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作者:Basu, Pallavi; Cai, T. Tony; Das, Kiranmoy; Sun, Wenguang
作者单位:Tel Aviv University; University of Pennsylvania; Indian Statistical Institute; Indian Statistical Institute Kolkata; University of Southern California
摘要:The use of weights provides an effective strategy to incorporate prior domain knowledge in large-scale inference. This article studies weighted multiple testing in a decision-theoretical framework. We develop oracle and data-driven procedures that aim to maximize the expected number of true positives subject to a constraint on the weighted false discovery rate. The asymptotic validity and optimality of the proposed methods are established. The results demonstrate that incorporating informative...
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作者:Hsu, Li; Gorfine, Malka; Zucker, David
作者单位:Fred Hutchinson Cancer Center; Tel Aviv University; Hebrew University of Jerusalem
摘要:The population-based case-control study design has been widely used for studying the etiology of chronic diseases. It is well established that the Cox proportional hazards model can be adapted to the case-control study and hazard ratios can be estimated by (conditional) logistic regression model with time as either a matched set or a covariate. However, the baseline hazard function, a critical component in absolute risk assessment, is unidentifiable, because the ratio of cases and controls is ...
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作者:Li, Fan; Morgan, Kari Lock; Zaslavsky, Alan M.
作者单位:Duke University; Pennsylvania Commonwealth System of Higher Education (PCSHE); Pennsylvania State University; Pennsylvania State University - University Park; Harvard University; Harvard Medical School
摘要:Covariate balance is crucial for unconfounded descriptive or causal comparisons. However, lack of balance is common in observational studies. This article considers weighting strategies for balancing covariates. We define a general class of weightsthe balancing weightsthat balance the weighted distributions of the covariates between treatment groups. These weights incorporate the propensity score to weight each group to an analyst-selected target population. This class unifies existing weighti...
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作者:Shi, Peng; Yang, Lu
作者单位:University of Wisconsin System; University of Wisconsin Madison; University of Amsterdam
摘要:In nonlife insurance, insurers use experience rating to adjust premiums to reflect policyholders' previous claim experience. Performing prospective experience rating can be challenging when the claim distribution is complex. For instance, insurance claims are semicontinuous in that a fraction of zeros is often associated with an otherwise positive continuous outcome from a right-skewed and long-tailed distribution. Practitioners use credibility premium that is a special form of the shrinkage e...
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作者:Wang, Lan; Zhou, Yu; Song, Rui; Sherwood, Ben
作者单位:University of Minnesota System; University of Minnesota Twin Cities; North Carolina State University; University of Kansas
摘要:Finding the optimal treatment regime (or a series of sequential treatment regimes) based on individual characteristics has important applications in areas such as precision medicine, government policies, and active labor market interventions. In the current literature, the optimal treatment regime is usually defined as the one that maximizes the average benefit in the potential population. This article studies a general framework for estimating the quantile-optimal treatment regime, which is o...
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作者:Wang, Yuanjia; Fu, Haoda; Zeng, Donglin
作者单位:Columbia University; Eli Lilly; University of North Carolina; University of North Carolina Chapel Hill; University of North Carolina School of Medicine
摘要:Individualized medical decision making is often complex due to patient treatment response heterogeneity. Pharmacotherapy may exhibit distinct efficacy and safety profiles for different patient populations. An optimal treatment that maximizes clinical benefit for a patient may also lead to concern of safety due to a high risk of adverse events. Thus, to guide individualized clinical decision making and deliver optimal tailored treatments, maximizing clinical benefit should be considered in the ...
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作者:Hahn, P. Richard; Martin, Ryan; Walker, Stephen G.
作者单位:University of Chicago; North Carolina State University; University of Texas System; University of Texas Austin
摘要:A Bayesian framework is attractive in the context of prediction, but a fast recursive update of the predictive distribution has apparently been out of reach, in part because Monte Carlo methods are generally used to compute the predictive. This article shows that online Bayesian prediction is possible by characterizing the Bayesian predictive update in terms of a bivariate copula, making it unnecessary to pass through the posterior to update the predictive. In standard models, the Bayesian pre...
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作者:Hero, Alfred
作者单位:University of Michigan System; University of Michigan
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作者:Ma, Li; Soriano, Jacopo
作者单位:Duke University; Alphabet Inc.; Google Incorporated
摘要:We introduce a wavelet-domain method for functional analysis of variance (fANOVA). It is based on a Bayesian hierarchical model that employs a graphical hyperprior in the form of a Markov grove (MG)-that is, a collection of Markov trees-for linking the presence/absence of factor effects at all location-scale combinations, there-by incorporating the natural clustering of factor effects in the wavelet-domain across locations and scales. Inference under the model enjoys both analytical simplicity...
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作者:Pareek, Bhuvanesh; Ghosh, Pulak; Wilson, Hugh N.; Macdonald, Emma K.; Baines, Paul
作者单位:Indian Institute of Management (IIM System); Indian Institute of Management Indore; Indian Institute of Management (IIM System); Indian Institute of Management Bangalore; Cranfield University
摘要:Commonly used methods of evaluating the impact of marketing communications during political elections struggle to account for respondents' exposures to these communications due to the problems associated with recall bias. In addition, they completely fail to account for the impact of mediated or earned communications, such as newspaper articles or television news, that are typically not within the control of the advertising party, nor are they effectively able to monitor consumers' perceptual ...