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Variable Significance Testing for the Deep Cox Model

深度 Cox 模型的变量显著性检验

Deep learning has become enormously popular in the analysis of complex data, including event time measurements with censoring. To date, deep survival methods have mainly focused on prediction. Such methods are scarcely used in matters of statistical inference such as hypothesis testing. Due to their black-box nature, deep-learned outcomes lack interpretability which limits their use for decision-making in biomedical applications. This article provides estimation and…

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Data-Driven Knowledge Transfer in Batch Q * Learning

批量最优 Q 函数学习中的数据驱动知识迁移

In data-driven decision-making across marketing, healthcare, and education, leveraging large datasets from existing ventures is crucial for navigating high-dimensional feature spaces and addressing data scarcity in new ventures. We investigate knowledge transfer in dynamic decision-making by focusing on batch stationary environments and formally defining task discrepancies through the framework of Markov decision processes (MDPs). We propose the Transfer Fitted Q-Iteration…

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Adaptive Selection for False Discovery Rate Control Leveraging Symmetry

利用对称性的自适应选择与错误发现率控制

Controlling the false discovery rate (FDR) in high-dimensional multiple testing has recently been advanced through mirror statistics via knockoff and data splitting. However, these approaches primarily emphasize the symmetry structure of the one-dimensional mirror statistics while inadvertently overlooking the distribution information from non-null features when determining the rejection region, potentially causing a power loss. To tackle this challenge, we present a novel…

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PALAR: Estimation of Absolute Abundance Effects in Regression with Relative Abundance Predictors

PALAR:用相对丰度预测变量估计绝对丰度回归效应

High-dimensional compositional data are ubiquitous in omics research. Microbiome sequencing experiments measure the relative abundances (proportions) of microbial features, while the absolute abundances within the ecosystem remain unobserved. Most regression methods with microbial relative abundance predictors rely on log-ratio transformations and typically impose sparsity on the regression coefficients to manage high dimensionality. However, we show that the sparsity…

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Reinforcement Learning with Continuous Actions Under Unmeasured Confounding

未测量混杂下的连续行动强化学习

This article addresses the challenge of offline policy learning in continuous action spaces when unmeasured confounders are present. While most existing research focuses on policy evaluation within partially observable Markov decision processes (POMDPs) and assumes discrete action spaces, we advance this field by establishing a novel identification result to enable the nonparametric estimation of policy value for a given target policy under an infinite-horizon framework.…

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Deep Discrete Encoders: Identifiable Deep Generative Models for Rich Data with Discrete Latent Layers

深度离散编码器:具有离散潜在层的可识别深度生成模型

In the era of generative AI, deep generative models (DGMs) with latent representations have gained tremendous popularity. Despite their impressive empirical performance, the statistical properties of these models remain underexplored. DGMs are often overparametrized, non-identifiable, and uninterpretable black boxes, raising serious concerns when deploying them in high-stakes applications. Motivated by this, we propose interpretable deep generative models for rich data types…

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Spatial Variation on Multiple Scales in Line Transect Data; the Case of Antarctic Fin Whales

线样带数据的多尺度空间变异:南极长须鲸案例

Line transect sampling is a widely used survey method for estimating animal density or abundance. We present a novel model for such data that allows for spatial variation in animal density at two scales: a long scale, representing trends caused by for instance climatic or terrain gradients, and a short scale, representing abrupt shifts due to local effects such as prey patchiness. The long-range variation is modeled as a latent Gaussian random field, while the abrupt changes…

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Bayesian Signal Matching for Transfer Learning in ERP-Based Brain Computer Interface

ERP 脑机接口迁移学习中的贝叶斯信号匹配

An Event-Related Potential (ERP)-based Brain-Computer Interface (BCI) Speller System assists people with disabilities to communicate by decoding electroencephalogram (EEG) signals. A P300-ERP embedded in EEG signals arises in response to a rare, but relevant event (target) among a series of irrelevant events (non-target). Different machine learning methods have constructed binary classifiers to detect target events, known as calibration. The existing calibration strategy…

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SMART-MC: Characterizing the Dynamics of Multiple Sclerosis Therapy Transitions Using a Covariate-Based Markov Model

SMART-MC:基于协变量的多发性硬化治疗转换模型

Treatment switching is a common occurrence in the management of Multiple Sclerosis (MS), where patients transition across various disease-modifying therapies (DMTs) due to heterogeneous treatment responses, differences in disease progression, patient characteristics, and therapy-associated adverse effects. To investigate how patient-level covariates influence the likelihood of treatment transitions among DMTs, we adopt a Markovian framework, Sparse Matrix Estimation with…

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Improved Bounds and Inference on Optimal Regimes

最优治疗规则的改进界与推断

Point identification of causal effects requires strong assumptions that are unreasonable in many practical settings. However, informative bounds on these effects can often be derived under plausible assumptions. Even when these bounds are wide or cover null effects, they can guide practical decisions based on formal decision theoretic criteria. Here we derive new results on optimal treatment regimes in settings where the effect of interest is bounded. These results are…

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Balanced Sampling With Inequalities: Application to Category Bounding, Matrix Rounding, and Spread Sampling

带不等式约束的平衡抽样:类别边界、矩阵舍入与空间分散抽样

In this article, we propose a novel algorithm for balanced sample selection with linear inequality constraints, ensuring that estimators remain within fixed bounds. This algorithm extends the cube method of Deville and Tillé, allowing the selection of a sample from a database where Horvitz-Thompson estimators of totals are equal or nearly equal to the true population totals. The new algorithm has several key applications, including imposing minimum sample sizes for small…

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Using Total Margin of Error to Account for Non-Sampling Error in Election Polls

用总误差幅度纳入选举民调的非抽样误差

The potential impact of non-sampling errors on election polls is well known, but measurement has focused on the margin of sampling error. Statisticians have recommended measurement of total survey error by mean square error (MSE), which jointly measures sampling and non-sampling errors. We suggest use of the square root of maximum MSE to measure the total margin of error (TME). We suggest that measurement of TME should be a standard feature in the reporting of polls. Because…

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Statistical Quantile Learning for Large Additive Latent Variable Models

大型加性潜变量模型的统计分位数学习

Large and complex datasets, emerging from technological advancements in fields such as genomics and brain imaging, hold ample promise for gaining new scientific insights. Yet, their inherent nonlinearity and high dimensionality present considerable theoretical, methodological, and application challenges to the statistics and machine learning community. This article introduces Statistical Quantile Learning (SQL), a new nonparametric method for estimating large additive latent…

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Word-Level Maximum Mean Discrepancy Regularization for Word Embedding

用于词嵌入的词级最大均值差异正则化

The technique of word embedding is widely used in natural language processing (NLP) to represent words as numerical vectors in textual datasets. However, the estimation of word embedding may suffer from severe overfitting due to the huge variety of words. To address the issue, this article proposes a novel regularization framework that recognizes and accounts for the “word-level distribution discrepancy”–a common phenomenon in a range of NLP tasks where word distributions…

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Data Thinning for Poisson Factor Models and its Applications

泊松因子模型的数据稀释及其应用

The Poisson factor model is a powerful tool for dimension reduction and visualization of large-scale count datasets across diverse domains. Despite the availability of efficient algorithms for estimating factors and loadings, existing methods either require prior knowledge of the number of factors, or resort to ad hoc criteria for its determination. This article proposes a novel data-driven criterion called Information Criterion via Data Thinning (ICDT), leveraging the…

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Linear-Cost Vecchia Approximation of Multivariate Normal Probabilities

多元正态概率的线性成本 Vecchia 近似

Multivariate normal (MVN) probabilities arise in myriad applications, but they are analytically intractable and need to be evaluated via Monte Carlo-based numerical integration. For the state-of-the-art minimax exponential tilting (MET) method, we show that the complexity of each of its components can be greatly reduced through an integrand parameterization that uses the sparse inverse Cholesky factor produced by the Vecchia approximation, whose approximation error is often…

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A Bayesian Nonparametric Approach to Mediation and Spillover Effects with Multiple Mediators in Cluster-Randomized Trials

整群随机试验中多重中介与溢出效应的贝叶斯非参数方法

Cluster randomized trials (CRTs) with multiple unstructured mediators present significant methodological challenges for causal inference due to within-cluster correlation, interference among units, and the complexity introduced by multiple mediators. Existing causal mediation methods often fall short in simultaneously addressing these complexities, particularly in disentangling mediator-specific effects under interference that are central to studying complex mechanisms. To…

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On the Poor Statistical Properties of the P -Curve Meta-Analytic Procedure

P-curve 元分析程序的不良统计性质

The P-curve is a widely used suite of meta-analytic tests advertised for detecting problems in sets of studies. They are based on nonparametric combinations of p values (e.g., Marden) across significant (p < .05) studies and are variously claimed to detect “evidential value”, “lack of evidential value”, and “left skew” in p values. We show that these tests do not have the properties ascribed to them. Moreover, they fail basic desiderata for tests, including admissibility and…

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The Effect of Alcohol Intake on Brain White Matter Microstructural Integrity: A New Causal Inference Framework for Incomplete Phenomic Data

饮酒对白质微结构完整性的影响:不完整表型数据的因果推断框架

Although substance use, such as alcohol intake, is known to be associated with cognitive decline during aging, its direct influence on the central nervous system remains incompletely understood. In this study, we investigate the influence of alcohol intake frequency on reduction of brain white matter microstructural integrity in the fornix, a brain region considered a promising marker of age-related microstructural degeneration, using a large UK Biobank (UKB) cohort with…

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Inference for Low-Rank Models Without Estimating the Rank

无需估计秩的低秩模型推断

This paper studies the inference about linear functionals of high-dimensional low-rank matrices. While most existing inference methods would require consistent estimation of the true rank, our procedure is robust to rank misspecification, making it a promising approach in applications where rank estimation can be unreliable. We estimate the low-rank spaces using pre-specified weighting matrices, known as diversified projections. A novel statistical insight is that, unlike…

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Inference on the Proportion of Variance Explained in Principal Component Analysis

主成分分析中方差解释比例的统计推断

Principal component analysis (PCA) is a longstanding approach for dimension reduction. It rests upon the assumption that the underlying signal has low rank, and thus can be well-summarized using a small number of dimensions. The output of PCA is typically represented using a scree plot, which displays the proportion of variance explained (PVE) by each principal component. While the PVE is extensively reported in routine analyses, to the best of our knowledge the notion of…

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A Powerful Transformation of Quantitative Responses for Biobank-Scale Association Studies

面向生物样本库规模关联研究的高功效定量响应变换

In linear regression models with non-Gaussian errors, transformations of the response variable are widely used in a broad range of applications. Motivated by various genetic association studies, transformation methods for hypothesis testing have received substantial interest. In recent years, the rise of biobank-scale genetic studies, which feature a vast number of participants that could be around half a million, spurred the need for new transformation methods that are both…

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Effect Aliasing in Observational Studies

观察性研究中的效应混杂

In experimental design, aliasing of effects occurs in fractional factorial experiments, where certain low order factorial effects are indistinguishable from certain high order interactions: low order contrast weights may be orthogonal to one another, while their higher order interactions are aliased and not identified. In observational studies, aliasing occurs when certain combinations of covariates—for example, time period and various eligibility criteria for…

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Confidence Sets for Causal Orderings

因果顺序的置信集合

Causal discovery procedures aim to deduce causal relationships among variables in a multivariate dataset. While various methods have been proposed for estimating a single causal model or a single equivalence class of models, less attention has been given to quantifying uncertainty in causal discovery in terms of confidence statements. A primary challenge in causal discovery of directed acyclic graphs is determining a causal ordering among the variables, and our work offers a…

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