Quantile treatment effects (QTEs) can characterize the potentially heterogeneous causal effect of a treatment on different points of the entire outcome distribution. Propensity score (PS) methods are commonly employed for estimating QTEs in non-randomized studies. Empirical and theoretical studies have shown that insufficient and unnecessary adjustment for covariates in PS models can lead to bias and efficiency loss in estimating treatment effects. Striking a balance between bias and efficiency through variable selection is a crucial concern in casual inference. It is essential to acknowledge that the covariates related treatment and outcome may vary across different quantiles of the outcome distribution. However, previous studies have overlooked to adjust for different covariates separately in the PS models when estimating different QTEs. In this article, we proposed the quantile regression outcome-adaptive lasso (QROAL) method to select covariates that can provide unbiased and efficient estimates of QTEs. A distinctive feature of our proposed method is the utilization of linear quantile regression models for constructing penalty weights, enabling covariate selection in PS models separately when estimating different QTEs. We conducted simulation studies to show the superiority of our proposed method over the outcome-adaptive lasso (OAL) method in variable selection. Moreover, the proposed method exhibited favorable performance compared to the OAL method in terms of root mean square error in a range of settings, including both homogeneous and heterogeneous scenarios. Additionally, we applied the QROAL method to datasets from the China Health and Retirement Longitudinal Study (CHARLS) to explore the impact of smoking status on the severity of depression symptoms.
Preference-based optimization algorithms are iterative procedures that seek the optimal calibration of a decision vector based only on comparisons between couples of different tunings. At each iteration, a human decision-maker expresses a preference between two calibrations (samples), highlighting which one, if any, is better than the other. The optimization procedure must use the observed preferences to find the tuning of the decision vector that is most preferred by the decision-maker, while also minimizing the number of comparisons. In this work, we formulate the preference-based optimization problem from a utility theory perspective. Then, we propose GLISp-r, an extension of a recent preference-based optimization procedure called GLISp. The latter uses a Radial Basis Function surrogate to describe the tastes of the decision-maker. Iteratively, GLISp proposes new samples to compare with the best calibration available by trading off exploitation of the surrogate model and exploration of the decision space. In GLISp-r, we propose a different criterion to use when looking for new candidate samples that is inspired by MSRS, a popular procedure in the black-box optimization framework. Compared to GLISp, GLISp-r is less likely to get stuck on local optima of the preference-based optimization problem. We motivate this claim theoretically, with a proof of global convergence, and empirically, by comparing the performances of GLISp and GLISp-r on several benchmark optimization problems.
Temporal analysis of products (TAP) reactors enable experiments that probe numerous kinetic processes within a single set of experimental data through variations in pulse intensity, delay, or temperature. Selecting additional TAP experiments often involves arbitrary selection of reaction conditions or the use of chemical intuition. To make experiment selection in TAP more robust, we explore the efficacy of model-based design of experiments (MBDoE) for precision in TAP reactor kinetic modeling. We successfully applied this approach to a case study of synthetic oxidative propane dehydrogenation (OPDH) that involves pulses of propane and oxygen. We found that experiments identified as optimal through the MBDoE for precision generally reduce parameter uncertainties to a higher degree than alternative experiments. The performance of MBDoE for model divergence was also explored for OPDH, with the relevant active sites (catalyst structure) being unknown. An experiment that maximized the divergence between the three proposed mechanisms was identified and led to clear mechanism discrimination. However, re-optimization of kinetic parameters eliminated the ability to discriminate. The findings yield insight into the prospects and limitations of MBDoE for TAP and transient kinetic experiments.
Branching process inspired models are widely used to estimate the effective reproduction number -- a useful summary statistic describing an infectious disease outbreak -- using counts of new cases. Case data is a real-time indicator of changes in the reproduction number, but is challenging to work with because cases fluctuate due to factors unrelated to the number of new infections. We develop a new model that incorporates the number of diagnostic tests as a surveillance model covariate. Using simulated data and data from the SARS-CoV-2 pandemic in California, we demonstrate that incorporating tests leads to improved performance over the state-of-the-art.
Finely-tuned enzymatic pathways control cellular processes, and their dysregulation can lead to disease. Creating predictive and interpretable models for these pathways is challenging because of the complexity of the pathways and of the cellular and genomic contexts. Here we introduce Elektrum, a deep learning framework which addresses these challenges with data-driven and biophysically interpretable models for determining the kinetics of biochemical systems. First, it uses in vitro kinetic assays to rapidly hypothesize an ensemble of high-quality Kinetically Interpretable Neural Networks (KINNs) that predict reaction rates. It then employs a novel transfer learning step, where the KINNs are inserted as intermediary layers into deeper convolutional neural networks, fine-tuning the predictions for reaction-dependent in vivo outcomes. Elektrum makes effective use of the limited, but clean in vitro data and the complex, yet plentiful in vivo data that captures cellular context. We apply Elektrum to predict CRISPR-Cas9 off-target editing probabilities and demonstrate that Elektrum achieves state-of-the-art performance, regularizes neural network architectures, and maintains physical interpretability.
We introduce a flexible method to simultaneously infer both the drift and volatility functions of a discretely observed scalar diffusion. We introduce spline bases to represent these functions and develop a Markov chain Monte Carlo algorithm to infer, a posteriori, the coefficients of these functions in the spline basis. A key innovation is that we use spline bases to model transformed versions of the drift and volatility functions rather than the functions themselves. The output of the algorithm is a posterior sample of plausible drift and volatility functions that are not constrained to any particular parametric family. The flexibility of this approach provides practitioners a powerful investigative tool, allowing them to posit a variety of parametric models to better capture the underlying dynamics of their processes of interest. We illustrate the versatility of our method by applying it to challenging datasets from finance, paleoclimatology, and astrophysics. In view of the parametric diffusion models widely employed in the literature for those examples, some of our results are surprising since they call into question some aspects of these models.
Bayesian optimization (BO), while proved highly effective for many black-box function optimization tasks, requires practitioners to carefully select priors that well model their functions of interest. Rather than specifying by hand, researchers have investigated transfer learning based methods to automatically learn the priors, e.g. multi-task BO (Swersky et al., 2013), few-shot BO (Wistuba and Grabocka, 2021) and HyperBO (Wang et al., 2022). However, those prior learning methods typically assume that the input domains are the same for all tasks, weakening their ability to use observations on functions with different domains or generalize the learned priors to BO on different search spaces. In this work, we present HyperBO+: a pre-training approach for hierarchical Gaussian processes that enables the same prior to work universally for Bayesian optimization on functions with different domains. We propose a two-step pre-training method and analyze its appealing asymptotic properties and benefits to BO both theoretically and empirically. On real-world hyperparameter tuning tasks that involve multiple search spaces, we demonstrate that HyperBO+ is able to generalize to unseen search spaces and achieves lower regrets than competitive baselines.
We investigate the frequentist guarantees of the variational sparse Gaussian process regression model. In the theoretical analysis, we focus on the variational approach with spectral features as inducing variables. We derive guarantees and limitations for the frequentist coverage of the resulting variational credible sets. We also derive sufficient and necessary lower bounds for the number of inducing variables required to achieve minimax posterior contraction rates. The implications of these results are demonstrated for different choices of priors. In a numerical analysis we consider a wider range of inducing variable methods and observe similar phenomena beyond the scope of our theoretical findings.
We introduce the modified planar rotator method (MPRS), a physically inspired machine learning method for spatial/temporal regression. MPRS is a non-parametric model which incorporates spatial or temporal correlations via short-range, distance-dependent ``interactions'' without assuming a specific form for the underlying probability distribution. Predictions are obtained by means of a fully autonomous learning algorithm which employs equilibrium conditional Monte Carlo simulations. MPRS is able to handle scattered data and arbitrary spatial dimensions. We report tests on various synthetic and real-word data in one, two and three dimensions which demonstrate that the MPRS prediction performance (without parameter tuning) is competitive with standard interpolation methods such as ordinary kriging and inverse distance weighting. In particular, MPRS is a particularly effective gap-filling method for rough and non-Gaussian data (e.g., daily precipitation time series). MPRS shows superior computational efficiency and scalability for large samples. Massive data sets involving millions of nodes can be processed in a few seconds on a standard personal computer.
Flexible estimation of the mean outcome under a treatment regimen (i.e., value function) is the key step toward personalized medicine. We define our target parameter as a conditional value function given a set of baseline covariates which we refer to as a stratum based value function. We focus on semiparametric class of decision rules and propose a sieve based nonparametric covariate adjusted regimen-response curve estimator within that class. Our work contributes in several ways. First, we propose an inverse probability weighted nonparametrically efficient estimator of the smoothed regimen-response curve function. We show that asymptotic linearity is achieved when the nuisance functions are undersmoothed sufficiently. Asymptotic and finite sample criteria for undersmoothing are proposed. Second, using Gaussian process theory, we propose simultaneous confidence intervals for the smoothed regimen-response curve function. Third, we provide consistency and convergence rate for the optimizer of the regimen-response curve estimator; this enables us to estimate an optimal semiparametric rule. The latter is important as the optimizer corresponds with the optimal dynamic treatment regimen. Some finite-sample properties are explored with simulations.
Minimization of cortical prediction errors is believed to be a key canonical computation of the cerebral cortex underlying perception, action and learning. However, it is still unclear how the cortex should form and use knowledge about uncertainty in this process of prediction error minimization. Here we derive neural dynamics minimizing prediction errors under the assumption that cortical areas must not only predict the activity in other areas and sensory streams, but also jointly estimate the precision of their predictions. This leads to a dynamic modulatory balancing of cortical streams based on context-dependent precision estimates. Moreover, the theory predicts the existence of second-order prediction errors, i.e. errors on precision estimates, computed and propagated through the cortical hierarchy alongside classical prediction errors. These second-order errors are used to learn weights of synapses responsible for precision estimation through an error-correcting synaptic learning rule. Finally, we propose a mapping of the theory to cortical circuitry.