In estimating the average treatment effect in observational studies, the influence of confounders should be appropriately addressed. To this end, the propensity score is widely used. If the propensity scores are known for all the subjects, bias due to confounders can be adjusted by using the inverse probability weighting (IPW) by the propensity score. Since the propensity score is unknown in general, it is usually estimated by the parametric logistic regression model with unknown parameters estimated by solving the score equation under the strongly ignorable treatment assignment (SITA) assumption. Violation of the SITA assumption and/or misspecification of the propensity score model can cause serious bias in estimating the average treatment effect. To relax the SITA assumption, the IPW estimator based on the outcome-dependent propensity score has been successfully introduced. However, it still depends on the correctly specified parametric model and its identification. In this paper, we propose a simple sensitivity analysis method for unmeasured confounders. In the standard practice, the estimating equation is used to estimate the unknown parameters in the parametric propensity score model. Our idea is to make inference on the average causal effect by removing restrictive parametric model assumptions while still utilizing the estimating equation. Using estimating equations as constraints, which the true propensity scores asymptotically satisfy, we construct the worst-case bounds for the average treatment effect with linear programming. Different from the existing sensitivity analysis methods, we construct the worst-case bounds with minimal assumptions. We illustrate our proposal by simulation studies and a real-world example.
We introduce the higher-order refactoring problem, where the goal is to compress a logic program by discovering higher-order abstractions, such as map, filter, and fold. We implement our approach in Stevie, which formulates the refactoring problem as a constraint optimisation problem. Our experiments on multiple domains, including program synthesis and visual reasoning, show that refactoring can improve the learning performance of an inductive logic programming system, specifically improving predictive accuracies by 27% and reducing learning times by 47%. We also show that Stevie can discover abstractions that transfer to multiple domains.
Mimicking vascular systems in living beings, designers have realized microvascular composites to achieve thermal regulation and other functionalities, such as electromagnetic modulation, sensing, and healing. Such material systems avail circulating fluids through embedded vasculatures to accomplish the mentioned functionalities that benefit various aerospace, military, and civilian applications. Although heat transfer is a mature field, control of thermal characteristics in synthetic microvascular systems via circulating fluids is new, and a theoretical underpinning is lacking. What will benefit designers are predictive mathematical models and an in-depth qualitative understanding of vascular-based active cooling/heating. So, the central focus of this paper is to address the remarked knowledge gap. \emph{First}, we present a reduced-order model with broad applicability, allowing the inlet temperature to differ from the ambient temperature. \emph{Second}, we apply mathematical analysis tools to this reduced-order model and reveal many heat transfer properties of fluid-sequestered vascular systems. We derive point-wise properties (minimum, maximum, and comparison principles) and global properties (e.g., bounds on performance metrics such as the mean surface temperature and thermal efficiency). These newfound results deepen our understanding of active cooling/heating and propel the perfecting of thermal regulation systems.
The scheduling problem is a key class of optimization problems and has various kinds of applications both in practical and theoretical scenarios. In the scheduling problem, probabilistic analysis is a basic tool for investigating performance of scheduling algorithms, and therefore has been carried out by plenty amount of prior works. However, probabilistic analysis has several potential problems. For example, current research interest in the scheduling problem is limited to i.i.d. scenarios, due to its simplicity for analysis. This paper provides a new framework for probabilistic analysis in the scheduling problem and aims to deal with such problems. As a consequence, we obtain several theorems including a theoretical limit of the scheduling problem which can be applied to \emph{general, non-i.i.d. probability distributions}. Several information theoretic techniques, such as \emph{information-spectrum method}, turned out to be useful to prove our results. Since the scheduling problem has relations to many other research fields, our framework hopefully yields other interesting applications in the future.
Any interactive protocol between a pair of parties can be reliably simulated in the presence of noise with a multiplicative overhead on the number of rounds (Schulman 1996). The reciprocal of the best (least) overhead is called the interactive capacity of the noisy channel. In this work, we present lower bounds on the interactive capacity of the binary erasure channel. Our lower bound improves the best known bound due to Ben-Yishai et al. 2021 by roughly a factor of 1.75. The improvement is due to a tighter analysis of the correctness of the simulation protocol using error pattern analysis. More precisely, instead of using the well-known technique of bounding the least number of erasures needed to make the simulation fail, we identify and bound the probability of specific erasure patterns causing simulation failure. We remark that error pattern analysis can be useful in solving other problems involving stochastic noise, such as bounding the interactive capacity of different channels.
Statistical inference for high dimensional parameters (HDPs) can be based on their intrinsic correlation; that is, parameters that are close spatially or temporally tend to have more similar values. This is why nonlinear mixed-effects models (NMMs) are commonly (and appropriately) used for models with HDPs. Conversely, in many practical applications of NMM, the random effects (REs) are actually correlated HDPs that should remain constant during repeated sampling for frequentist inference. In both scenarios, the inference should be conditional on REs, instead of marginal inference by integrating out REs. In this paper, we first summarize recent theory of conditional inference for NMM, and then propose a bias-corrected RE predictor and confidence interval (CI). We also extend this methodology to accommodate the case where some REs are not associated with data. Simulation studies indicate that this new approach leads to substantial improvement in the conditional coverage rate of RE CIs, including CIs for smooth functions in generalized additive models, as compared to the existing method based on marginal inference.
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.
While methods for measuring and correcting differential performance in risk prediction models have proliferated in recent years, most existing techniques can only be used to assess fairness across relatively large subgroups. The purpose of algorithmic fairness efforts is often to redress discrimination against groups that are both marginalized and small, so this sample size limitation often prevents existing techniques from accomplishing their main aim. We take a three-pronged approach to address the problem of quantifying fairness with small subgroups. First, we propose new estimands built on the "counterfactual fairness" framework that leverage information across groups. Second, we estimate these quantities using a larger volume of data than existing techniques. Finally, we propose a novel data borrowing approach to incorporate "external data" that lacks outcomes and predictions but contains covariate and group membership information. This less stringent requirement on the external data allows for more possibilities for external data sources. We demonstrate practical application of our estimators to a risk prediction model used by a major Midwestern health system during the COVID-19 pandemic.
In arXiv:2305.03945 [math.NA], a first-order optimization algorithm has been introduced to solve time-implicit schemes of reaction-diffusion equations. In this research, we conduct theoretical studies on this first-order algorithm equipped with a quadratic regularization term. We provide sufficient conditions under which the proposed algorithm and its time-continuous limit converge exponentially fast to a desired time-implicit numerical solution. We show both theoretically and numerically that the convergence rate is independent of the grid size, which makes our method suitable for large-scale problems. The efficiency of our algorithm has been verified via a series of numerical examples conducted on various types of reaction-diffusion equations. The choice of optimal hyperparameters as well as comparisons with some classical root-finding algorithms are also discussed in the numerical section.
Since the start of the operational use of ensemble prediction systems, ensemble-based probabilistic forecasting has become the most advanced approach in weather prediction. However, despite the persistent development of the last three decades, ensemble forecasts still often suffer from the lack of calibration and might exhibit systematic bias, which calls for some form of statistical post-processing. Nowadays, one can choose from a large variety of post-processing approaches, where parametric methods provide full predictive distributions of the investigated weather quantity. Parameter estimation in these models is based on training data consisting of past forecast-observation pairs, thus post-processed forecasts are usually available only at those locations where training data are accessible. We propose a general clustering-based interpolation technique of extending calibrated predictive distributions from observation stations to any location in the ensemble domain where there are ensemble forecasts at hand. Focusing on the ensemble model output statistics (EMOS) post-processing technique, in a case study based on wind speed ensemble forecasts of the European Centre for Medium-Range Weather Forecasts, we demonstrate the predictive performance of various versions of the suggested method and show its superiority over the regionally estimated and interpolated EMOS models and the raw ensemble forecasts as well.
Time to an event of interest over a lifetime is a central measure of the clinical benefit of an intervention used in a health technology assessment (HTA). Within the same trial multiple end-points may also be considered. For example, overall and progression-free survival time for different drugs in oncology studies. A common challenge is when an intervention is only effective for some proportion of the population who are not clinically identifiable. Therefore, latent group membership as well as separate survival models for groups identified need to be estimated. However, follow-up in trials may be relatively short leading to substantial censoring. We present a general Bayesian hierarchical framework that can handle this complexity by exploiting the similarity of cure fractions between end-points; accounting for the correlation between them and improving the extrapolation beyond the observed data. Assuming exchangeability between cure fractions facilitates the borrowing of information between end-points. We show the benefits of using our approach with a motivating example, the CheckMate 067 phase 3 trial consisting of patients with metastatic melanoma treated with first line therapy.