Shonosuke Sugasawa 교수

Abstract For small area estimation of area‐level data, the Fay–Herriot model is extensively used as a model‐based method. In the Fay–Herriot model, it is conventionally assumed that the sampling variances are known, whereas estimators of sampling variances are used in practice. Thus, the settings of knowing sampling variances are unrealistic, and several methods are proposed to overcome this problem. In this paper, we assume the situation where the direct estimators of the sampling variances are

The development of molecular diagnostic tools to achieve individualized medicine requires accurate estimation of individual treatment effects (ITEs). Although several effective data analytic strategies have been proposed for this purpose, they have limitations when it comes to flexibly capturing the complex relationships between clinical outcome and possibly high-dimensional covariates. In this article, we propose an effective machine learning method to estimate ITEs using the gradient boosting

Although robust divergence, such as density power divergence and γ-divergence, is helpful for robust statistical inference in the presence of outliers, the tuning parameter that controls the degree of robustness is chosen in a rule-of-thumb, which may lead to an inefficient inference. We here propose a selection criterion based on an asymptotic approximation of the Hyvarinen score applied to an unnormalized model defined by robust divergence. The proposed selection criterion only requires first

Abstract We introduce a novel methodology for robust Bayesian estimation with robust divergence (e.g., density power divergence or $$\gamma $$ <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML"> <mml:mi>γ</mml:mi> </mml:math> -divergence), indexed by tuning parameters. It is well known that the posterior density induced by robust divergence gives highly robust estimators against outliers if the tuning parameter is appropriately and carefully chosen. In a Bayesian framework, one way to find

Clustered data are ubiquitous in a variety of scientific fields. In this article, we propose a flexible and interpretable modeling approach, called grouped heterogeneous mixture modeling, for clustered data, which models cluster-wise conditional distributions by mixtures of latent conditional distributions common to all the clusters. In the model, we assume that clusters are divided into a finite number of groups and mixing proportions are the same within the same group. We provide a simple gene

Summary A two-stage normal hierarchical model called the Fay–Herriot model and the empirical Bayes estimator are widely used to obtain indirect and model-based estimates of means in small areas. However, the performance of the empirical Bayes estimator can be poor when the assumed normal distribution is misspecified. This article presents a simple modification that makes use of density power divergence and proposes a new robust empirical Bayes small area estimator. The mean squared error and est

Abstract For estimating area‐specific parameters (quantities) in a finite population, a mixed‐model prediction approach is attractive. However, this approach strongly depends on the normality assumption of the response values, although we often encounter a non‐normal case in practice. In such a case, transforming observations to make them suitable for normality assumption is a useful tool, but the problem of selecting a suitable transformation still remains open. To overcome the difficulty, we h

Random effects meta-analyses have been widely applied in evidence synthesis for various types of medical studies. However, standard inference methods (e.g. restricted maximum likelihood estimation) usually underestimate statistical errors and possibly provide highly overconfident results under realistic situations; for instance, coverage probabilities of confidence intervals can be substantially below the nominal level. The main reason is that these inference methods rely on large sample approxi

The article considers a nested error regression model with heteroscedastic variance functions for analyzing clustered data, where the normality for the underlying distributions is not assumed. Classical methods in normal nested error regression models with homogenous variances are extended in the two directions: heterogeneous variance functions for error terms and non-normal distributions for random effects and error terms. Consistent estimators for model parameters are suggested, and second-ord