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Sparsity, Regularization and Causality in Agricultural Yield: The Case of Paddy Rice in Peru

农业产量中的稀疏性、正则化与因果性:秘鲁水稻案例

This study introduces a novel approach that integrates agricultural census data with remotely sensed time series to develop precise predictive models for paddy rice yield across various regions of Peru. By utilizing sparse regression and Elastic-Net regularization techniques, the study identifies causal relationships between key remotely sensed variables-such as NDVI, precipitation, and temperature-and agricultural yield. To further enhance prediction accuracy, the first-…

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Gaussian Processes for Observational Dose-Response Inference

用于观察性剂量—反应推断的高斯过程

We adapt Gaussian processes for estimating the average dose-response function in observational settings, introducing a powerful complement to treatment effect estimation for understanding heterogeneous effects. We incorporate samples from a Gaussian process posterior for the propensity score into a Gaussian process response model using Girard's approach to integrating over uncertainty in training data. We show Girard's method admits a positive-definite kernel, and provide…

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Bayesian inference for group-level cortical surface image-on-scalar-regression with Gaussian process priors

组水平皮层表面图像-标量回归的高斯过程贝叶斯推断

In regression-based analyses of group-level neuroimage data researchers typically fit a series of marginal general linear models to image outcomes at each spatially-referenced pixel. Spatial regularization of effects of interest is usually induced indirectly by applying spatial smoothing to the data during preprocessing. While this procedure often works well, resulting inference can be poorly calibrated. Spatial modeling of effects of interest leads to more powerful…

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Bayesian Variable Selection and Sparse Estimation for High-Dimensional Graphical Models

高维图模型的贝叶斯变量选择与稀疏估计

We introduce a novel Bayesian approach for both covariate selection and sparse precision matrix estimation in the context of high-dimensional Gaussian graphical models involving multiple responses. Our approach provides a sparse estimation of the three distinct sparsity structures: the regression coefficient matrix, the conditional dependency structure among responses, and between responses and covariates. This contrasts with existing methods, which typically focus on any…

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Asymptotic considerations in a Bayesian linear model with nonparametrically modelled time series innovations

创新项时间序列非参数建模下贝叶斯线性模型的渐近分析

This paper considers a semiparametric approach within the general Bayesian linear model where the innovations consist of a stationary, mean zero Gaussian time series. While a parametric prior is specified for the linear model coefficients, the autocovariance structure of the time series is modeled nonparametrically using a Bernstein-Gamma process prior for the spectral density function, the Fourier transform of the autocovariance function. When updating this joint prior with…

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Large Bayesian Tensor VARs with Stochastic Volatility

具有随机波动率的大型贝叶斯张量 VAR

We consider Bayesian tensor vector autoregressions (TVARs) in which the VAR coefficients are arranged as a three-dimensional array or tensor, and this coefficient tensor is parameterized using a low-rank CP decomposition. We develop a family of TVARs using a general stochastic volatility specification, which includes a wide variety of commonly-used multivariate stochastic volatility and COVID-19 outlier-augmented models. In a forecasting exercise involving 40 US quarterly…

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High Dimensional Logistic Regression Under Network Dependence

网络依赖下的高维逻辑回归

Logistic regression is key method for modeling the probability of a binary outcome based on a collection of covariates. However, the classical formulation of logistic regression relies on the independent sampling assumption, which is often violated when the outcomes interact through an underlying network structure, such as over a temporal/spatial domain or on a social network. This necessitates the development of models that can simultaneously handle both the network…

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A penalized online sequential test of heterogeneous treatment effects for generalized linear models

广义线性模型中异质性处理效应的惩罚在线序贯检验

Identification of heterogeneous treatment effects (HTEs) has been increasingly popular and critical in various penalized strategy decisions using the A/B testing approach, especially in the scenario of a consecutive online collection of samples. However, in high-dimensional settings, such an identification remains challenging in the sense of lack of detection power of HTEs with insufficient sample instances for each batch sequentially collected online. In this article, a…

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A Bayesian joint model for mediation analysis with matrix-valued mediators

矩阵值中介变量的贝叶斯联合中介分析模型

Unscheduled treatment interruptions may lead to reduced quality of care in radiation therapy (RT). Identifying the RT prescription dose effects on the outcome of treatment interruptions, mediated through doses distributed into different organs-at-risk (OARs), can inform future treatment planning. The radiation exposure to OARs can be summarized by a matrix of dose-volume histograms (DVH) for each patient. Although various methods for high-dimensional mediation analysis have…

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Linear Contextual Bandits with Interference

存在干扰的线性情境老虎机

Interference, a key concept in causal inference, extends the reward modeling process by accounting for the impact of one unit's actions on the rewards of others. In contextual bandit (CB) settings, where multiple units are present in the same round, potential interference can significantly affect the estimation of expected rewards for different arms, thereby influencing the decision-making process. Although some prior work has explored multi-agent and adversarial bandits in…

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Detecting Multiple Structural Breaks in Systems of Linear Regression Equations with Integrated and Stationary Regressors

含单整与平稳解释变量的线性回归方程系统多重结构突变检测

In this paper, we propose a two-step procedure based on the group LASSO estimator in combination with a backward elimination algorithm to detect multiple structural breaks in linear regressions with multivariate responses. Applying the two-step estimator, we jointly detect the number and location of structural breaks, and provide consistent estimates of the coefficients. Our framework is flexible enough to allow for a mix of integrated and stationary regressors, as well as…

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Fighting Noise with Noise: Causal Inference with Many Candidate Instruments

以噪声对抗噪声:大量候选工具变量下的因果推断

Instrumental variable methods provide useful tools for inferring causal effects in the presence of unmeasured confounding. To apply these methods with large-scale data sets, a major challenge is to find valid instruments from a possibly large candidate set. In practice, most of the candidate instruments are often not relevant for studying a particular exposure of interest. Moreover, not all relevant candidate instruments are valid as they may directly influence the outcome…

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An Autoregressive Model for Time Series of Random Objects

随机对象时间序列的自回归模型

Random variables in metric spaces indexed by time and observed at equally spaced time points are receiving increased attention due to their broad applicability. The absence of inherent structure in metric spaces has resulted in a literature that is predominantly non-parametric and model-free. To address this gap in models for time series of random objects, we introduce an adaptation of the classical linear autoregressive model tailored for data lying in a Hadamard space. The…

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Counterfactual Slopes and Their Applications in Social Stratification

反事实斜率及其在社会分层研究中的应用

This paper addresses two prominent theses in social stratification research, the great equalizer thesis and Mare's (1980) school transition thesis. Both theses describe the role of an intermediate educational transition in the association between socioeconomic status and an outcome variable. However, the descriptive regularities of the two theses may be driven by differential selection into the intermediate transition, which prevents the two theses from having substantive…

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Batches Stabilize the Minimum Norm Risk in High Dimensional Overparameterized Linear Regression

批处理稳定高维过参数化线性回归中的最小范数风险

Learning algorithms that divide the data into batches are prevalent in many machine-learning applications, typically offering useful trade-offs between computational efficiency and performance. In this paper, we examine the benefits of batch-partitioning through the lens of a minimum-norm overparametrized linear regression model with isotropic Gaussian features. We suggest a natural small-batch version of the minimum-norm estimator and derive bounds on its quadratic risk. We…

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Functional Factor Modeling of Brain Connectivity

脑连接的函数型因子建模

Many fMRI analyses examine functional connectivity, or statistical dependencies among remote brain regions. Yet popular methods for studying whole-brain functional connectivity often yield results that are difficult to interpret. Factor analysis offers a natural framework in which to study such dependencies, particularly given its emphasis on interpretability. However, multivariate factor models break down when applied to functional and spatiotemporal data, like fMRI. We…

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Graphical tools for detection and control of selection bias with multiple exposures and samples

多暴露与多样本情形下检测和控制选择偏差的图工具

Among recent developments in definitions and analysis of selection bias is the potential outcomes approach of Kenah (Epidemiology, 2023), which allows non-parametric analysis using single-world intervention graphs, linking selection of study participants to identification of causal effects. Mohan & Pearl (JASA, 2021) provide a framework for missing data via directed acyclic graphs augmented with nodes indicating missingness for each sometimes-missing variable, which allows…

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Fusion regression methods with repeated functional data

重复函数型数据的融合回归方法

Linear regression and classification methods with repeated functional data are considered. For each statistical unit in the sample, a real-valued parameter is observed over time under different conditions related by some neighborhood structure (spatial, group, etc.). Two regression methods based on fusion penalties are proposed to consider the dependence induced by this structure. These methods aim to obtain parsimonious coefficient regression functions, by determining if…

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A simple but powerful tail index regression

一种简单而有力的尾指数回归

This paper introduces a flexible framework for the estimation of the conditional tail index of heavy tailed distributions. In this framework, the tail index is computed from an auxiliary linear regression model that facilitates estimation and inference based on established econometric methods, such as ordinary least squares (OLS), least absolute deviations, or M-estimation. We show theoretically and via simulations that OLS provides interesting results. Our Monte Carlo…

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A Two-stage Inference Procedure for Sample Local Average Treatment Effects in Randomized Experiments

随机实验中样本局部平均处理效应的两阶段推断

In a given randomized experiment, individuals are often volunteers and can differ in important ways from a population of interest. It is thus of interest to focus on the sample at hand. This paper focuses on inference about the sample local average treatment effect (LATE) in randomized experiments with non-compliance. We present a two-stage procedure that provides asymptotically correct coverage rate of the sample LATE in randomized experiments. The procedure uses a…

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Physics-informed kernel learning

物理信息核学习

Physics-informed machine learning typically integrates physical priors into the learning process by minimizing a loss function that includes both a data-driven term and a partial differential equation (PDE) regularization. Building on the formulation of the problem as a kernel regression task, we use Fourier methods to approximate the associated kernel, and propose a tractable estimator that minimizes the physics-informed risk function. We refer to this approach as…

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Prediction of causal genes at GWAS loci with pleiotropic gene regulatory effects using sets of correlated instrumental variables

利用相关工具变量集合预测具有多效性调控作用的 GWAS 位点因果基因

Multivariate Mendelian randomization (MVMR) is a statistical technique that uses sets of genetic instruments to estimate the direct causal effects of multiple exposures on an outcome of interest. At genomic loci with pleiotropic gene regulatory effects, that is, loci where the same genetic variants are associated to multiple nearby genes, MVMR can potentially be used to predict candidate causal genes. However, consensus in the field dictates that the genetic instruments in…

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Non-parametric Replication of Instrumental Variable Estimates Across Studies

跨研究工具变量估计的非参数复现

Replicating causal estimates across different cohorts is crucial for increasing the integrity of epidemiological studies. However, strong assumptions regarding unmeasured confounding and effect modification often hinder this goal. By employing an instrumental variable (IV) approach and targeting the local average treatment effect (LATE), these assumptions can be relaxed to some degree; however, little work has addressed the replicability of IV estimates. In this paper, we…

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Vaccine efficacy for binary post-infection outcomes under misclassification without monotonicity

误分类且不要求单调性时的二元感染后结局疫苗效力

In order to meet regulatory approval, pharmaceutical companies often must demonstrate that new vaccines reduce the total risk of a post-infection outcome like transmission, symptomatic disease, severe illness, or death in randomized, placebo-controlled trials. Given that infection is a necessary precondition for a post-infection outcome, one can use principal stratification to partition the total causal effect of vaccination into two causal effects: vaccine efficacy against…

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