Measuring the (causal) direction and strength of dependence between two variables (events), Xi and Xj , is fundamental for all science. Our survey of decades-long literature on statistical dependence reveals that most assume symmetry in the sense that the strength of dependence of Xi on Xj exactly equals the strength of dependence of Xj on Xi. However, we show that such symmetry is often untrue in many real-world examples, being neither necessary nor sufficient. Vinod's (2014) asymmetric matrix R* in [-1, 1] of generalized correlation coefficients provides intuitively appealing, readily interpretable, and superior measures of dependence. This paper proposes statistical inference for R* using Taraldsen's (2021) exact sampling distribution of correlation coefficients and the bootstrap. When the direction is known, proposed asymmetric (one-tail) tests have greater power.
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In this paper, we study the identifiability and the estimation of the parameters of a copula-based multivariate model when the margins are unknown and are arbitrary, meaning that they can be continuous, discrete, or mixtures of continuous and discrete. When at least one margin is not continuous, the range of values determining the copula is not the entire unit square and this situation could lead to identifiability issues that are discussed here. Next, we propose estimation methods when the margins are unknown and arbitrary, using pseudo log-likelihood adapted to the case of discontinuities. In view of applications to large data sets, we also propose a pairwise composite pseudo log-likelihood. These methodologies can also be easily modified to cover the case of parametric margins. One of the main theoretical result is an extension to arbitrary distributions of known convergence results of rank-based statistics when the margins are continuous. As a by-product, under smoothness assumptions, we obtain that the asymptotic distribution of the estimation errors of our estimators are Gaussian. Finally, numerical experiments are presented to assess the finite sample performance of the estimators, and the usefulness of the proposed methodologies is illustrated with a copula-based regression model for hydrological data.
Regression models that ignore measurement error in predictors may produce highly biased estimates leading to erroneous inferences. It is well known that it is extremely difficult to take measurement error into account in Gaussian nonparametric regression. This problem becomes tremendously more difficult when considering other families such as logistic regression, Poisson and negative-binomial. For the first time, we present a method aiming to correct for measurement error when estimating regression functions flexibly covering virtually all distributions and link functions regularly considered in generalized linear models. This approach depends on approximating the first and the second moment of the response after integrating out the true unobserved predictors in a semiparametric generalized linear model. Unlike previous methods, this method is not restricted to truncated splines and can utilize various basis functions. Through extensive simulation studies, we study the performance of our method under many scenarios.
Explainable AI was born as a pathway to allow humans to explore and understand the inner working of complex systems. However, establishing what is an explanation and objectively evaluating explainability are not trivial tasks. This paper presents a new model-agnostic metric to measure the Degree of Explainability of information in an objective way. We exploit a specific theoretical model from Ordinary Language Philosophy called the Achinstein's Theory of Explanations, implemented with an algorithm relying on deep language models for knowledge graph extraction and information retrieval. To understand whether this metric can measure explainability, we devised a few experiments and user studies involving more than 190 participants, evaluating two realistic systems for healthcare and finance using famous AI technology, including Artificial Neural Networks and TreeSHAP. The results we obtained are statistically significant (with P values lower than .01), suggesting that our proposed metric for measuring the Degree of Explainability is robust in several scenarios, and it aligns with concrete expectations.
Parametric mathematical models such as partial differential equations with random coefficients have received a lot of attention within the field of uncertainty quantification. The model uncertainties are often represented via a series expansion in terms of the parametric variables. In practice, this series expansion needs to be truncated to a finite number of terms, introducing a dimension truncation error to the numerical simulation of a parametric mathematical model. There have been several studies of the dimension truncation error corresponding to different models of the input random field in recent years, but many of these analyses have been carried out within the context of numerical integration. In this paper, we study the $L^2$ dimension truncation error of the parametric model problem. Estimates of this kind arise in the assessment of the dimension truncation error for function approximation in high dimensions. In addition, we show that the dimension truncation error rate is invariant with respect to certain transformations of the parametric variables. Numerical results are presented which showcase the sharpness of the theoretical results.
Mutation testing is an established software quality assurance technique for the assessment of test suites. While it is well-suited to estimate the general fault-revealing capability of a test suite, it is not practical and informative when the software under test must be validated against specific requirements. This is often the case for embedded software, where the software is typically validated against rigorously-specified safety properties. In such a scenario (i) a mutant is relevant only if it can impact the satisfaction of the tested properties, and (ii) a mutant is meaningfully-killed with respect to a property only if it causes the violation of that property. To address these limitations of mutation testing, we introduce property-based mutation testing, a method for assessing the capability of a test suite to exercise the software with respect to a given property. We evaluate our property-based mutation testing framework on Simulink models of safety-critical Cyber-Physical Systems (CPS) from the automotive and avionic domains and demonstrate how property-based mutation testing is more informative than regular mutation testing. These results open new perspectives in both mutation testing and test case generation of CPS.
Two-sample testing tests whether the distributions generating two samples are identical. We pose the two-sample testing problem in a new scenario where the sample measurements (or sample features) are inexpensive to access, but their group memberships (or labels) are costly. We devise the first \emph{active sequential two-sample testing framework} that not only sequentially but also \emph{actively queries} sample labels to address the problem. Our test statistic is a likelihood ratio where one likelihood is found by maximization over all class priors, and the other is given by a classification model. The classification model is adaptively updated and then used to guide an active query scheme called bimodal query to label sample features in the regions with high dependency between the feature variables and the label variables. The theoretical contributions in the paper include proof that our framework produces an \emph{anytime-valid} $p$-value; and, under reachable conditions and a mild assumption, the framework asymptotically generates a minimum normalized log-likelihood ratio statistic that a passive query scheme can only achieve when the feature variable and the label variable have the highest dependence. Lastly, we provide a \emph{query-switching (QS)} algorithm to decide when to switch from passive query to active query and adapt bimodal query to increase the testing power of our test. Extensive experiments justify our theoretical contributions and the effectiveness of QS.
In this article, we define extensions of copula-based dependence measures for data with arbitrary distributions, in the non-serial case, i.e., for independent and identically distributed random vectors, as well as in serial case, i.e., for time series. These dependence measures are covariances with respect to a multilinear copula associated with the data. We also consider multivariate extensions based on M\"obius transforms. We find the asymptotic distributions of the statistics under the hypothesis of independence or randomness and under contiguous alternatives. This enables us to find out locally most powerful test statistics for some alternatives, whatever the margins. Numerical experiments are performed for combinations of these statistics to assess the finite sample performance.
Randomized Controlled Trials (RCT)s are relied upon to assess new treatments, but suffer from limited power to guide personalized treatment decisions. On the other hand, observational (i.e., non-experimental) studies have large and diverse populations, but are prone to various biases (e.g. residual confounding). To safely leverage the strengths of observational studies, we focus on the problem of falsification, whereby RCTs are used to validate causal effect estimates learned from observational data. In particular, we show that, given data from both an RCT and an observational study, assumptions on internal and external validity have an observable, testable implication in the form of a set of Conditional Moment Restrictions (CMRs). Further, we show that expressing these CMRs with respect to the causal effect, or "causal contrast", as opposed to individual counterfactual means, provides a more reliable falsification test. In addition to giving guarantees on the asymptotic properties of our test, we demonstrate superior power and type I error of our approach on semi-synthetic and real world datasets. Our approach is interpretable, allowing a practitioner to visualize which subgroups in the population lead to falsification of an observational study.
There is an increasing number of potential biomarkers that could allow for early assessment of treatment response or disease progression. However, measurements of quantitative biomarkers are subject to random variability. Hence, differences of a biomarker in longitudinal measurements do not necessarily represent real change but might be caused by this random measurement variability. Before utilizing a quantitative biomarker in longitudinal studies, it is therefore essential to assess the measurement repeatability. Measurement repeatability obtained from test-retest studies can be quantified by the repeatability coefficient (RC), which is then used in the subsequent longitudinal study to determine if a measured difference represents real change or is within the range of expected random measurement variability. The quality of the point estimate of RC therefore directly governs the assessment quality of the longitudinal study. RC estimation accuracy depends on the case number in the test-retest study, but despite its pivotal role, no comprehensive framework for sample size calculation of test-retest studies exists. To address this issue, we have established such a framework, which allows for flexible sample size calculation of test-retest studies, based upon newly introduced criteria concerning assessment quality in the longitudinal study. This also permits retrospective assessment of prior test-retest studies.
Dynamical models described by ordinary differential equations (ODEs) are a fundamental tool in the sciences and engineering. Exact reduction aims at producing a lower-dimensional model in which each macro-variable can be directly related to the original variables, and it is thus a natural step towards the model's formal analysis and mechanistic understanding. We present an algorithm which, given a polynomial ODE model, computes a longest possible chain of exact linear reductions of the model such that each reduction refines the previous one, thus giving a user control of the level of detail preserved by the reduction. This significantly generalizes over the existing approaches which compute only the reduction of the lowest dimension subject to an approach-specific constraint. The algorithm reduces finding exact linear reductions to a question about representations of finite-dimensional algebras. We provide an implementation of the algorithm, demonstrate its performance on a set of benchmarks, and illustrate the applicability via case studies. Our implementation is freely available at //github.com/x3042/ExactODEReduction.jl
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