Combining Bayesian and Frequentist Inference for Laboratory-Specific Performance Guarantees in Copy Number Variation Detection
结合贝叶斯与频率派推断:拷贝数变异检测中的实验室特异性性能保证AI 解读 ↓
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Targeted amplicon panels are widely used in oncology diagnostics, but providing per-gene performance guarantees for copy number variant (CNV) detection remains challenging due to amplification artifacts, process-mismatch heterogeneity, and limited validation sample sizes. While Bayesian CNV callers naturally quantify per-sample uncertainty, translating this into the frequentist population-level guarantees required for clinical validation, coverage rates, false-positive bounds, and minimum detectable copy-number changes, is a fundamentally different inferential problem. We show empirically that even robust Bayesian credible intervals, including coarsened posteriors and sandwich-adjusted intervals, are severely miscalibrated on panels with small amplicon counts per gene. To address this, we propose a hybrid framework that evaluates Bayesian posterior functionals on validation samples and models the resulting squared losses with a Gamma distribution, yielding tolerance intervals with valid frequentist coverage. Three components make the method practical under real-world constraints: (1) imputation that removes the influence of true CNV-positive samples without requiring known ground truth, (2) regularization to address small sample variability, and (3) evidence-based stratification on the log model evidence to accommodate non-exchangeable noise profiles arising from process mismatch. Evaluated on two targeted amplicon panels using leave-one-out cross-validation, the proposed method achieves single-digit mean absolute coverage error across all genes under both process-matched and unmatched conditions, whereas Bayesian comparators exhibit mean absolute errors exceeding 60\% on clinically relevant genes such as ERBB2.
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We develop a Dynamic Spatial Panel Bayesian Additive Regression Trees model with Horseshoe shrinkage (DSP-BART-HS) for high-dimensional spatio-temporal panel data. We jointly evaluate the model against a comprehensive suite of structural spatial econometrics, non-parametric machine learning methods, and small-area estimators across nine data-generating scenarios spanning 200 replicates each, including irregular spatial topologies, dense policy effects, and non-linear…
学习宏观经济语言
We show how state-of-the-art large language models (LLMs) can be trained effectively on limited historical data for macroeconomic forecasting. We estimate a dynamic stochastic general equilibrium (DSGE) model with stochastic volatility and Student-t shocks on an initial segment of the data to obtain a posterior distribution over structural parameters. We sample from this posterior to generate millions of theory-consistent synthetic panels that, when mixed with macroeconomic…
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通过 Riesz 表示构建现代因果面板估计量的贝叶斯稳健性值
We develop a sensitivity-analysis workflow for causal panel estimators, covering synthetic difference-in-differences, matrix completion, fixed-effect imputation, and group-time average treatment effects. The workflow combines Riesz-representation omitted-variable-bias bounds with partial-$R^2$ robustness values and separates two reporting routes. Route A gives a direct sensitivity profile for additive or projected confounding summarized by outcome-side and Riesz-side partial…
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…