Two observational methods are currently being used to monitor post-deployment vaccine effectiveness: the obvious crude method comparing rate testing positive per head of vaccinated population with that rate per head of unvaccinated population; and the test-negative case control (TNCC) method. The two methods give very different results. We want to know whether either method is reliable. We assume either a homogeneous population or one partitioned into two homogeneous subsets which differ only in their not-directly-observable healthcare-seeking behaviour including probability of getting vaccinated. We first consider uniform independent priors on the probabilities of being hospitalised conditional on subset, vaccination status, and infection status. We simulate from the resulting model and observe the TNCC estimate, the crude estimate, and the Bayesian central 95% confidence interval on vaccine effectiveness represented as log ratio of odds ratios for infection with and without vaccination. With these wide open priors, even when the population is homogeneous, the Bayesian 95% confidence interval typically has a width of nearly 4 nats (55-fold), implying too much uncertainty for the data collected to be of any use in monitoring effectiveness. There do exist some tight priors under which the data is useful: some lead to TNCC being more accurate while with others the crude estimate is more accurate. Thus using only data from those spontaneously choosing to be tested, we find that neither method is reliably better than the other, and indeed that the desired information is not present in this data. We conclude that effective monitoring of vaccine effectiveness and side-effects requires either strong information on the population's behaviour, or ongoing randomised controlled trials (RCTs), rather than just choosing whichever of TNCC and crude estimate gives the result we prefer to find.
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The concept of antidistinguishability of quantum states has been studied to investigate foundational questions in quantum mechanics. It is also called quantum state elimination, because the goal of such a protocol is to guess which state, among finitely many chosen at random, the system is not prepared in (that is, it can be thought of as the first step in a process of elimination). Antidistinguishability has been used to investigate the reality of quantum states, ruling out $\psi$-epistemic ontological models of quantum mechanics [Pusey et al., Nat. Phys., 8(6):475-478, 2012]. Thus, due to the established importance of antidistinguishability in quantum mechanics, exploring it further is warranted. In this paper, we provide a comprehensive study of the optimal error exponent -- the rate at which the optimal error probability vanishes to zero asymptotically -- for classical and quantum antidistinguishability. We derive an exact expression for the optimal error exponent in the classical case and show that it is given by the classical Chernoff--Hellinger divergence. Our work thus provides this multi-variate divergence with a meaningful operational interpretation as the optimal error exponent for antidistinguishing a set of probability measures. We provide several bounds on the optimal error exponent in the quantum case: a lower bound given by the best pairwise Chernoff divergence of the states, an upper bound in terms of max-relative entropy, and lower and upper bounds in terms of minimal and maximal quantum Chernoff--Hellinger divergences. It remains an open problem to obtain an explicit expression for the optimal error exponent for quantum antidistinguishability.
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 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.
An efficient method of computing power expansions of algebraic functions is the method of Kung and Traub and is based on exact arithmetic. This paper shows a numeric approach is both feasible and accurate while also introducing a performance improvement to Kung and Traub's method based on the ramification extent of the expansions. A new method is then described for computing radii of convergence using a series comparison test. Series accuracies are then fitted to a simple log-linear function in their domain of convergence and found to have low variance. Algebraic functions up to degree 50 were analyzed and timed. A consequence of this work provided a simple method of computing the Riemann surface genus and was used as a cycle check-sum. Mathematica ver. 13.2 was used to acquire and analyze the data on a 4.0 GHz quad-core desktop computer.
Stochastic optimization methods have been hugely successful in making large-scale optimization problems feasible when computing the full gradient is computationally prohibitive. Using the theory of modified equations for numerical integrators, we propose a class of stochastic differential equations that approximate the dynamics of general stochastic optimization methods more closely than the original gradient flow. Analyzing a modified stochastic differential equation can reveal qualitative insights about the associated optimization method. Here, we study mean-square stability of the modified equation in the case of stochastic coordinate descent.
Functional regression analysis is an established tool for many contemporary scientific applications. Regression problems involving large and complex data sets are ubiquitous, and feature selection is crucial for avoiding overfitting and achieving accurate predictions. We propose a new, flexible and ultra-efficient approach to perform feature selection in a sparse high dimensional function-on-function regression problem, and we show how to extend it to the scalar-on-function framework. Our method, called FAStEN, combines functional data, optimization, and machine learning techniques to perform feature selection and parameter estimation simultaneously. We exploit the properties of Functional Principal Components and the sparsity inherent to the Dual Augmented Lagrangian problem to significantly reduce computational cost, and we introduce an adaptive scheme to improve selection accuracy. In addition, we derive asymptotic oracle properties, which guarantee estimation and selection consistency for the proposed FAStEN estimator. Through an extensive simulation study, we benchmark our approach to the best existing competitors and demonstrate a massive gain in terms of CPU time and selection performance, without sacrificing the quality of the coefficients' estimation. The theoretical derivations and the simulation study provide a strong motivation for our approach. Finally, we present an application to brain fMRI data from the AOMIC PIOP1 study.
The non-identifiability of the competing risks model requires researchers to work with restrictions on the model to obtain informative results. We present a new identifiability solution based on an exclusion restriction. Many areas of applied research use methods that rely on exclusion restrcitions. It appears natural to also use them for the identifiability of competing risks models. By imposing the exclusion restriction couple with an Archimedean copula, we are able to avoid any parametric restriction on the marginal distributions. We introduce a semiparametric estimation approach for the nonparametric marginals and the parametric copula. Our simulation results demonstrate the usefulness of the suggested model, as the degree of risk dependence can be estimated without parametric restrictions on the marginal distributions.
The use of propensity score (PS) methods has become ubiquitous in causal inference. At the heart of these methods is the positivity assumption. Violation of the positivity assumption leads to the presence of extreme PS weights when estimating average causal effects of interest, such as the average treatment effect (ATE) or the average treatment effect on the treated (ATT), which renders invalid related statistical inference. To circumvent this issue, trimming or truncating the extreme estimated PSs have been widely used. However, these methods require that we specify a priori a threshold and sometimes an additional smoothing parameter. While there are a number of methods dealing with the lack of positivity when estimating ATE, surprisingly there is no much effort in the same issue for ATT. In this paper, we first review widely used methods, such as trimming and truncation in ATT. We emphasize the underlying intuition behind these methods to better understand their applications and highlight their main limitations. Then, we argue that the current methods simply target estimands that are scaled ATT (and thus move the goalpost to a different target of interest), where we specify the scale and the target populations. We further propose a PS weight-based alternative for the average causal effect on the treated, called overlap weighted average treatment effect on the treated (OWATT). The appeal of our proposed method lies in its ability to obtain similar or even better results than trimming and truncation while relaxing the constraint to choose a priori a threshold (or even specify a smoothing parameter). The performance of the proposed method is illustrated via a series of Monte Carlo simulations and a data analysis on racial disparities in health care expenditures.
Many researchers have identified distribution shift as a likely contributor to the reproducibility crisis in behavioral and biomedical sciences. The idea is that if treatment effects vary across individual characteristics and experimental contexts, then studies conducted in different populations will estimate different average effects. This paper uses ``generalizability" methods to quantify how much of the effect size discrepancy between an original study and its replication can be explained by distribution shift on observed unit-level characteristics. More specifically, we decompose this discrepancy into ``components" attributable to sampling variability (including publication bias), observable distribution shifts, and residual factors. We compute this decomposition for several directly-replicated behavioral science experiments and find little evidence that observable distribution shifts contribute appreciably to non-replicability. In some cases, this is because there is too much statistical noise. In other cases, there is strong evidence that controlling for additional moderators is necessary for reliable replication.
In this paper, two novel classes of implicit exponential Runge-Kutta (ERK) methods are studied for solving highly oscillatory systems. Firstly, we analyze the symplectic conditions for two kinds of exponential integrators and obtain the symplectic method. In order to effectively solve highly oscillatory problems, we try to design the highly accurate implicit ERK integrators. By comparing the Taylor series expansion of numerical solution with exact solution, it can be verified that the order conditions of two new kinds of exponential methods are identical to classical Runge-Kutta (RK) methods, which implies that using the coefficients of RK methods, some highly accurate numerical methods are directly formulated. Furthermore, we also investigate the linear stability properties for these exponential methods. Finally, numerical results not only display the long time energy preservation of the symplectic method, but also present the accuracy and efficiency of these formulated methods in comparison with standard ERK methods.
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