Bayesian modeling provides a principled approach to quantifying uncertainty in model parameters and model structure and has seen a surge of applications in recent years. Within the context of a Bayesian workflow, we are concerned with model selection for the purpose of finding models that best explain the data, that is, help us understand the underlying data generating process. Since we rarely have access to the true process, all we are left with during real-world analyses is incomplete causal knowledge from sources outside of the current data and model predictions of said data. This leads to the important question of when the use of prediction as a proxy for explanation for the purpose of model selection is valid. We approach this question by means of large-scale simulations of Bayesian generalized linear models where we investigate various causal and statistical misspecifications. Our results indicate that the use of prediction as proxy for explanation is valid and safe only when the models under consideration are sufficiently consistent with the underlying causal structure of the true data generating process.
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ACM/IEEE第23屆模型驅動工程語言和系統國際會議，是模型驅動軟件和系統工程的首要會議系列，由ACM-SIGSOFT和IEEE-TCSE支持組織。自1998年以來，模型涵蓋了建模的各個方面，從語言和方法到工具和應用程序。模特的參加者來自不同的背景，包括研究人員、學者、工程師和工業專業人士。MODELS 2019是一個論壇，參與者可以圍繞建模和模型驅動的軟件和系統交流前沿研究成果和創新實踐經驗。今年的版本將為建模社區提供進一步推進建模基礎的機會，并在網絡物理系統、嵌入式系統、社會技術系統、云計算、大數據、機器學習、安全、開源等新興領域提出建模的創新應用以及可持續性。
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Recently, it has become common for applied works to combine commonly used survival analysis modeling methods, such as the multivariable Cox model and propensity score weighting, with the intention of forming a doubly robust estimator of an exposure effect hazard ratio that is unbiased in large samples when either the Cox model or the propensity score model is correctly specified. This combination does not, in general, produce a doubly robust estimator, even after regression standardization, when there is truly a causal effect. We demonstrate via simulation this lack of double robustness for the semiparametric Cox model, the Weibull proportional hazards model, and a simple proportional hazards flexible parametric model, with both the latter models fit via maximum likelihood. We provide a novel proof that the combination of propensity score weighting and a proportional hazards survival model, fit either via full or partial likelihood, is consistent under the null of no causal effect of the exposure on the outcome under particular censoring mechanisms if either the propensity score or the outcome model is correctly specified and contains all confounders. Given our results suggesting that double robustness only exists under the null, we outline two simple alternative estimators that are doubly robust for the survival difference at a given time point (in the above sense), provided the censoring mechanism can be correctly modeled, and one doubly robust method of estimation for the full survival curve. We provide R code to use these estimators for estimation and inference in the supporting information.
We develop an inferential toolkit for analyzing object-valued responses, which correspond to data situated in general metric spaces, paired with Euclidean predictors within the conformal framework. To this end we introduce conditional profile average transport costs, where we compare distance profiles that correspond to one-dimensional distributions of probability mass falling into balls of increasing radius through the optimal transport cost when moving from one distance profile to another. The average transport cost to transport a given distance profile to all others is crucial for statistical inference in metric spaces and underpins the proposed conditional profile scores. A key feature of the proposed approach is to utilize the distribution of conditional profile average transport costs as conformity score for general metric space-valued responses, which facilitates the construction of prediction sets by the split conformal algorithm. We derive the uniform convergence rate of the proposed conformity score estimators and establish asymptotic conditional validity for the prediction sets. The finite sample performance for synthetic data in various metric spaces demonstrates that the proposed conditional profile score outperforms existing methods in terms of both coverage level and size of the resulting prediction sets, even in the special case of scalar and thus Euclidean responses. We also demonstrate the practical utility of conditional profile scores for network data from New York taxi trips and for compositional data reflecting energy sourcing of U.S. states.
Linear structural vector autoregressive models can be identified statistically without imposing restrictions on the model if the shocks are mutually independent and at most one of them is Gaussian. We show that this result extends to structural threshold and smooth transition vector autoregressive models incorporating a time-varying impact matrix defined as a weighted sum of the impact matrices of the regimes. Our empirical application studies the effects of the climate policy uncertainty shock on the U.S. macroeconomy. In a structural logistic smooth transition vector autoregressive model consisting of two regimes, we find that a positive climate policy uncertainty shock decreases production in times of low economic policy uncertainty but slightly increases it in times of high economic policy uncertainty. The introduced methods are implemented to the accompanying R package sstvars.
Modern regression applications can involve hundreds or thousands of variables which motivates the use of variable selection methods. Bayesian variable selection defines a posterior distribution on the possible subsets of the variables (which are usually termed models) to express uncertainty about which variables are strongly linked to the response. This can be used to provide Bayesian model averaged predictions or inference, and to understand the relative importance of different variables. However, there has been little work on meaningful representations of this uncertainty beyond first order summaries. We introduce Cartesian credible sets to address this gap. The elements of these sets are formed by concatenating sub-models defined on each block of a partition of the variables. Investigating these sub-models allow us to understand whether the models in the Cartesian credible set always/never/sometimes include a particular variable or group of variables and provide a useful summary of model uncertainty. We introduce methods to find these sets that emphasize ease of understanding. The potential of the method is illustrated on regression problems with both small and large numbers of variables.
We provide rigorous theoretical bounds for Anderson acceleration (AA) that allow for approximate calculations when applied to solve linear problems. We show that, when the approximate calculations satisfy the provided error bounds, the convergence of AA is maintained while the computational time could be reduced. We also provide computable heuristic quantities, guided by the theoretical error bounds, which can be used to automate the tuning of accuracy while performing approximate calculations. For linear problems, the use of heuristics to monitor the error introduced by approximate calculations, combined with the check on monotonicity of the residual, ensures the convergence of the numerical scheme within a prescribed residual tolerance. Motivated by the theoretical studies, we propose a reduced variant of AA, which consists in projecting the least-squares used to compute the Anderson mixing onto a subspace of reduced dimension. The dimensionality of this subspace adapts dynamically at each iteration as prescribed by the computable heuristic quantities. We numerically show and assess the performance of AA with approximate calculations on: (i) linear deterministic fixed-point iterations arising from the Richardson's scheme to solve linear systems with open-source benchmark matrices with various preconditioners and (ii) non-linear deterministic fixed-point iterations arising from non-linear time-dependent Boltzmann equations.
We study the data-driven selection of causal graphical models using constraint-based algorithms, which determine the existence or non-existence of edges (causal connections) in a graph based on testing a series of conditional independence hypotheses. In settings where the ultimate scientific goal is to use the selected graph to inform estimation of some causal effect of interest (e.g., by selecting a valid and sufficient set of adjustment variables), we argue that a "cautious" approach to graph selection should control the probability of falsely removing edges and prefer dense, rather than sparse, graphs. We propose a simple inversion of the usual conditional independence testing procedure: to remove an edge, test the null hypothesis of conditional association greater than some user-specified threshold, rather than the null of independence. This equivalence testing formulation to testing independence constraints leads to a procedure with desriable statistical properties and behaviors that better match the inferential goals of certain scientific studies, for example observational epidemiological studies that aim to estimate causal effects in the face of causal model uncertainty. We illustrate our approach on a data example from environmental epidemiology.
This paper introduces an innovative approach to the design of efficient decoders that meet the rigorous requirements of modern communication systems, particularly in terms of ultra-reliability and low-latency. We enhance an established hybrid decoding framework by proposing an ordered statistical decoding scheme augmented with a sliding window technique. This novel component replaces a key element of the current architecture, significantly reducing average complexity. A critical aspect of our scheme is the integration of a pre-trained neural network model that dynamically determines the progression or halt of the sliding window process. Furthermore, we present a user-defined soft margin mechanism that adeptly balances the trade-off between decoding accuracy and complexity. Empirical results, supported by a thorough complexity analysis, demonstrate that the proposed scheme holds a competitive advantage over existing state-of-the-art decoders, notably in addressing the decoding failures prevalent in neural min-sum decoders. Additionally, our research uncovers that short LDPC codes can deliver performance comparable to that of short classical linear codes within the critical waterfall region of the SNR, highlighting their potential for practical applications.
Deep learning models can exhibit what appears to be a sudden ability to solve a new problem as training time ($T$), training data ($D$), or model size ($N$) increases, a phenomenon known as emergence. In this paper, we present a framework where each new ability (a skill) is represented as a basis function. We solve a simple multi-linear model in this skill-basis, finding analytic expressions for the emergence of new skills, as well as for scaling laws of the loss with training time, data size, model size, and optimal compute ($C$). We compare our detailed calculations to direct simulations of a two-layer neural network trained on multitask sparse parity, where the tasks in the dataset are distributed according to a power-law. Our simple model captures, using a single fit parameter, the sigmoidal emergence of multiple new skills as training time, data size or model size increases in the neural network.
We propose a quantum soft-covering problem for a given general quantum channel and one of its output states, which consists in finding the minimum rank of an input state needed to approximate the given channel output. We then prove a one-shot quantum covering lemma in terms of smooth min-entropies by leveraging decoupling techniques from quantum Shannon theory. This covering result is shown to be equivalent to a coding theorem for rate distortion under a posterior (reverse) channel distortion criterion by two of the present authors. Both one-shot results directly yield corollaries about the i.i.d. asymptotics, in terms of the coherent information of the channel. The power of our quantum covering lemma is demonstrated by two additional applications: first, we formulate a quantum channel resolvability problem, and provide one-shot as well as asymptotic upper and lower bounds. Secondly, we provide new upper bounds on the unrestricted and simultaneous identification capacities of quantum channels, in particular separating for the first time the simultaneous identification capacity from the unrestricted one, proving a long-standing conjecture of the last author.
Asymptotic analysis for covariance parameter estimation of Gaussian processes with functional inputs
We consider covariance parameter estimation for Gaussian processes with functional inputs. From an increasing-domain asymptotics perspective, we prove the asymptotic consistency and normality of the maximum likelihood estimator. We extend these theoretical guarantees to encompass scenarios accounting for approximation errors in the inputs, which allows robustness of practical implementations relying on conventional sampling methods or projections onto a functional basis. Loosely speaking, both consistency and normality hold when the approximation error becomes negligible, a condition that is often achieved as the number of samples or basis functions becomes large. These later asymptotic properties are illustrated through analytical examples, including one that covers the case of non-randomly perturbed grids, as well as several numerical illustrations.
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