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时间序列模型假设检验的自助法导论：双自回归模型应用AI 解读

In this article, we discuss the bootstrap as a tool for statistical inference in econometric time series models. Importantly, in the context of testing, properties of the bootstrap under the null (size) as well as under the alternative (power) are discussed. Although properties under the alternative are crucial to ensure the consistency of bootstrap-based tests, it is often the case in the literature that only validity under the null is discussed. We provide new results on…

处理状态误分类下的工具变量分位数回归AI 解读

Abstract This article investigates the instrumental variable quantile regression model (Chernozhukov and Hansen, 2005, Econometrica 73, 245–261; 2013, Annual Review of Economics , 5, 57–81) with a binary endogenous treatment. It offers two identification results when the treatment status is not directly observed. The first result is that, remarkably, the reduced-form quantile regression of the outcome variable on the instrumental variable provides a lower bound on the…

反事实世界中的个体化决策机器智能：作者回复AI 解读

This JASA rejoinder concerns the problem of individualized decision making under point, sign, and partial identification. The paper unifies various classical decision making strategies through a lower bound perspective proposed in Cui and Tchetgen Tchetgen (2020b) in the context of optimal treatment regimes under uncertainty due to unmeasured confounding. Building on this unified framework, the paper also provides a novel minimax solution (i.e., a rule that minimizes the…

利用高维协变量特异性治疗效应曲线估计最优个体化治疗规则AI 解读

With a large number of baseline covariates, we propose a new semiparametric modeling strategy for heterogeneous treatment effect estimation and individualized treatment selection, which are two major goals in personalized medicine. We achieve the first goal through estimating a covariate-specific treatment effect (CSTE) curve modeled as an unknown function of a weighted linear combination of all baseline covariates. The weight or the coefficient for each covariate is…

无直接效应假设下最优策略的有效估计AI 解读

Lin Liua , Zach Shahnb, James M. Robinsc* & Andrea Rotnitzkyda Institute of Natural Sciences, School of Mathematical Sciences, MOE-LSC and SJTU-Yale Center for Biostatistics and Data Science, Shanghai Jiao Tong University, Shanghai, China; b IBM Research, Yorktown Heights, NY; c Department of Biostatistics and Epidemiology, Harvard University, Boston, MA; d Department of Economics, Universidad Torcuato Di Tella and CONICET, Buenos Aires, ArgentinaSupplementary materials for…

随机梯度马尔可夫链蒙特卡洛AI 解读

Markov chain Monte Carlo (MCMC) algorithms are generally regarded as the gold standard technique for Bayesian inference. They are theoretically well-understood and conceptually simple to apply in practice. The drawback of MCMC is that performing exact inference generally requires all of the data to be processed at each iteration of the algorithm. For large datasets, the computational cost of MCMC can be prohibitive, which has led to recent developments in scalable Monte…

无限维、零直接样本情形的多分辨率近似理论：过渡推断与个体化预测AI 解读

Transitional inference is an empiricism concept, rooted and practiced in clinical medicine since ancient Greece. Knowledge and experiences gained from treating one entity (e.g., a disease or a group of patients) are applied to treat a related but distinctively different one (e.g., a similar disease or a new patient). This notion of “transition to the similar” renders individualized treatments an operational meaning, yet its theoretical foundation defies the familiar…

BAGS：具有亚组特异生存比较的贝叶斯自适应群序贯试验设计AI 解读

Ruitao Lin, Peter F. Thall* & Ying YuanDepartment of Biostatistics, The University of Texas MD Anderson Cancer Center, Houston, TXSupplementary materials for this article are available online. Please go to www.tandfonline.com/r/JASA.CONTACT Peter F. Thall rex@mdanderson.org Department of Biostatistics, The University of Texas MD Anderson Cancer Center, Houston, TA 77030.AbstractA Bayesian group sequential design is proposed that performs survival comparisons within patient…

学习何时开始治疗的动态政策AI 解读

Many applied decision-making problems have a dynamic component: The policymaker needs not only to choose whom to treat, but also when to start which treatment. For example, a medical doctor may choose between postponing treatment (watchful waiting) and prescribing one of several available treatments during the many visits from a patient. We develop an “advantage doubly robust” estimator for learning such dynamic treatment rules using observational data under the assumption…

用于估计最优动态治疗策略的随机树搜索AI 解读

Yilun Sunab & Lu Wanga*a Department of Biostatistics, University of Michigan, Ann Arbor, MI; b Department of Radiation Oncology, University of Michigan, Ann Arbor, MISupplementary materials for this article are available online. Please go to www.tandfonline.com/r/JASA.CONTACT Lu Wang luwang@umich.edu Department of Biostatistics, University of Michigan, Ann Arbor, MI 48109.AbstractA dynamic treatment regime (DTR) is a sequence of decision rules that adapt to the time-varying…

针对多领域潜在结局的个体化治疗规则学习AI 解读

For many mental disorders, latent mental status from multiple-domain psychological or clinical symptoms may perform as a better characterization of the underlying disorder status than a simple summary score of the symptoms, and they may also serve as more reliable and representative features to differentiate treatment responses. Therefore, in order to address the complexity and heterogeneity of treatment responses for mental disorders, we provide a new paradigm for learning…

融合 GWAS 汇总统计与外部信息的多基因风险惩罚回归AI 解读

Large-scale genome-wide association studies (GWAS) provide opportunities for developing genetic risk prediction models that have the potential to improve disease prevention, intervention or treatment. The key step is to develop polygenic risk score (PRS) models with high predictive performance for a given disease, which typically requires a large training dataset for selecting truly associated single nucleotide polymorphisms (SNPs) and estimating effect sizes accurately.…

长期平均结果的离策略估计及其移动健康应用AI 解读

Due to the recent advancements in wearables and sensing technology, health scientists are increasingly developing mobile health (mHealth) interventions. In mHealth interventions, mobile devices are used to deliver treatment to individuals as they go about their daily lives. These treatments are generally designed to impact a near time, proximal outcome such as stress or physical activity. The mHealth intervention policies, often called just-in-time adaptive interventions,…

从半连续结局估计个体化处理规则的两部分框架AI 解读

Jared D. Hulinga , Maureen A. Smithb & Guanhua Chenc* a Division of Biostatistics, University of Minnesota, Minneapolis, MN; b Departments of Population Health Sciences and Family Medicine, University of Wisconsin-Madison, Madison, WI; c Department of Biostatistics and Medical Informatics, University of Wisconsin-Madison, Madison, WISupplementary materials for this article are available online. Please go to www.tandfonline.com/r/JASA.CONTACT Jared Huling huling@umn.edu…

学习最优个体化治疗规则的改进双重稳健估计AI 解读

Individualized treatment rules (ITRs) recommend treatment according to patient characteristics. There is a growing interest in developing novel and efficient statistical methods in constructing ITRs. We propose an improved doubly robust estimator of the optimal ITRs. The proposed estimator is based on a direct optimization of an augmented inverse-probability weighted estimator (AIPWE) of the expected clinical outcome over a class of ITRs. The method enjoys two key…

利用纵向移动健康数据学习个性化干预策略AI 解读

Personalized policy represents a paradigm shift from one-decision-rule-for-all users to an individualized decision rule for each user. Developing personalized policy in mobile health applications imposes challenges. First, for lack of adherence, data from each user are limited. Second, unmeasured contextual factors can potentially impact on decision making. Aiming to optimize immediate rewards, we propose using a generalized linear mixed modeling framework where population…

内生性下最优治疗规则的半参数工具变量方法AI 解读

There is a fast-growing literature on estimating optimal treatment regimes based on randomized trials or observational studies under a key identifying condition of no unmeasured confounding. Because confounding by unmeasured factors cannot generally be ruled out with certainty in observational studies or randomized trials subject to noncompliance, we propose a general instrumental variable (IV) approach to learning optimal treatment regimes under endogeneity. Specifically,…

利用观察数据估计与验证比值型条件平均处理效应AI 解读

While sample sizes in randomized clinical trials are large enough to estimate the average treatment effect well, they are often insufficient for estimation of treatment-covariate interactions critical to studying data-driven precision medicine. Observational data from real world practice may play an important role in alleviating this problem. One common approach in trials is to predict the outcome of interest with separate regression models in each treatment arm, and…

情境老虎机在线决策中的统计推断AI 解读

Online decision making problem requires us to make a sequence of decisions based on incremental information. Common solutions often need to learn a reward model of different actions given the contextual information and then maximize the long-term reward. It is meaningful to know if the posited model is reasonable and how the model performs in the asymptotic sense. We study this problem under the setup of the contextual bandit framework with a linear reward model. The…

利用内部变差成像回归识别与言语推理相关的脑区AI 解读

Brain-imaging data have been increasingly used to understand intellectual disabilities. Despite significant progress in biomedical research, the mechanisms for most of the intellectual disabilities remain unknown. Finding the underlying neurological mechanisms has been proved difficult, especially in children due to the rapid development of their brains. We investigate verbal reasoning, which is a reliable measure of individuals' general intellectual abilities, and develop a…

将动物运动纳入距离抽样AI 解读

Distance sampling is a popular statistical method to estimate the density of wild animal populations. Conventional distance sampling represents animals as fixed points in space that are detected with an unknown probability that depends on the distance between the observer and the animal. Animal movement can cause substantial bias in density estimation. Methods to correct for responsive animal movement exist, but none account for nonresponsive movement independent of the…

稳健 Q 学习AI 解读

Q-learning is a regression-based approach that is widely used to formalize the development of an optimal dynamic treatment strategy. Finite dimensional working models are typically used to estimate certain nuisance parameters, and misspecification of these working models can result in residual confounding and/or efficiency loss. We propose a robust Q-learning approach which allows estimating such nuisance parameters using data-adaptive techniques. We study the asymptotic…

最优给药策略的双重稳健估计AI 解读

The goal of precision medicine is to tailor treatment strategies on an individual patient level. Although several estimation techniques have been developed for determining optimal treatment rules, the majority of methods focus on the case of a dichotomous treatment, an example being the dynamic weighted ordinary least squares regression approach of Wallace and Moodie. We propose an extension to the aforementioned framework to allow for a continuous treatment with the…

利用工具变量方法构建最优个体化决策规则AI 解读

There is an extensive literature on the estimation and evaluation of optimal individualized treatment rules in settings where all confounders of the effect of treatment on outcome are observed. We study the development of individualized decision rules in settings where some of these confounders may not have been measured but a valid binary instrument is available for a binary treatment. We first consider individualized treatment rules, which will naturally be most…