Predictions under hypothetical interventions are estimates of what a person's risk of an outcome would be if they were to follow a particular treatment strategy, given their individual characteristics. Such predictions can give important input to medical decision making. However, evaluating predictive performance of interventional predictions is challenging. Standard ways of evaluating predictive performance do not apply when using observational data, because prediction under interventions involves obtaining predictions of the outcome under conditions that are different to those that are observed for a subset of individuals in the validation dataset. This work describes methods for evaluating counterfactual predictive performance of predictions under interventions for time-to-event outcomes. This means we aim to assess how well predictions would match the validation data if all individuals had followed the treatment strategy under which predictions are made. We focus on counterfactual performance evaluation using longitudinal observational data, and under treatment strategies that involve sustaining a particular treatment regime over time. We introduce an estimation approach using artificial censoring and inverse probability weighting which involves creating a validation dataset that mimics the treatment strategy under which predictions are made. We extend measures of calibration, discrimination (c-index and cumulative/dynamic AUC) and overall prediction error (Brier score) to allow assessment of counterfactual performance. The methods are evaluated using a simulation study, including scenarios in which the methods should detect poor performance. Applying our methods in the context of liver transplantation shows that our procedure allows quantification of the performance of predictions supporting crucial decisions on organ allocation.
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Besov priors are nonparametric priors that can model spatially inhomogeneous functions. They are routinely used in inverse problems and imaging, where they exhibit attractive sparsity-promoting and edge-preserving features. A recent line of work has initiated the study of their asymptotic frequentist convergence properties. In the present paper, we consider the theoretical recovery performance of the posterior distributions associated to Besov-Laplace priors in the density estimation model, under the assumption that the observations are generated by a possibly spatially inhomogeneous true density belonging to a Besov space. We improve on existing results and show that carefully tuned Besov-Laplace priors attain optimal posterior contraction rates. Furthermore, we show that hierarchical procedures involving a hyper-prior on the regularity parameter lead to adaptation to any smoothness level.
Multiscale stochastic dynamical systems have been widely adopted to scientific and engineering problems due to their capability of depicting complex phenomena in many real world applications. This work is devoted to investigating the effective reduced dynamics for a slow-fast stochastic dynamical system. Given observation data on a short-term period satisfying some unknown slow-fast stochastic system, we propose a novel algorithm including a neural network called Auto-SDE to learn invariant slow manifold. Our approach captures the evolutionary nature of a series of time-dependent autoencoder neural networks with the loss constructed from a discretized stochastic differential equation. Our algorithm is also proved to be accurate, stable and effective through numerical experiments under various evaluation metrics.
From DDMs to DNNs: Using process data and models of decision-making to improve human-AI interactions
Over the past decades, cognitive neuroscientists and behavioral economists have recognized the value of describing the process of decision making in detail and modeling the emergence of decisions over time. For example, the time it takes to decide can reveal more about an agent's true hidden preferences than only the decision itself. Similarly, data that track the ongoing decision process such as eye movements or neural recordings contain critical information that can be exploited, even if no decision is made. Here, we argue that artificial intelligence (AI) research would benefit from a stronger focus on insights about how decisions emerge over time and incorporate related process data to improve AI predictions in general and human-AI interactions in particular. First, we introduce a highly established computational framework that assumes decisions to emerge from the noisy accumulation of evidence, and we present related empirical work in psychology, neuroscience, and economics. Next, we discuss to what extent current approaches in multi-agent AI do or do not incorporate process data and models of decision making. Finally, we outline how a more principled inclusion of the evidence-accumulation framework into the training and use of AI can help to improve human-AI interactions in the future.
We describe how some differential geometric bifurcation problems can be treated with the MATLAB continuation and bifurcation toolbox pde2path. The basic setup consists in solving the PDEs for the normal displacement of an immersed surface $X\subset\mathbb{R}^3$ and subsequent update of $X$ in each continuation step, combined with bifurcation detection and localization, followed by possible branch switching. Examples treated include some minimal surfaces such as Enneper's surface and a Schwarz-P-family, some non-zero constant mean curvature surfaces such as liquid bridges and nodoids, and some 4th order biomembrane models. In all of these we find interesting symmetry breaking bifurcations. Some of these are (semi)analytically known and thus are used as benchmarks.
A general class of the almost instantaneous fixed-to-variable-length (AIFV) codes is proposed, which contains every possible binary code we can make when allowing finite bits of decoding delay. The contribution of the paper lies in the following. (i) Introducing $N$-bit-delay AIFV codes, constructed by multiple code trees with higher flexibility than the conventional AIFV codes. (ii) Proving that the proposed codes can represent any uniquely-encodable and uniquely-decodable variable-to-variable length codes. (iii) Showing how to express codes as multiple code trees with minimum decoding delay. (iv) Formulating the constraints of decodability as the comparison of intervals in the real number line. The theoretical results in this paper are expected to be useful for further study on AIFV codes.
We utilize a discrete version of the notion of degree of freedom to prove a sharp min-entropy-variance inequality for integer valued log-concave random variables. More specifically, we show that the geometric distribution minimizes the min-entropy within the class of log-concave probability sequences with fixed variance. As an application, we obtain a discrete R\'enyi entropy power inequality in the log-concave case, which improves a result of Bobkov, Marsiglietti and Melbourne (2022).
We applied physics-informed neural networks to solve the constitutive relations for nonlinear, path-dependent material behavior. As a result, the trained network not only satisfies all thermodynamic constraints but also instantly provides information about the current material state (i.e., free energy, stress, and the evolution of internal variables) under any given loading scenario without requiring initial data. One advantage of this work is that it bypasses the repetitive Newton iterations needed to solve nonlinear equations in complex material models. Additionally, strategies are provided to reduce the required order of derivative for obtaining the tangent operator. The trained model can be directly used in any finite element package (or other numerical methods) as a user-defined material model. However, challenges remain in the proper definition of collocation points and in integrating several non-equality constraints that become active or non-active simultaneously. We tested this methodology on rate-independent processes such as the classical von Mises plasticity model with a nonlinear hardening law, as well as local damage models for interface cracking behavior with a nonlinear softening law. In order to demonstrate the applicability of the methodology in handling complex path dependency in a three-dimensional (3D) scenario, we tested the approach using the equations governing a damage model for a three-dimensional interface model. Such models are frequently employed for intergranular fracture at grain boundaries. We have observed a perfect agreement between the results obtained through the proposed methodology and those obtained using the classical approach. Furthermore, the proposed approach requires significantly less effort in terms of implementation and computing time compared to the traditional methods.
We consider the numerical evaluation of a class of double integrals with respect to a pair of self-similar measures over a self-similar fractal set (the attractor of an iterated function system), with a weakly singular integrand of logarithmic or algebraic type. In a recent paper [Gibbs, Hewett and Moiola, Numer. Alg., 2023] it was shown that when the fractal set is "disjoint" in a certain sense (an example being the Cantor set), the self-similarity of the measures, combined with the homogeneity properties of the integrand, can be exploited to express the singular integral exactly in terms of regular integrals, which can be readily approximated numerically. In this paper we present a methodology for extending these results to cases where the fractal is non-disjoint but non-overlapping (in the sense that the open set condition holds). Our approach applies to many well-known examples including the Sierpinski triangle, the Vicsek fractal, the Sierpinski carpet, and the Koch snowflake.
We prove a discrete analogue for the composition of the fractional integral and Caputo derivative. This result is relevant in numerical analysis of fractional PDEs when one discretizes the Caputo derivative with the so-called L1 scheme. The proof is based on asymptotic evaluation of the discrete sums with the use of the Euler-Maclaurin summation formula.
Longitudinal cohort studies, which follow a group of individuals over time, provide the opportunity to examine causal effects of complex exposures on long-term health outcomes. Utilizing data from multiple cohorts has the potential to add further benefit by improving precision of estimates through data pooling and allowing examination of effect heterogeneity. However, the interpretation of findings can be complicated by biases that may: i) be compounded when pooling data; or, ii) contribute to discrepant findings when analyses are replicated across cohorts. The 'target trial' is a well-established and powerful tool for guiding causal inference in single-cohort studies. Here we extend this conceptual framework to address the specific challenges that can arise in the multi-cohort setting. By representing a clear definition of the target estimand, the target trial provides a central point of reference against which bias arising in each study and from data pooling can be systematically assessed. Consequently, analyses can be designed to reduce these biases and the resulting findings appropriately interpreted in light of potential remaining biases. We use a case study to demonstrate the framework and its potential to strengthen causal inference in multi-cohort studies through improved analysis design and clarity in the interpretation of findings.
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