Statistics

Post Randomization Methods (PRAM) are among the most popular disclosure limitation techniques for both categorical and continuous data. In the categorical case, given a stochastic matrix M and a specified variable, an individual belonging to category i is changed to category j with probability M i,j . Every approach to choose the randomization matrix M has to balance between two desiderata: 1) preserving as much statistical information from the raw data as possible; 2) guaranteeing the privacy of individuals in the dataset. This trade-off has generally been shown to be very challenging to solve. In this work, we use recent tools from the computer science literature and propose to choose M as the solution of a constrained maximization problems. Specifically, M is chosen as the solution of a constrained maximization problem, where we maximize the Mutual Information between raw and transformed data, given the constraint that the transformation satisfies the notion of Differential Privacy. For the general Categorical model, it is shown how this maximization problem reduces to a convex linear programming and can be therefore solved with known optimization algorithms.

A standard assumption for causal inference from observational data is that one has measured a sufficiently rich set of covariates to ensure that within covariate strata, subjects are exchangeable across observed treatment values. Skepticism about the exchangeability assumption in observational studies is often warranted because it hinges on investigators' ability to accurately measure covariates capturing all potential sources of confounding. Realistically, confounding mechanisms can rarely if ever, be learned with certainty from measured covariates. One can therefore only ever hope that covariate measurements are at best proxies of true underlying confounding mechanisms operating in an observational study, thus invalidating causal claims made on basis of standard exchangeability conditions. Causal learning from proxies is a challenging inverse problem which has to date remained unresolved. In this paper, we introduce a formal potential outcome framework for proximal causal learning, which while explicitly acknowledging covariate measurements as imperfect proxies of confounding mechanisms, offers an opportunity to learn about causal effects in settings where exchangeability on the basis of measured covariates fails. Sufficient conditions for nonparametric identification are given, leading to the proximal g-formula and corresponding proximal g-computation algorithm for estimation. These may be viewed as generalizations of Robins' foundational g-formula and g-computation algorithm, which account explicitly for bias due to unmeasured confounding. Both point treatment and time-varying treatment settings are considered, and an application of proximal g-computation of causal effects is given for illustration.

Based on the theory of reproducing kernel Hilbert space (RKHS) and semiparametric method, we propose a new approach to nonlinear dimension reduction. The method extends the semiparametric method into a more generalized domain where both the interested parameters and nuisance parameters to be infinite dimensional. By casting the nonlinear dimensional reduction problem in a generalized semiparametric framework, we calculate the orthogonal complement space of generalized nuisance tangent space to derive the estimating equation. Solving the estimating equation by the theory of RKHS and regularization, we obtain the estimation of dimension reduction directions of the sufficient dimension reduction (SDR) subspace and also show the asymptotic property of estimator. Furthermore, the proposed method does not rely on the linearity condition and constant variance condition. Simulation and real data studies are conducted to demonstrate the finite sample performance of our method in comparison with several existing methods.

We introduce a new approach to deciding the number of clusters. The approach is applied to Optimally Tuned Robust Improper Maximum Likelihood Estimation (OTRIMLE; Coretto and Hennig 2016) of a Gaussian mixture model allowing for observations to be classified as "noise", but it can be applied to other clustering methods as well. The quality of a clustering is assessed by a statistic Q that measures how close the within-cluster distributions are to elliptical unimodal distributions that have the only mode in the mean. This nonparametric measure allows for non-Gaussian clusters as long as they have a good quality according to Q . The simplicity of a model is assessed by a measure S that prefers a smaller number of clusters unless additional clusters can reduce the estimated noise proportion substantially. The simplest model is then chosen that is adequate for the data in the sense that its observed value of Q is not significantly larger than what is expected for data truly generated from the fitted model, as can be assessed by parametric bootstrap. The approach is compared with model-based clustering using the Bayesian Information Criterion (BIC) and the Integrated Complete Likelihood (ICL) in a simulation study and on two datasets of scientific interest. Keywords: parametric bootstrap; noise component; unimodality; model-based clustering

Nine popular clustering methods are applied to 42 real data sets. The aim is to give a detailed characterisation of the methods by means of several cluster validation indexes that measure various individual aspects of the resulting clusters such as small within-cluster distances, separation of clusters, closeness to a Gaussian distribution etc. as introduced in Hennig (2019). 30 of the data sets come with a "true" clustering. On these data sets the similarity of the clusterings from the nine methods to the "true" clusterings is explored. Furthermore, a mixed effects regression relates the observable individual aspects of the clusters to the similarity with the "true" clusterings, which in real clustering problems is unobservable. The study gives new insight not only into the ability of the methods to discover "true" clusterings, but also into properties of clusterings that can be expected from the methods, which is crucial for the choice of a method in a real situation without a given "true" clustering.

Determination of posterior probability for go-no-go decision and predictive power are becoming increasingly common for resource optimization in clinical investigation. There are vast published literature on these topics; however, the terminologies are not consistently used across the literature. Further, there is a lack of consolidated presentation of various concepts of the probability of success. We attempted to fill this gap. This paper first provides a detailed derivation of these probability of success measures under the frequentist and Bayesian paradigms in a general setting. Subsequently, we have presented the analytical formula for these probability of success measures for continuous, binary, and time-to-event endpoints separately. This paper can be used as a single point reference to determine the following measures: (a) the conditional power (CP) based on interim results, (b) the predictive power of success (PPoS) based on interim results with or without prior distribution, and (d) the probability of success (PoS) for a prospective trial at the design stage. We have discussed both clinical success and trial success. This paper's discussion is mostly based on the normal approximation for prior distribution and the estimate of the parameter of interest. Besides, predictive power using the beta prior for the binomial case is also presented. Some examples are given for illustration. R functions to calculate CP and PPoS are available through the LongCART package. An R shiny app is also available at this https URL.

Anomaly detection when observing a large number of data streams is essential in a variety of applications, ranging from epidemiological studies to monitoring of complex systems. High-dimensional scenarios are usually tackled with scan-statistics and related methods, requiring stringent modeling assumptions for proper calibration. In this work we take a non-parametric stance, and propose a permutation-based variant of the higher criticism statistic not requiring knowledge of the null distribution. This results in an exact test in finite samples which is asymptotically optimal in the wide class of exponential models. We demonstrate the power loss in finite samples is minimal with respect to the oracle test. Furthermore, since the proposed statistic does not rely on asymptotic approximations it typically performs better than popular variants of higher criticism that rely on such approximations. We include recommendations such that the test can be readily applied in practice, and demonstrate its applicability in monitoring the daily number of COVID-19 cases in the Netherlands.

Micro-randomized trial (MRT) is a sequential randomized experimental design to empirically evaluate the effectiveness of mobile health (mHealth) intervention components that may be delivered at hundreds or thousands of decision points. The MRT context has motivated a new class of causal estimands, termed "causal excursion effects", for which inference can be made by a weighted, centered least squares approach (Boruvka et al., 2017). Existing methods assume between-subject independence and non-interference. Deviations from these assumptions often occur which, if unaccounted for, may result in bias and overconfident variance estimates. In this paper, causal excursion effects are considered under potential cluster-level correlation and interference and when the treatment effect of interest depends on cluster-level moderators. The utility of our proposed methods is shown by analyzing data from a multi-institution cohort of first year medical residents in the United States. The approach paves the way for construction of mHealth interventions that account for observed social network information.

There has been increasing interest in modeling survival data using deep learning methods in medical research. In this paper, we proposed a Bayesian hierarchical deep neural networks model for modeling and prediction of survival data. Compared with previously studied methods, the new proposal can provide not only point estimate of survival probability but also quantification of the corresponding uncertainty, which can be of crucial importance in predictive modeling and subsequent decision making. The favorable statistical properties of point and uncertainty estimates were demonstrated by simulation studies and real data analysis. The Python code implementing the proposed approach was provided.

In many real-world problems of real-time monitoring high-dimensional streaming data, one wants to detect an undesired event or change quickly once it occurs, but under the sampling control constraint in the sense that one might be able to only observe or use selected components data for decision-making per time step in the resource-constrained environments. In this paper, we propose to incorporate multi-armed bandit approaches into sequential change-point detection to develop an efficient bandit change-point detection algorithm. Our proposed algorithm, termed Thompson-Sampling-Shiryaev-Roberts-Pollak (TSSRP), consists of two policies per time step: the adaptive sampling policy applies the Thompson Sampling algorithm to balance between exploration for acquiring long-term knowledge and exploitation for immediate reward gain, and the statistical decision policy fuses the local Shiryaev-Roberts-Pollak statistics to determine whether to raise a global alarm by sum shrinkage techniques. Extensive numerical simulations and case studies demonstrate the statistical and computational efficiency of our proposed TSSRP algorithm.