Gorsky and L Ma

Searching for robust associations with a multi-environment knockoff filter (A global reference for human genetic variation) pp. 611-629

S Li, M Sesia, Y Romano, E Candès and C Sabatti

A high-dimensional power analysis of the conditional randomization test and knockoffs (On the construction of knockoffs in case-control studies) pp. 631-645

Wenshuo Wang and Lucas Janson

Valid sequential inference on probability forecast performance (A comparison of the ECMWF, MSC, and NCEP global ensemble prediction systems) pp. 647-663

Alexander Henzi and Johanna F Ziegel

Partial separability and functional graphical models for multivariate Gaussian processes (Tests for separability in nonparametric covariance operators of random surfaces) pp. 665-681

J Zapata, S Y Oh and A Petersen

Latent space models for multiplex networks with shared structure (Inference for multiple heterogeneous networks with a common invariant subspace) pp. 683-706

P W MacDonald, E Levina and J Zhu

Joint latent space models for network data with high-dimensional node variables (Statistical inference on random dot product graphs: a survey) pp. 707-720

Xuefei Zhang, Gongjun Xu and Ji Zhu

Local linear graphon estimation using covariates (Representations for partially exchangeable arrays of random variables) pp. 721-734

S Chandna, S C Olhede and P J Wolfe

Lugsail lag windows for estimating time-average covariance matrices (Exact expected values of variance estimators for simulation) pp. 735-750

D Vats and J M Flegal

Risk bounds for quantile trend filtering (-penalized quantile regression in high-dimensional sparse models) pp. 751-768

Oscar Hernan Madrid Padilla and Sabyasachi Chatterjee

Determining the number of factors in high-dimensional generalized latent factor models (Eigenvalue ratio test for the number of factors) pp. 769-782

Y Chen and X Li

Asymptotic distribution-free changepoint detection for data with repeated observations (Graph-based change-point detection) pp. 783-798

Hoseung Song and Hao Chen

Regression-based causal inference with factorial experiments: estimands, model specifications and design-based properties (Are Emily and Greg more employable than Lakisha and Jamal? A field experiment on labor market discrimination) pp. 799-815

Anqi Zhao and Peng Ding

Generalized infinite factorization models (A latent factor linear mixed model for high-dimensional longitudinal data analysis) pp. 817-835

L Schiavon, A Canale and D B Dunson

Wavelet spectra for multivariate point processes (The spectral analysis of point processes) pp. 837-851

E A K Cohen and A J Gibberd

Uniqueness and global optimality of the maximum likelihood estimator for the generalized extreme value distribution (Reference analysis) pp. 853-864

Likun Zhang and Benjamin A Shaby

Heterogeneous coefficients, control variables and identification of multiple treatment effects (Multivalued treatments and decomposition analysis: An application to the WIA program) pp. 865-872

W K Newey and Sami Stouli

On the relative efficiency of the intent-to-treat Wilcoxon–Mann–Whitney test in the presence of noncompliance (Instrumental variables estimates of the effect of subsidized training on the quantiles of trainee earnings) pp. 873-880

Lu Mao

Volume 109, issue 2, 2022

Fast and powerful conditional randomization testing via distillation (Controlling the false discovery rate via knockoffs) pp. 277-293

Molei Liu, Eugene Katsevich, Lucas Janson and Aaditya Ramdas

Confidence regions in Wasserstein distributionally robust estimation (Distributionally robust groupwise regularization estimator) pp. 295-315

Jose Blanchet, Karthyek Murthy and Nian Si

On the power of Chatterjee’s rank correlation (Adaptive test of independence based on HSIC measures) pp. 317-333

H Shi, M Drton and F Han

A discrete bouncy particle sampler (Hypocoercivity of piecewise deterministic Markov process-Monte Carlo) pp. 335-349

C Sherlock and A H Thiery

Semi-exact control functionals from Sard’s method (Zero-variance principle for Monte Carlo algorithms) pp. 351-367

L F South, T Karvonen, C Nemeth, M Girolami and C J Oates

Efficient Bernoulli factory Markov chain Monte Carlo for intractable posteriors (Optimal scaling of MCMC beyond Metropolis) pp. 369-385

D Vats, F B Gonçalves, K Łatuszyński and G O Roberts

High-dimensional semi-supervised learning: in search of optimal inference of the mean (Multivariate tests comparing binomial probabilities, with application to safety studies for drugs) pp. 387-403

Yuqian Zhang and Jelena Bradic

High-dimensional log-error-in-variable regression with applications to microbial compositional data analysis (Log contrast models for experiments with mixtures) pp. 405-420

Pixu Shi, Yuchen Zhou and Anru R Zhang

Estimation of genetic correlation with summary association statistics (A global reference for human genetic variation) pp. 421-438

Jianqiao Wang and Hongzhe Li

Scalar-on-function local linear regression and beyond (Cross-validated estimations in the single-functional index model) pp. 439-455

F Ferraty and S Nagy

Smoothed nested testing on directed acyclic graphs (Controlling the false discovery rate via knockoffs) pp. 457-471

J H Loper, L Lei, W Fithian and W Tansey

Inverse moment methods for sufficient forecasting using high-dimensional predictors (Eigenvalue ratio test for the number of factors) pp. 473-487

Wei Luo, Lingzhou Xue, Jiawei Yao and Xiufan Yu

A minimum aberration-type criterion for selecting space-filling designs (Optimal sliced Latin hypercube designs) pp. 489-501

Ye Tian and Hongquan Xu

Estimation under matrix quadratic loss and matrix superharmonicity (Shrinkage estimation with a matrix loss function) pp. 503-519

T Matsuda and W E Strawderman

Asymptotics of sample tail autocorrelations for tail-dependent time series: phase transition and visualization (Tail dependence and indicators of systemic risk for large US depositories) pp. 521-534

Ting Zhang

Inverses of Matérn covariances on grids (Spatial modeling with R-INLA: A review) pp. 535-541

Joseph Guinness

Testing for unit roots based on sample autocovariances (Heteroskedasticity and autocorrelation consistent covariance matrix estimation) pp. 543-550

Jinyuan Chang, Guanghui Cheng and Qiwei Yao

On the inconsistency of matching without replacement (Large sample properties of matching estimators for average treatment effects) pp. 551-558

F Sävje

Multiplicative effect modelling: the general case (Update of Dutch multicenter dose-escalation trial of radiotherapy for localized prostate cancer) pp. 559-566

J Yin, S Markes, T S Richardson and L Wang

Volume 109, issue 1, 2022

Optimal post-selection inference for sparse signals: a nonparametric empirical Bayes approach (Controlling the false discovery rate: A practical and powerful approach to multiple testing) pp. 1-16

S Woody, O H M Padilla and J G Scott

More for less: predicting and maximizing genomic variant discovery via Bayesian nonparametrics (A global reference for human genetic variation) pp. 17-32

Lorenzo Masoero, Federico Camerlenghi, Stefano Favaro and Tamara Broderick

Inference on the average treatment effect under minimization and other covariate-adaptive randomization methods (Optimum biased coin designs for sequential clinical trials with prognostic factors) pp. 33-47

Ting Ye, Yanyao Yi and Jun Shao

Efficient adjustment sets in causal graphical models with hidden variables (Double/debiased machine learning for treatment and structural parameters) pp. 49-65

E Smucler, F Sapienza and Andrea Rotnitzky

Heterogeneity-aware and communication-efficient distributed statistical inference (Privacy, confidentiality, and electronic medical records) pp. 67-83

Rui Duan, Yang Ning and Yong Chen

Dimension reduction for covariates in network data (On semidefinite relaxations for the block model) pp. 85-102

Junlong Zhao, Xiumin Liu, Hansheng Wang and Chenlei Leng

Integrated conditional moment test and beyond: when the number of covariates is divergent (Using crowd-source based features from social media and conventional features to predict the movies popularity) pp. 103-122

Falong Tan and Lixing Zhu

Large-scale model selection in misspecified generalized linear models (Information theory and an extension of the maximum likelihood principle) pp. 123-136

Emre Demirkaya, Yang Feng, Pallavi Basu and Jinchi Lv

Backfitting tests in generalized structured models (Effect measures in non-parametric regression with interactions between continuous exposures) pp. 137-152

E Mammen and S Sperlich

General ways to improve false coverage rate-adjusted selective confidence intervals (False discovery rate-adjusted multiple confidence intervals for selected parameters) pp. 153-164

Haibing Zhao

Interpoint-ranking sign covariance for the test of independence (Prediction by supervised principal components) pp. 165-179

Haeun Moon and Kehui Chen

Stratification and optimal resampling for sequential Monte Carlo (Posterior Cramér-Rao bounds for sequential estimation) pp. 181-194

Yichao Li, Wenshuo Wang, K E Deng and Jun S Liu

Statistical inference on shape and size indexes for counting processes (Rank estimation of a transformation model with observed truncation) pp. 195-208

Yifei Sun, Sy Han Chiou, Kieren A Marr and Chiung-Yu Huang

Sparse functional linear discriminant analysis (On the use of reproducing kernel Hilbert spaces in functional classification) pp. 209-226

Juhyun Park, Jeongyoun Ahn and Yongho Jeon

Missing at random: a stochastic process perspective (Contribution to the discussion of ‘Longitudinal data with dropout: Objectives, assumptions and a proposal’ by P. J. Diggle, D. Farewell and R. Henderson) pp. 227-241

D M Farewell, R M Daniel and S R Seaman

Estimation of the cure rate for distributions in the Gumbel maximum domain of attraction under insufficient follow-up (Cure models in survival analysis) pp. 243-256

Mikael Escobar-Bach, Ross Maller, Ingrid Van Keilegom and Muzhi Zhao

Distributed inference for the extreme value index (Statistics of heteroscedastic extremes) pp. 257-264

Liujun Chen, Deyuan Li and Chen Zhou

Identifiability of causal effects with multiple causes and a binary outcome (Statistical inference in factor analysis) pp. 265-272

Dehan Kong, Shu Yang and Linbo Wang

Correction to: ‘On semiparametric modelling, estimation and inference for survival data subject to dependent censoring’ pp. 273-273

N W Deresa and I Van Keilegom

Correction to: ‘Approximating posteriors with high-dimensional nuisance parameters via integrated rotated Gaussian approximation’ pp. 275-275

W van den Boom, G Reeves and D B Dunson