Multivariate Bayesian variable selection with application to multi-trait genetic fine mapping
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多变量贝叶斯变量选择及其多性状遗传精细定位应用AI 解读 ↓
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Variable selection has played a critical role in modern statistical learning and scientific discoveries. Numerous regularization and Bayesian variable selection methods have been developed in the past two decades for variable selection, but most of these methods consider selecting variables for only one response. As more data is being collected nowadays, it is common to analyze multiple related responses from the same study. Existing multivariate variable selection methods select variables for all responses without considering the possible heterogeneity across different responses, i.e. some features may only predict a subset of responses but not the rest. Motivated by the multi-trait fine mapping problem in genetics to identify the causal variants for multiple related traits, we developed a novel multivariate Bayesian variable selection method to select critical predictors from a large number of grouped predictors that target at multiple correlated and possibly heterogeneous responses. Our new method is featured by its selection at multiple levels, its incorporation of prior biological knowledge to guide selection and identification of best subset of responses predictors target at. We showed the advantage of our method via extensive simulations and a real fine mapping example to identify causal variants associated with different subsets of addictive behaviors.
基于贝叶斯机器学习的决策论亚组发现
We consider the problem of identifying promising subpopulations in terms of treatment effectiveness or treatment effect heterogeneity, from a Bayesian decision theoretic perspective. We first show that a straight-forward application of Bayesian decision theory to subgroup detection leads to a counter-intuitive risk-seeking (RS) behavior. Motivated by this observation, we introduce the Bayesian Risk-Aware Inference and Detection of Subgroups (BRAIDS) utility and use it to…
带工具变量的收缩贝叶斯因果森林
Discovering interpretable subgroups whose complier effects deviate from the average is a central goal of instrumental variable analysis under imperfect compliance, yet existing tree-based methods degrade when most covariates are irrelevant to the effect. We propose Shrinkage Bayesian Causal Forest with Instrumental Variable (SBCF-IV) for discovering and estimating subgroups with heterogeneous Complier Average Causal Effects (CACE) in sparse high-dimensional settings. SBCF-IV…
用于因果推断与模型发现的连续时间集合 Kalman–Bucy 平滑器
Data assimilation (DA) integrates observational information with model predictions to improve state estimation in complex systems. While filtering provides the basis for online forecasts by using only past and present observations, it can exhibit delays and biases when the underlying dynamics evolve rapidly or undergo regime transitions. Smoothing, which additionally incorporates future observations, provides a natural pipeline for hindcasting and reanalysis that yields an…
贝叶斯替代混杂变量的收缩先验
Multi-cause observational studies contain information about unmeasured confounding through the dependence structure among causes. However, literal imputation of the unobserved confounder is often more complex than learning a lower-dimensional substitute score that preserves the shared assignment variation needed for stable causal adjustment. The deconfounder (Wang and Blei, 2019) and related substitute confounder methods exploit this idea, but flexible assignment models can…
Summary The synthetic control method (SCM) is widely used for causal inference with panel data, particularly when the number of treated units is small. It relies on the stable unit treatment value assumption, ruling out spillover effects. However, interventions often affect not only treated but also untreated units. This study proposes a novel panel data method that extends the standard SCM to account for spillovers and estimate both treatment and spillover effects. The…
存在溢出效应的合成控制方法:识别与贝叶斯推断
The synthetic control method (SCM) is widely used for causal inference with panel data, particularly when the number of treated units is small. It relies on the stable unit treatment value assumption (SUTVA), ruling out spillover effects. However, interventions often affect not only treated but also untreated units. This study proposes a novel panel data method that extends standard SCM to account for spillovers and estimate both treatment and spillover effects. The approach…