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A Note on Uncertainty Quantification for Maximum Likelihood Parameters Estimated with Heuristic Based Optimization Algorithms

启发式优化算法所得最大似然参数的不确定性量化札记

Gradient-based solvers risk convergence to local optima, leading to incorrect researcher inference. Heuristic-based algorithms are able to ``break free" of these local optima to eventually converge to the true global optimum. However, given that they do not provide the gradient/Hessian needed to approximate the covariance matrix and that the significantly longer computational time they require for convergence likely precludes resampling procedures for inference, researchers…

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Prediction of good reaction coordinates and future evolution of MD trajectories using Regularized Sparse Autoencoders: A novel deep learning approach

利用正则化稀疏自编码器识别反应坐标并预测分子动力学轨迹

Identifying reaction coordinates(RCs) is an active area of research, given the crucial role RCs play in determining the progress of a chemical reaction. The choice of the reaction coordinate is often based on heuristic knowledge. However, an essential criterion for the choice is that the coordinate should capture both the reactant and product states unequivocally. Also, the coordinate should be the slowest one so that all the other degrees of freedom can easily equilibrate…

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iSCAN: Identifying Causal Mechanism Shifts among Nonlinear Additive Noise Models

iSCAN:识别非线性加性噪声模型中的因果机制变化

Structural causal models (SCMs) are widely used in various disciplines to represent causal relationships among variables in complex systems. Unfortunately, the underlying causal structure is often unknown, and estimating it from data remains a challenging task. In many situations, however, the end goal is to localize the changes (shifts) in the causal mechanisms between related datasets instead of learning the full causal structure of the individual datasets. Some…

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Pseudo-Empirical Likelihood Methods for Causal Inference

用于因果推断的伪经验似然方法

Causal inference problems have remained an important research topic over the past several decades due to their general applicability in assessing a treatment effect in many different real-world settings. In this paper, we propose two inferential procedures on the average treatment effect (ATE) through a two-sample pseudo-empirical likelihood (PEL) approach. The first procedure uses the estimated propensity scores for the formulation of the PEL function, and the resulting…

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Non-collapsibility and Built-in Selection Bias of Hazard Ratio in Randomized Controlled Trials

随机对照试验中风险比的不可折叠性与内生选择偏差

Background: The hazard ratio of the Cox proportional hazards model is widely used in randomized controlled trials to assess treatment effects. However, two properties of the hazard ratio including the non-collapsibility and built-in selection bias need to be further investigated. Methods: We conduct simulations to differentiate the non-collapsibility effect and built-in selection bias from the difference between the marginal and the conditional hazard ratio. Meanwhile, we…

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Deep Learning With DAGs

结合有向无环图的深度学习

Social science theories often postulate causal relationships among a set of variables or events. Although directed acyclic graphs (DAGs) are increasingly used to represent these theories, their full potential has not yet been realized in practice. As non-parametric causal models, DAGs require no assumptions about the functional form of the hypothesized relationships. Nevertheless, to simplify the task of empirical evaluation, researchers tend to invoke such assumptions…

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Valid causal inference with unobserved confounding in high-dimensional settings

高维环境中存在未观测混杂时的有效因果推断

Various methods have recently been proposed to estimate causal effects with confidence intervals that are uniformly valid over a set of data generating processes when high-dimensional nuisance models are estimated by post-model-selection or machine learning estimators. These methods typically require that all the confounders are observed to ensure identification of the effects. We contribute by showing how valid semiparametric inference can be obtained in the presence of…

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Treatment-Aware Hyperbolic Representation Learning for Causal Effect Estimation with Social Networks

结合治疗信息的双曲表示学习:社交网络中的因果效应估计

Estimating the individual treatment effect (ITE) from observational data is a crucial research topic that holds significant value across multiple domains. How to identify hidden confounders poses a key challenge in ITE estimation. Recent studies have incorporated the structural information of social networks to tackle this challenge, achieving notable advancements. However, these methods utilize graph neural networks to learn the representation of hidden confounders in…

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Covariance Function Estimation for High-Dimensional Functional Time Series with Dual Factor Structures

双重因子结构下高维函数型时间序列的协方差函数估计

We propose a flexible dual functional factor model for modelling high-dimensional functional time series. In this model, a high-dimensional fully functional factor parametrisation is imposed on the observed functional processes, whereas a low-dimensional version (via series approximation) is assumed for the latent functional factors. We extend the classic principal component analysis technique for the estimation of a low-rank structure to the estimation of a large covariance…

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Collaborative causal inference on distributed data

分布式数据上的协作因果推断

In recent years, the development of technologies for causal inference with privacy preservation of distributed data has gained considerable attention. Many existing methods for distributed data focus on resolving the lack of subjects (samples) and can only reduce random errors in estimating treatment effects. In this study, we propose a data collaboration quasi-experiment (DC-QE) that resolves the lack of both subjects and covariates, reducing random errors and biases in the…

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Bayesian Structural Learning with Parametric Marginals for Count Data: An Application to Microbiota Systems

计数数据的贝叶斯结构学习:参数边际与微生物组应用

High dimensional and heterogeneous count data are collected in various applied fields. In this paper, we look closely at high-resolution sequencing data on the microbiome, which have enabled researchers to study the genomes of entire microbial communities. Revealing the underlying interactions between these communities is of vital importance to learn how microbes influence human health. To perform structural learning from multivariate count data such as these, we develop a…

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Group lasso priors for Bayesian accelerated failure time models with left-truncated and interval-censored data

左截断区间删失数据下贝叶斯加速失效时间模型的分组lasso先验

An important task in health research is to characterize time-to-event outcomes such as disease onset or mortality in terms of a potentially high-dimensional set of risk factors. For example, prospective cohort studies of Alzheimer's disease typically enroll older adults for observation over several decades to assess the long-term impact of genetic and other factors on cognitive decline and mortality. The accelerated failure time model is particularly well-suited to such…

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On Efficient Inference of Causal Effects with Multiple Mediators

多个中介变量下因果效应的有效推断

This paper provides robust estimators and efficient inference of causal effects involving multiple interacting mediators. Most existing works either impose a linear model assumption among the mediators or are restricted to handle conditionally independent mediators given the exposure. To overcome these limitations, we define causal and individual mediation effects in a general setting, and employ a semiparametric framework to develop quadruply robust estimators for these…

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Fused $\ell_{1}$ Trend Filtering on Graphs

图上的融合ℓ1趋势滤波

This paper is dedicated to the fused trend filtering on a general graph, which is a combination of fused estimator and 1-st order trend filtering on a graph. There are two cases of fusion regularisers studied in this work: anisotropic total variation (i.e. fused lasso) and nearly-isotonic restriction. For the trend filtering part we consider general trend filtering on a given graph and Kronecker trend filter for the case of lattice data. We show how these estimators are…

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Shrinkage linear regression for symbolic interval-valued variables

符号区间值变量的收缩线性回归

This paper proposes a new approach to fit a linear regression for symbolic internal-valued variables, which improves both the Center Method suggested by Billard and Diday in \cite{BillardDiday2000} and the Center and Range Method suggested by Lima-Neto, E.A. and De Carvalho, F.A.T. in \cite{Lima2008, Lima2010}. Just in the Centers Method and the Center and Range Method, the new methods proposed fit the linear regression model on the midpoints and in the half of the length of…

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Optimization of the Generalized Covariance Estimator in Noncausal Processes

非因果过程中广义协方差估计量的优化

This paper investigates the performance of the Generalized Covariance estimator (GCov) in estimating and identifying mixed causal and noncausal models. The GCov estimator is a semi-parametric method that minimizes an objective function without making any assumptions about the error distribution and is based on nonlinear autocovariances to identify the causal and noncausal orders. When the number and type of nonlinear autocovariances included in the objective function of a…

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Estimands and cumulative incidence function regression in clinical trials: some new results on interpretability and robustness

临床试验中累积发生函数回归的估计目标、可解释性与稳健性

Regression analyses based on transformations of cumulative incidence functions are often adopted when modeling and testing for treatment effects in clinical trial settings involving competing and semi-competing risks. Common frameworks include the Fine-Gray model and models based on direct binomial regression. Using large sample theory we derive the limiting values of treatment effect estimators based on such models when the data are generated according to multiplicative…

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IV Estimation of Panel Data Tobit Models with Normal Errors

正态误差面板 Tobit 模型的工具变量估计

Amemiya (1973) proposed a ``consistent initial estimator'' for the parameters in a censored regression model with normal errors. This paper demonstrates that a similar approach can be used to construct moment conditions for fixed--effects versions of the model considered by Amemiya. This result suggests estimators for models that have not previously been considered.

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Recanting twins: addressing intermediate confounding in mediation analysis

反悔孪生:处理中介分析中的中间混杂

The presence of intermediate confounders, also called recanting witnesses, is a fundamental challenge to the investigation of causal mechanisms in mediation analysis, preventing the identification of natural path-specific effects. Proposed alternative parameters (such as randomizational interventional effects) are problematic because they can be non-null even when there is no mediation for any individual in the population; i.e., they are not an average of underlying…

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A Calibrated Data-Driven Approach for Small Area Estimation using Big Data

大数据小域估计的校准数据驱动方法

Where the response variable in a big data set is consistent with the variable of interest for small area estimation, the big data by itself can provide the estimates for small areas. These estimates are often subject to the coverage and measurement error bias inherited from the big data. However, if a probability survey of the same variable of interest is available, the survey data can be used as a training data set to develop an algorithm to impute for the data missed by…

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Robust Estimation in Network Vector Autoregression with Nonstationary Regressors

含非平稳回归变量的网络向量自回归稳健估计

This article studies identification and estimation for the network vector autoregressive model with nonstationary regressors. In particular, network dependence is characterized by a nonstochastic adjacency matrix. The information set includes a stationary regressand and a node-specific vector of nonstationary regressors, both observed at the same equally spaced time frequencies. Our proposed econometric specification correponds to the NVAR model under time series…

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A non-asymptotic distributional theory of approximate message passing for sparse and robust regression

稀疏与稳健回归中近似消息传递的非渐近分布理论

Characterizing the distribution of high-dimensional statistical estimators is a challenging task, due to the breakdown of classical asymptotic theory in high dimension. This paper makes progress towards this by developing non-asymptotic distributional characterizations for approximate message passing (AMP) -- a family of iterative algorithms that prove effective as both fast estimators and powerful theoretical machinery -- for both sparse and robust regression. Prior AMP…

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Radius selection using kernel density estimation for the computation of nonlinear measures

利用核密度估计选择非线性指标计算中的半径

When nonlinear measures are estimated from sampled temporal signals with finite-length, a radius parameter must be carefully selected to avoid a poor estimation. These measures are generally derived from the correlation integral which quantifies the probability of finding neighbors, i.e. pair of points spaced by less than the radius parameter. While each nonlinear measure comes with several specific empirical rules to select a radius value, we provide a systematic selection…

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Assessing Time Series Correlation Significance: A Parametric Approach with Application to Physiological Signals

时间序列相关性的显著性评估:参数方法及生理信号应用

Correlation coefficients play a pivotal role in quantifying linear relationships between random variables. Yet, their application to time series data is very challenging due to temporal dependencies. This paper introduces a novel approach to estimate the statistical significance of correlation coefficients in time series data, addressing the limitations of traditional methods based on the concept of effective degrees of freedom (or effective sample size, ESS). These…

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