We investigate long-term cognitive effects of an intervention, where systolic blood pressure (sBP) is monitored at more optimal levels, in a large representative sample. A limitation with previous research on the potential risk reduction of such interventions is that they do not properly account for the reduction of mortality rates. Hence, one can only speculate whether the effect is a result from changes in cognition or changes in mortality. As such, we extend previous research by providing both an etiological and a prognostic effect estimate. To do this we propose a Bayesian semi-parametric estimation approach for an incremental intervention, using the extended G-formula. We also introduce a novel sparsity-inducing Dirichlet hyperprior for longitudinal data, demonstrate the usefulness of our approach in simulations, and compare the performance relative to other Bayesian decision tree ensemble approaches. In our study, there were no significant prognostic- or etiological effects across all ages, indicating that sBP interventions likely do not have a strong effect on memory neither at the population level nor at the individual level.
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Real world data is an increasingly utilized resource for post-market monitoring of vaccines and provides insight into real world effectiveness. However, outside of the setting of a clinical trial, heterogeneous mechanisms may drive observed breakthrough infection rates among vaccinated individuals; for instance, waning vaccine-induced immunity as time passes and the emergence of a new strain against which the vaccine has reduced protection. Analyses of infection incidence rates are typically predicated on a presumed mechanism in their choice of an "analytic time zero" after which infection rates are modeled. In this work, we propose an explicit test for driving mechanism situated in a standard Cox proportional hazards framework. We explore the test's performance in simulation studies and in an illustrative application to real world data. We additionally introduce subgroup differences in infection incidence and evaluate the impact of time zero misspecification on bias and coverage of model estimates. In this study we observe strong power and controlled type I error of the test to detect the correct infection-driving mechanism under various settings. Similar to previous studies, we find mitigated bias and greater coverage of estimates when the analytic time zero is correctly specified or accounted for.
Studies intended to estimate the effect of a treatment, like randomized trials, often consist of a biased sample of the desired target population. To correct for this bias, estimates can be transported to the desired target population. Methods for transporting between populations are often premised on a positivity assumption, such that all relevant covariate patterns in one population are also present in the other. However, eligibility criteria, particularly in the case of trials, can result in violations of positivity. To address nonpositivity, a synthesis of statistical and mathematical models can be considered. This approach integrates multiple data sources (e.g. trials, observational, pharmacokinetic studies) to estimate treatment effects, leveraging mathematical models to handle positivity violations. This approach was previously demonstrated for positivity violations by a single binary covariate. Here, we extend the synthesis approach for positivity violations with a continuous covariate. For estimation, two novel augmented inverse probability weighting estimators are proposed. Both estimators are contrasted with other common approaches for addressing nonpositivity. Empirical performance is compared via Monte Carlo simulation. Finally, the competing approaches are illustrated with an example in the context of two-drug versus one-drug antiretroviral therapy on CD4 T cell counts among women with HIV.
Deep learning models have demonstrated promising results in estimating treatment effects (TEE). However, most of them overlook the variations in treatment outcomes among subgroups with distinct characteristics. This limitation hinders their ability to provide accurate estimations and treatment recommendations for specific subgroups. In this study, we introduce a novel neural network-based framework, named SubgroupTE, which incorporates subgroup identification and treatment effect estimation. SubgroupTE identifies diverse subgroups and simultaneously estimates treatment effects for each subgroup, improving the treatment effect estimation by considering the heterogeneity of treatment responses. Comparative experiments on synthetic data show that SubgroupTE outperforms existing models in treatment effect estimation. Furthermore, experiments on a real-world dataset related to opioid use disorder (OUD) demonstrate the potential of our approach to enhance personalized treatment recommendations for OUD patients.
A popular method for variance reduction in observational causal inference is propensity-based trimming, the practice of removing units with extreme propensities from the sample. This practice has theoretical grounding when the data are homoscedastic and the propensity model is parametric (Yang and Ding, 2018; Crump et al. 2009), but in modern settings where heteroscedastic data are analyzed with non-parametric models, existing theory fails to support current practice. In this work, we address this challenge by developing new methods and theory for sample trimming. Our contributions are three-fold: first, we describe novel procedures for selecting which units to trim. Our procedures differ from previous work in that we trim not only units with small propensities, but also units with extreme conditional variances. Second, we give new theoretical guarantees for inference after trimming. In particular, we show how to perform inference on the trimmed subpopulation without requiring that our regressions converge at parametric rates. Instead, we make only fourth-root rate assumptions like those in the double machine learning literature. This result applies to conventional propensity-based trimming as well and thus may be of independent interest. Finally, we propose a bootstrap-based method for constructing simultaneously valid confidence intervals for multiple trimmed sub-populations, which are valuable for navigating the trade-off between sample size and variance reduction inherent in trimming. We validate our methods in simulation, on the 2007-2008 National Health and Nutrition Examination Survey, and on a semi-synthetic Medicare dataset and find promising results in all settings.
We consider time-harmonic scalar transmission problems between dielectric and dispersive materials with generalized Lorentz frequency laws. For certain frequency ranges such equations involve a sign-change in their principle part. Due to the resulting loss of coercivity properties, the numerical simulation of such problems is demanding. Furthermore, the related eigenvalue problems are nonlinear and give rise to additional challenges. We present a new finite element method for both of these types of problems, which is based on a weakly coercive reformulation of the PDE. The new scheme can handle $C^{1,1}$-interfaces consisting piecewise of elementary geometries. Neglecting quadrature errors, the method allows for a straightforward convergence analysis. In our implementation we apply a simple, but nonstandard quadrature rule to achieve negligible quadrature errors. We present computational experiments in 2D and 3D for both source and eigenvalue problems which confirm the stability and convergence of the new scheme.
We determine the material parameters in the relaxed micromorphic generalized continuum model for a given periodic microstructure in this work. This is achieved through a least squares fitting of the total energy of the relaxed micromorphic homogeneous continuum to the total energy of the fully-resolved heterogeneous microstructure, governed by classical linear elasticity. The relaxed micromorphic model is a generalized continuum that utilizes the $\Curl$ of a micro-distortion field instead of its full gradient as in the classical micromorphic theory, leading to several advantages and differences. The most crucial advantage is that it operates between two well-defined scales. These scales are determined by linear elasticity with microscopic and macroscopic elasticity tensors, which respectively bound the stiffness of the relaxed micromorphic continuum from above and below. While the macroscopic elasticity tensor is established a priori through standard periodic first-order homogenization, the microscopic elasticity tensor remains to be determined. Additionally, the characteristic length parameter, associated with curvature measurement, controls the transition between the micro- and macro-scales. Both the microscopic elasticity tensor and the characteristic length parameter are here determined using a computational approach based on the least squares fitting of energies. This process involves the consideration of an adequate number of quadratic deformation modes and different specimen sizes. We conduct a comparative analysis between the least square fitting results of the relaxed micromorphic model, the fitting of a skew-symmetric micro-distortion field (Cosserat-micropolar model), and the fitting of the classical micromorphic model with two different formulations for the curvature...
Understanding fluid movement in multi-pored materials is vital for energy security and physiology. For instance, shale (a geological material) and bone (a biological material) exhibit multiple pore networks. Double porosity/permeability models provide a mechanics-based approach to describe hydrodynamics in aforesaid porous materials. However, current theoretical results primarily address steady-state response, and their counterparts in the transient regime are still wanting. The primary aim of this paper is to fill this knowledge gap. We present three principal properties -- with rigorous mathematical arguments -- that the solutions under the double porosity/permeability model satisfy in the transient regime: backward-in-time uniqueness, reciprocity, and a variational principle. We employ the ``energy method'' -- by exploiting the physical total kinetic energy of the flowing fluid -- to establish the first property and Cauchy-Riemann convolutions to prove the next two. The results reported in this paper -- that qualitatively describe the dynamics of fluid flow in double-pored media -- have (a) theoretical significance, (b) practical applications, and (c) considerable pedagogical value. In particular, these results will benefit practitioners and computational scientists in checking the accuracy of numerical simulators. The backward-in-time uniqueness lays a firm theoretical foundation for pursuing inverse problems in which one predicts the prescribed initial conditions based on data available about the solution at a later instance.
We study the problem of parameter estimation for large exchangeable interacting particle systems when a sample of discrete observations from a single particle is known. We propose a novel method based on martingale estimating functions constructed by employing the eigenvalues and eigenfunctions of the generator of the mean field limit, where the law of the process is replaced by the (unique) invariant measure of the mean field dynamics. We then prove that our estimator is asymptotically unbiased and asymptotically normal when the number of observations and the number of particles tend to infinity, and we provide a rate of convergence towards the exact value of the parameters. Finally, we present several numerical experiments which show the accuracy of our estimator and corroborate our theoretical findings, even in the case the mean field dynamics exhibit more than one steady states.
The notion of an e-value has been recently proposed as a possible alternative to critical regions and p-values in statistical hypothesis testing. In this paper we consider testing the nonparametric hypothesis of symmetry, introduce analogues for e-values of three popular nonparametric tests, define an analogue for e-values of Pitman's asymptotic relative efficiency, and apply it to the three nonparametric tests. We discuss limitations of our simple definition of asymptotic relative efficiency and list directions of further research.
In this article we consider an aggregate loss model with dependent losses. The losses occurrence process is governed by a two-state Markovian arrival process (MAP2), a Markov renewal process process that allows for (1) correlated inter-losses times, (2) non-exponentially distributed inter-losses times and, (3) overdisperse losses counts. Some quantities of interest to measure persistence in the loss occurrence process are obtained. Given a real operational risk database, the aggregate loss model is estimated by fitting separately the inter-losses times and severities. The MAP2 is estimated via direct maximization of the likelihood function, and severities are modeled by the heavy-tailed, double-Pareto Lognormal distribution. In comparison with the fit provided by the Poisson process, the results point out that taking into account the dependence and overdispersion in the inter-losses times distribution leads to higher capital charges.
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