More Like this

1. Two-stage pseudo maximum likelihood estimation of semiparametric copula-based regression models for semi-competing risks data

   https://doi.org/10.1007/s10985-024-09640-z  

   Arachchige, Sakie J; Chen, Xinyuan; Zhou, Qian M (January 2025, Lifetime Data Analysis)

   We propose a two-stage estimation procedure for a copula-based model with semi-competing risks data, where the non-terminal event is subject to dependent censoring by the terminal event, and both events are subject to independent censoring. With a copula-based model, the marginal survival functions of individual event times are specified by semiparametric transformation models, and the dependence between the bivariate event times is specified by a parametric copula function. For the estimation procedure, in the first stage, the parameters associated with the marginal of the terminal event are estimated using only the corresponding observed outcomes, and in the second stage, the marginal parameters for the non-terminal event time and the copula parameter are estimated together via maximizing a pseudo-likelihood function based on the joint distribution of the bivariate event times. We derived the asymptotic properties of the proposed estimator and provided an analytic variance estimator for inference. Through simulation studies, we showed that our approach leads to consistent estimates with less computational cost and more robustness than the one-stage procedure developed in Chen (2012), where all parameters were estimated simultaneously. In addition, our approach demonstrates more desirable finite-sample performances over another existing two-stage estimation method proposed in Zhu et al. (2021). An R package PMLE4SCR is developed to implement our proposed method. 

   more » « less
2. Model-based regression adjustment with model-free covariates for network interference

   https://doi.org/10.1515/jci-2023-0005  

   Han, Kevin; Ugander, Johan (January 2023, Journal of Causal Inference)

   Abstract When estimating a global average treatment effect (GATE) under network interference, units can have widely different relationships to the treatment depending on a combination of the structure of their network neighborhood, the structure of the interference mechanism, and how the treatment was distributed in their neighborhood. In this work, we introduce a sequential procedure to generate and select graph- and treatment-based covariates for GATE estimation under regression adjustment. We show that it is possible to simultaneously achieve low bias and considerably reduce variance with such a procedure. To tackle inferential complications caused by our feature generation and selection process, we introduce a way to construct confidence intervals based on a block bootstrap. We illustrate that our selection procedure and subsequent estimator can achieve good performance in terms of root-mean-square error in several semi-synthetic experiments with Bernoulli designs, comparing favorably to an oracle estimator that takes advantage of regression adjustments for the known underlying interference structure. We apply our method to a real-world experimental dataset with strong evidence of interference and demonstrate that it can estimate the GATE reasonably well without knowing the interference processa priori. 

   more » « less
3. Graph Topology Learning and Signal Recovery Via Bayesian Inference

   https://doi.org/10.1109/DSW.2019.8755601  

   Ramezani-Mayiami, Mahmoud; Hajimirsadeghi, Mohammad; Skretting, Karl; Blum, Rick S.; Vincent Poor, H. (June 2019, 2019 IEEE Data Science Workshop (DSW))

   The estimation of a meaningful affinity graph has become a crucial task for representation of data, since the underlying structure is not readily available in many applications. In this paper, a topology inference framework, called Bayesian Topology Learning, is proposed to estimate the underlying graphtopologyfromagivensetofnoisymeasurementsofsignals. It is assumed that the graph signals are generated from GaussianMarkovRandomFieldprocesses. First,usingafactor analysis model, the noisy measured data is represented in a latent space and its posterior probability density function is found. Thereafter, by utilizing the minimum mean square error estimator and the Expectation Maximization (EM) procedure, a filter is proposed to recover the signal from noisy measurements and an optimization problem is formulated to estimatetheunderlyinggraphtopology. Theexperimentalresults show that the proposed method has better performance whencomparedtothecurrentstate-of-the-artalgorithmswith different performance measures. 

   more » « less
4. Simultaneous Change Point Inference and Structure Recovery for High Dimensional Gaussian Graphical Models

   Liu, B.; Zhang, X.; Liu, Y. (October 2021, Journal of machine learning research)

   In this article, we investigate the problem of simultaneous change point inference and structure recovery in the context of high dimensional Gaussian graphical models with possible abrupt changes. In particular, motivated by neighborhood selection, we incorporate a threshold variable and an unknown threshold parameter into a joint sparse regression model which combines p l1-regularized node-wise regression problems together. The change point estimator and the corresponding estimated coefficients of precision matrices are obtained together. Based on that, a classifier is introduced to distinguish whether a change point exists. To recover the graphical structure correctly, a data-driven thresholding procedure is proposed. In theory, under some sparsity conditions and regularity assumptions, our method can correctly choose a homogeneous or heterogeneous model with high accuracy. Furthermore, in the latter case with a change point, we establish estimation consistency of the change point estimator, by allowing the number of nodes being much larger than the sample size. Moreover, it is shown that, in terms of structure recovery of Gaussian graphical models, the proposed thresholding procedure achieves model selection consistency and controls the number of false positives. The validity of our proposed method is justified via extensive numerical studies. Finally, we apply our proposed method to the S&P 500 dataset to show its empirical usefulness. 

   more » « less
5. Drawing inferences for High‐dimensional Linear Models: A Selection‐assisted Partial Regression and Smoothing Approach

   Zhei, Fei Zhu (January 2018, Biometrics)

   Inference for high-dimensional models is challenging as regular asymptotic the- ories are not applicable. This paper proposes a new framework of simultaneous estimation and inference for high-dimensional linear models. By smoothing over par- tial regression estimates based on a given variable selection scheme, we reduce the problem to a low-dimensional least squares estimation. The procedure, termed as Selection-assisted Partial Regression and Smoothing (SPARES), utilizes data split- ting along with variable selection and partial regression. We show that the SPARES estimator is asymptotically unbiased and normal, and derive its variance via a non- parametric delta method. The utility of the procedure is evaluated under various simulation scenarios and via comparisons with the de-biased LASSO estimators, a major competitor. We apply the method to analyze two genomic datasets and obtain biologically meaningful results. 

   more » « less