A Bayesian Functional Accelerated Failure-Time Model with Varying Effects Correcting for Measurement Error
校正测量误差的变效应贝叶斯函数型加速失效时间模型AI 解读 ↓
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校正测量误差的变效应贝叶斯函数型加速失效时间模型AI 解读 ↓
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Functional data collected as continuously observed trajectories arise naturally in many biomedical settings, and a key inferential goal is understanding how such functional covariates relate to time-to-event outcomes while allowing that relationship to vary across subgroups defined by scalar characteristics. Existing frequentist approaches to functional accelerated failure-time (AFT) models struggle to flexibly capture the joint, nonlinear influence of scalar covariates and time on the functional effect, and none adequately address the measurement error that frequently contaminates functionally observed exposures. We propose a Bayesian functional AFT model in which the functional coefficient is a varying effect function of both time and a set of scalar covariates, modeled through a Gaussian process single-index structure that provides a flexible, nonlinear framework for subgroup modification. Measurement error in the functional covariate is handled by pairing a proxy observation with an instrumental variable that accommodates non-linear associations with the latent functional exposure. A prominent source of such functional data is wearable devices, which can continuously monitor physical activity (PA) behavioral patterns over time, yet whose outputs are well known to be prone to measurement error and to exhibit heterogeneous associations with health outcomes across demographic subgroups. Through simulations, we show that our approach recovers the true varying functional effects and reduces bias relative tonaïve models that ignore measurement error. We apply our methods to the Reasons for Geographical and Racial Differences in Stroke (REGARDS) study to investigate how step-count physical activity relates to time-to-death from ischemic stroke across racial and regional groups.
美国投资 Euler 方程的实证证据
Summary Is the typical specification of the Euler equation for investment employed in dynamic stochastic general equilibrium (DSGE) models consistent with aggregate macro data? The answer is yes using state‐of‐the‐art econometric methods that are robust to weak instruments and exploit information in possible structural changes. Unfortunately, however, there is very little information about the values of the parameters in aggregate data because investment is unresponsive to…
贝叶斯因果推断:批判性综述
This paper provides a critical review of the Bayesian perspective of causal inference based on the potential outcomes framework. We review the causal estimands, identification assumptions, the general structure of Bayesian inference of causal effects, and sensitivity analysis. We highlight issues that are unique to Bayesian causal inference, including the role of the propensity score, definition of identifiability, the choice of priors in both low and high dimensional…
冠状动脉旁路移植术后再住院的性别差异:MIMIC-IV 数据的稀疏函数因果中介分析
Hospital readmissions following coronary artery bypass grafting (CABG) not only impose a substantial cost burden on healthcare systems but also serve as a potential indicator of the quality of medical care. Previous studies of gender effects on complications after CABG surgery have consistently revealed that women tend to suffer worse outcomes. To better understand the causal pathway from gender to the number of rehospitalisations, we study the postoperative central venous…
若干具有内生性的随机前沿模型
We consider mostly Bayesian estimation of stochastic frontier models where one-sided inefficiencies and/or the idiosyncratic error term are correlated with the regressors. We begin with a model where a Chamberlain–Mundlak device is used to relate a transformation of time-invariant effects to the regressors. This basic model is then extended in two directions: first an extra one-sided error term is added to allow for time-varying efficiencies. Second, a model with an equation…
BGM-IV:面向高维协变量工具变量回归的贝叶斯生成建模
Instrumental-variable (IV) regression enables causal estimation under endogeneity, but modern IV problems often involve nonlinear structural effects and high-dimensional covariates. Existing methods typically operate in observed or generic learned feature spaces, and they often yield point estimates without uncertainty quantification. We introduce BGM-IV, a Bayesian generative modeling approach that performs nonlinear IV regression through posterior inference in a causally…
伪增量检验:利用自然发生的干预衡量广告增量效应
We develop a method for measuring the incremental effect of advertising when randomized exper- iments are unavailable. Firms generate abrupt interventions in their own marketing as a byproduct of operations: budgets are cut, channels launch, programs pause. We propose a two-stage proce- dure that treats these events as quasi-experiments. The first stage discovers and dates interventions by exact Bayesian run-length inference on marketing activity series. The second stage…