Safe Sequential Testing and Effect Estimation in Stratified Count Data
分层计数数据的安全序贯检验与效应估计AI 解读 ↓
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分层计数数据的安全序贯检验与效应估计AI 解读 ↓
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Sequential decision making significantly speeds up research and is more cost-effective compared to fixed-n methods. We present a method for sequential decision making for stratified count data that retains Type-I error guarantee or false discovery rate under optional stopping, using e-variables. We invert the method to construct stratified anytime-valid confidence sequences, where cross-talk between subpopulations in the data can be allowed during data collection to improve power. Finally, we combine information collected in separate subpopulations through pseudo-Bayesian averaging and switching to create effective estimates for the minimal, mean and maximal treatment effects in the subpopulations.
线性混合因果表征的多域经验贝叶斯学习
Causal representation learning (CRL) aims to learn low-dimensional causal latent variables from high-dimensional observations. While identifiability has been extensively studied for CRL, estimation has been less explored. In this paper, we explore the use of empirical Bayes (EB) to estimate causal representations. In particular, we consider the problem of learning from data from multiple domains, where differences between domains are modeled by interventions in a shared…
作为潜变量的处理响应
Scientists often need to analyze the samples in a study that responded to treatment in order to refine their hypotheses and find potential causal drivers of response. Natural variation in outcomes makes teasing apart responders from non-responders a statistical inference problem. To handle latent responses, we introduce the causal two-groups (C2G) model, a causal extension of the classical two-groups model. The C2G model posits that treated samples may or may not experience…
控制错误发现率与功效的贝叶斯 A/B 测试设计
Businesses frequently run online controlled experiments (i.e., A/B tests) to learn about the effect of an intervention on multiple business metrics. To account for multiple hypothesis testing, multiple metrics are commonly aggregated into a single composite measure, losing valuable information, or strict family-wise error rate adjustments are imposed, leading to reduced power. In this paper, we propose an economical framework to design Bayesian A/B tests while controlling…
Choi 与 Wong 对《广义线性模型参数的弱假设推断》的讨论
We congratulate the authors for major advances in the methodology of estimands, in particular assumption-lean reference for the estimands in possibly misspecified generalised linear models. Whereas the simulation studies in Section 6 indeed support the ‘assumption-lean’ claim and the authors’ software in Practice of Epidemiology187 (pp. 1079–1084, 2018) facilitates such inference, the empirical example in Section 7 seems problematic to illustrate applications of the…
用稀疏线性规划优化随机试验总体与两个亚组的治疗效应检验
We propose new, optimal methods for analyzing randomized trials, when it is suspected that treatment effects may differ in two predefined subpopulations. Such subpopulations could be defined by a biomarker or risk factor measured at baseline. The goal is to simultaneously learn which subpopulations benefit from an experimental treatment, while providing strong control of the familywise Type I error rate. We formalize this as a multiple testing problem and show it is…
We study inference for continuous linear functionals of solutions to ill-posed inverse problems, including Euclidean parameters arising in nonparametric instrumental variables, proximal causal inference, and shadow-variable models. Although pointwise root-$n$ inference is possible under standard conditions, we show that this need not translate into locally reliable inference. Under a model imposing only minimal regularity conditions, the target is Hellinger discontinuous…