scholarly journals L2-Boosting for Economic Applications

2017 ◽  
Vol 107 (5) ◽  
pp. 270-273 ◽  
Author(s):  
Ye Luo ◽  
Martin Spindler

We present the L2Boosting algorithm and two variants, namely post-Boosting and orthogonal Boosting. Building on results in Ye and Spindler (2016), we demonstrate how boosting can be used for estimation and inference of low-dimensional treatment effects. In particular, we consider estimation of a treatment effect in a setting with very many controls and in a setting with very many instruments. We provide simulations and analyze two real applications. We compare the results with Lasso and find that boosting performs quite well. This encourages further use of boosting for estimation of treatment effects in high-dimensional settings.

Biometrika ◽  
2020 ◽  
Author(s):  
Oliver Dukes ◽  
Stijn Vansteelandt

Summary Eliminating the effect of confounding in observational studies typically involves fitting a model for an outcome adjusted for covariates. When, as often, these covariates are high-dimensional, this necessitates the use of sparse estimators, such as the lasso, or other regularization approaches. Naïve use of such estimators yields confidence intervals for the conditional treatment effect parameter that are not uniformly valid. Moreover, as the number of covariates grows with the sample size, correctly specifying a model for the outcome is nontrivial. In this article we deal with both of these concerns simultaneously, obtaining confidence intervals for conditional treatment effects that are uniformly valid, regardless of whether the outcome model is correct. This is done by incorporating an additional model for the treatment selection mechanism. When both models are correctly specified, we can weaken the standard conditions on model sparsity. Our procedure extends to multivariate treatment effect parameters and complex longitudinal settings.


Entropy ◽  
2020 ◽  
Vol 22 (4) ◽  
pp. 389
Author(s):  
Sonali Parbhoo ◽  
Mario Wieser ◽  
Aleksander Wieczorek ◽  
Volker Roth

Estimating the effects of an intervention from high-dimensional observational data is a challenging problem due to the existence of confounding. The task is often further complicated in healthcare applications where a set of observations may be entirely missing for certain patients at test time, thereby prohibiting accurate inference. In this paper, we address this issue using an approach based on the information bottleneck to reason about the effects of interventions. To this end, we first train an information bottleneck to perform a low-dimensional compression of covariates by explicitly considering the relevance of information for treatment effects. As a second step, we subsequently use the compressed covariates to perform a transfer of relevant information to cases where data are missing during testing. In doing so, we can reliably and accurately estimate treatment effects even in the absence of a full set of covariate information at test time. Our results on two causal inference benchmarks and a real application for treating sepsis show that our method achieves state-of-the-art performance, without compromising interpretability.


2020 ◽  
Vol 10 (5) ◽  
pp. 1797 ◽  
Author(s):  
Mera Kartika Delimayanti ◽  
Bedy Purnama ◽  
Ngoc Giang Nguyen ◽  
Mohammad Reza Faisal ◽  
Kunti Robiatul Mahmudah ◽  
...  

Manual classification of sleep stage is a time-consuming but necessary step in the diagnosis and treatment of sleep disorders, and its automation has been an area of active study. The previous works have shown that low dimensional fast Fourier transform (FFT) features and many machine learning algorithms have been applied. In this paper, we demonstrate utilization of features extracted from EEG signals via FFT to improve the performance of automated sleep stage classification through machine learning methods. Unlike previous works using FFT, we incorporated thousands of FFT features in order to classify the sleep stages into 2–6 classes. Using the expanded version of Sleep-EDF dataset with 61 recordings, our method outperformed other state-of-the art methods. This result indicates that high dimensional FFT features in combination with a simple feature selection is effective for the improvement of automated sleep stage classification.


Author(s):  
SCOTT CLIFFORD ◽  
GEOFFREY SHEAGLEY ◽  
SPENCER PISTON

The use of survey experiments has surged in political science. The most common design is the between-subjects design in which the outcome is only measured posttreatment. This design relies heavily on recruiting a large number of subjects to precisely estimate treatment effects. Alternative designs that involve repeated measurements of the dependent variable promise greater precision, but they are rarely used out of fears that these designs will yield different results than a standard design (e.g., due to consistency pressures). Across six studies, we assess this conventional wisdom by testing experimental designs against each other. Contrary to common fears, repeated measures designs tend to yield the same results as more common designs while substantially increasing precision. These designs also offer new insights into treatment effect size and heterogeneity. We conclude by encouraging researchers to adopt repeated measures designs and providing guidelines for when and how to use them.


Author(s):  
Sean Wharton ◽  
Arne Astrup ◽  
Lars Endahl ◽  
Michael E. J. Lean ◽  
Altynai Satylganova ◽  
...  

AbstractIn the approval process for new weight management therapies, regulators typically require estimates of effect size. Usually, as with other drug evaluations, the placebo-adjusted treatment effect (i.e., the difference between weight losses with pharmacotherapy and placebo, when given as an adjunct to lifestyle intervention) is provided from data in randomized clinical trials (RCTs). At first glance, this may seem appropriate and straightforward. However, weight loss is not a simple direct drug effect, but is also mediated by other factors such as changes in diet and physical activity. Interpreting observed differences between treatment arms in weight management RCTs can be challenging; intercurrent events that occur after treatment initiation may affect the interpretation of results at the end of treatment. Utilizing estimands helps to address these uncertainties and improve transparency in clinical trial reporting by better matching the treatment-effect estimates to the scientific and/or clinical questions of interest. Estimands aim to provide an indication of trial outcomes that might be expected in the same patients under different conditions. This article reviews how intercurrent events during weight management trials can influence placebo-adjusted treatment effects, depending on how they are accounted for and how missing data are handled. The most appropriate method for statistical analysis is also discussed, including assessment of the last observation carried forward approach, and more recent methods, such as multiple imputation and mixed models for repeated measures. The use of each of these approaches, and that of estimands, is discussed in the context of the SCALE phase 3a and 3b RCTs evaluating the effect of liraglutide 3.0 mg for the treatment of obesity.


Entropy ◽  
2021 ◽  
Vol 23 (6) ◽  
pp. 743
Author(s):  
Xi Liu ◽  
Shuhang Chen ◽  
Xiang Shen ◽  
Xiang Zhang ◽  
Yiwen Wang

Neural signal decoding is a critical technology in brain machine interface (BMI) to interpret movement intention from multi-neural activity collected from paralyzed patients. As a commonly-used decoding algorithm, the Kalman filter is often applied to derive the movement states from high-dimensional neural firing observation. However, its performance is limited and less effective for noisy nonlinear neural systems with high-dimensional measurements. In this paper, we propose a nonlinear maximum correntropy information filter, aiming at better state estimation in the filtering process for a noisy high-dimensional measurement system. We reconstruct the measurement model between the high-dimensional measurements and low-dimensional states using the neural network, and derive the state estimation using the correntropy criterion to cope with the non-Gaussian noise and eliminate large initial uncertainty. Moreover, analyses of convergence and robustness are given. The effectiveness of the proposed algorithm is evaluated by applying it on multiple segments of neural spiking data from two rats to interpret the movement states when the subjects perform a two-lever discrimination task. Our results demonstrate better and more robust state estimation performance when compared with other filters.


Author(s):  
Fumiya Akasaka ◽  
Kazuki Fujita ◽  
Yoshiki Shimomura

This paper proposes the PSS Business Case Map as a tool to support designers’ idea generation in PSS design. The map visualizes the similarities among PSS business cases in a two-dimensional diagram. To make the map, PSS business cases are first collected by conducting, for example, a literature survey. The collected business cases are then classified from multiple aspects that characterize each case such as its product type, service type, target customer, and so on. Based on the results of this classification, the similarities among the cases are calculated and visualized by using the Self-Organizing Map (SOM) technique. A SOM is a type of artificial neural network that is trained using unsupervised learning to produce a low-dimensional (typically two-dimensional) view from high-dimensional data. The visualization result is offered to designers in a form of a two-dimensional map, which is called the PSS Business Case Map. By using the map, designers can figure out the position of their current business and can acquire ideas for the servitization of their business.


Complexity ◽  
2003 ◽  
Vol 8 (4) ◽  
pp. 39-50 ◽  
Author(s):  
Stefan Häusler ◽  
Henry Markram ◽  
Wolfgang Maass

2021 ◽  
pp. 174077452098487
Author(s):  
Brian Freed ◽  
Brian Williams ◽  
Xiaolu Situ ◽  
Victoria Landsman ◽  
Jeehyoung Kim ◽  
...  

Background: Blinding aims to minimize biases from what participants and investigators know or believe. Randomized controlled trials, despite being the gold standard to evaluate treatment effect, do not generally assess the success of blinding. We investigated the extent of blinding in back pain trials and the associations between participant guesses and treatment effects. Methods: We did a review with PubMed/OvidMedline, 2000–2019. Eligibility criteria were back pain trials with data available on treatment effect and participants’ guess of treatment. For blinding, blinding index was used as chance-corrected measure of excessive correct guess (0 for random guess). For treatment effects, within- or between-arm effect sizes were used. Analyses of investigators’ guess/blinding or by treatment modality were performed exploratorily. Results: Forty trials (3899 participants) were included. Active and sham treatment groups had mean blinding index of 0.26 (95% confidence interval: 0.12, 0.41) and 0.01 (−0.11, 0.14), respectively, meaning 26% of participants in active treatment believed they received active treatment, whereas only 1% in sham believed they received sham treatment, beyond chance, that is, random guess. A greater belief of receiving active treatment was associated with a larger within-arm effect size in both arms, and ideal blinding (namely, “random guess,” and “wishful thinking” that signifies both groups believing they received active treatment) showed smaller effect sizes, with correlation of effect size and summary blinding indexes of 0.35 ( p = 0.028) for between-arm comparison. We observed uniformly large sham treatment effects for all modalities, and larger correlation for investigator’s (un)blinding, 0.53 ( p = 0.046). Conclusion: Participants in active treatments in back pain trials guessed treatment identity more correctly, while those in sham treatments tended to display successful blinding. Excessive correct guesses (that could reflect weaker blinding and/or noticeable effects) by participants and investigators demonstrated larger effect sizes. Blinding and sham treatment effects on back pain need due consideration in individual trials and meta-analyses.


Sign in / Sign up

Export Citation Format

Share Document