arXiv subjects

Alexander Volfovsky

Publications and source records attributed to Alexander Volfovsky.

At least 37 records · Page 2Linked to original sources

arXiv2023

MALTS: Matching After Learning to Stretch

We introduce a flexible framework that produces high-quality almost-exact matches for causal inference. Most prior work in matching uses ad-hoc distance metrics, often leading to poor quality matches, particularly when there are irrelevant covariates. In this work, we learn an interpretable distance metric for matching, which leads to substantially higher quality matches. The learned distance metric stretches the covariate space according to each covariate's contribution to outcome prediction: this stretching means that mismatches on important covariates carry a larger penalty than mismatches on irrelevant covariates. Our ability to learn flexible distance metrics leads to matches that are interpretable and useful for the estimation of conditional average treatment effects.

stat.ME↗

arXiv2023

Identifying World Events in Dynamic International Relations Data Using a Latent Space Model

Dynamic network data have become ubiquitous in social network analysis, with new information becoming available that captures when friendships form, when corporate transactions happen and when countries interact with each other. Flexible and interpretable models are needed in order to properly capture the behavior of individuals in such networks. In this paper, we focus on study the underlying latent space that describes the social properties of a dynamic and directed international relations network of countries. We extend the directed additive and multiplicative effects network model to the continuous time setting by treating the time-evolution of model parameters using Gaussian processes. Importantly we incorporate both time-varying covariates and node-level additive random effects that aid in increasing model realism. We demonstrate the usefulness and flexibility of this model on a longitudinal dataset of formal state visits between the world's 18 largest economies. Not only does the model offer high quality predictive accuracy, but the latent parameters naturally map onto world events that are not directly measured in the data.

stat.AP↗

arXiv2023

Matched Machine Learning: A Generalized Framework for Treatment Effect Inference With Learned Metrics

We introduce Matched Machine Learning, a framework that combines the flexibility of machine learning black boxes with the interpretability of matching, a longstanding tool in observational causal inference. Interpretability is paramount in many high-stakes application of causal inference. Current tools for nonparametric estimation of both average and individualized treatment effects are black-boxes that do not allow for human auditing of estimates. Our framework uses machine learning to learn an optimal metric for matching units and estimating outcomes, thus achieving the performance of machine learning black-boxes, while being interpretable. Our general framework encompasses several published works as special cases. We provide asymptotic inference theory for our proposed framework, enabling users to construct approximate confidence intervals around estimates of both individualized and average treatment effects. We show empirically that instances of Matched Machine Learning perform on par with black-box machine learning methods and better than existing matching methods for similar problems. Finally, in our application we show how Matched Machine Learning can be used to perform causal inference even when covariate data are highly complex: we study an image dataset, and produce high quality matches and estimates of treatment effects.

stat.ME↗

arXiv2023

dame-flame: A Python Library Providing Fast Interpretable Matching for Causal Inference

dame-flame is a Python package for performing matching for observational causal inference on datasets containing discrete covariates. This package implements the Dynamic Almost Matching Exactly (DAME) and Fast Large-Scale Almost Matching Exactly (FLAME) algorithms, which match treatment and control units on subsets of the covariates. The resulting matched groups are interpretable, because the matches are made on covariates, and high-quality, because machine learning is used to determine which covariates are important to match on. DAME solves an optimization problem that matches units on as many covariates as possible, prioritizing matches on important covariates. FLAME approximates the solution found by DAME via a much faster backward feature selection procedure. The package provides several adjustable parameters to adapt the algorithms to specific applications, and can calculate treatment effect estimates after matching. Descriptions of these parameters, details on estimating treatment effects, and further examples, can be found in the documentation at https://almost-matching-exactly.github.io/DAME-FLAME-Python-Package/

cs.LG↗

arXiv2023

Effects of Epileptiform Activity on Discharge Outcome in Critically Ill Patients

Epileptiform activity (EA) is associated with worse outcomes including increased risk of disability and death. However, the effect of EA on the neurologic outcome is confounded by the feedback between treatment with anti-seizure medications (ASM) and EA burden. A randomized clinical trial is challenging due to the sequential nature of EA-ASM feedback, as well as ethical reasons. However, some mechanistic knowledge is available, e.g., how drugs are absorbed. This knowledge together with observational data could provide a more accurate effect estimate using causal inference. We performed a retrospective cross-sectional study with 995 patients with the modified Rankin Scale (mRS) at discharge as the outcome and the EA burden defined as the mean or maximum proportion of time spent with EA in six-hour windows in the first 24 hours of electroencephalography as the exposure. We estimated the change in discharge mRS if everyone in the dataset had experienced a certain EA burden and were untreated. We combined pharmacological modeling with an interpretable matching method to account for confounding and EA-ASM feedback. Our matched groups' quality was validated by the neurologists. Having a maximum EA burden greater than 75% when untreated had a 22% increased chance of a poor outcome (severe disability or death), and mild but long-lasting EA increased the risk of a poor outcome by 14%. The effect sizes were heterogeneous depending on pre-admission profile, e.g., patients with hypoxic-ischemic encephalopathy (HIE) or acquired brain injury (ABI) were more affected. Interventions should put a higher priority on patients with an average EA burden higher than 10%, while treatment should be more conservative when the maximum EA burden is low.

stat.ME↗

arXiv2023

Bias and Excess Variance in Election Polling: A Not-So-Hidden Markov Model

With historic misses in the 2016 and 2020 US Presidential elections, interest in measuring polling errors has increased. The most common method for measuring directional errors and non-sampling excess variability during a postmortem for an election is by assessing the difference between the poll result and election result for polls conducted within a few days of the day of the election. Analyzing such polling error data is notoriously difficult with typical models being extremely sensitive to the time between the poll and the election. We leverage hidden Markov models traditionally used for election forecasting to flexibly capture time-varying preferences and treat the election result as a peak at the typically hidden Markovian process. Our results are much less sensitive to the choice of time window, avoid conflating shifting preferences with polling error, and are more interpretable despite a highly flexible model. We demonstrate these results with data on polls from the 2004 through 2020 US Presidential elections and 1992 through 2020 US Senate elections, concluding that previously reported estimates of bias in Presidential elections were too extreme by 10\%, estimated bias in Senatorial elections was too extreme by 25\%, and excess variability estimates were also too large.

stat.AP↗

arXiv2022

Author Clustering and Topic Estimation for Short Texts

Analysis of short text, such as social media posts, is extremely difficult because of their inherent brevity. In addition to classifying topics of such posts, a common downstream task is grouping the authors of these documents for subsequent analyses. We propose a novel model that expands on the Latent Dirichlet Allocation by modeling strong dependence among the words in the same document, with user-level topic distributions. We also simultaneously cluster users, removing the need for post-hoc cluster estimation and improving topic estimation by shrinking noisy user-level topic distributions towards typical values. Our method performs as well as -- or better -- than traditional approaches, and we demonstrate its usefulness on a dataset of tweets from United States Senators, recovering both meaningful topics and clusters that reflect partisan ideology. We also develop a novel measure of echo chambers among these politicians by characterizing insularity of topics discussed by groups of Senators and provide uncertainty quantification.

cs.IR↗

arXiv2021

Density Regression with Bayesian Additive Regression Trees

Flexibly modeling how an entire density changes with covariates is an important but challenging generalization of mean and quantile regression. While existing methods for density regression primarily consist of covariate-dependent discrete mixture models, we consider a continuous latent variable model in general covariate spaces, which we call DR-BART. The prior mapping the latent variable to the observed data is constructed via a novel application of Bayesian Additive Regression Trees (BART). We prove that the posterior induced by our model concentrates quickly around true generative functions that are sufficiently smooth. We also analyze the performance of DR-BART on a set of challenging simulated examples, where it outperforms various other methods for Bayesian density regression. Lastly, we apply DR-BART to two real datasets from educational testing and economics, to study student growth and predict returns to education. Our proposed sampler is efficient and allows one to take advantage of BART's flexibility in many applied settings where the entire distribution of the response is of primary interest. Furthermore, our scheme for splitting on latent variables within BART facilitates its future application to other classes of models that can be described via latent variables, such as those involving hierarchical or time series data.

stat.ME↗

arXiv2021

Likelihood-based inference for partially observed stochastic epidemics with individual heterogeneity

We develop a stochastic epidemic model progressing over dynamic networks, where infection rates are heterogeneous and may vary with individual-level covariates. The joint dynamics are modeled as a continuous-time Markov chain such that disease transmission is constrained by the contact network structure, and network evolution is in turn influenced by individual disease statuses. To accommodate partial epidemic observations commonly seen in real-world data, we propose a likelihood-based inference method based on the stochastic EM algorithm, introducing key innovations that include efficient conditional samplers for imputing missing infection and recovery times which respect the dynamic contact network. Experiments on both synthetic and real datasets demonstrate that our inference method can accurately and efficiently recover model parameters and provide valuable insight at the presence of unobserved disease episodes in epidemic data.

stat.ME↗

arXiv2021

Latent Community Adaptive Network Regression

The study of network data in the social and health sciences frequently concentrates on two distinct tasks (1) detecting community structures among nodes and (2) associating covariate information to edge formation. In much of this data, it is likely that the effects of covariates on edge formation differ between communities (e.g. age might play a different role in friendship formation in communities across a city). In this work, we introduce a latent space network model where coefficients associated with certain covariates can depend on latent community membership of the nodes. We show that ignoring such structure can lead to either over- or under-estimation of covariate importance to edge formation and propose a Markov Chain Monte Carlo approach for simultaneously learning the latent community structure and the community specific coefficients. We leverage efficient spectral methods to improve the computational tractability of our approach.

stat.ME↗

arXiv2021

FLAME: A Fast Large-scale Almost Matching Exactly Approach to Causal Inference

A classical problem in causal inference is that of matching, where treatment units need to be matched to control units based on covariate information. In this work, we propose a method that computes high quality almost-exact matches for high-dimensional categorical datasets. This method, called FLAME (Fast Large-scale Almost Matching Exactly), learns a distance metric for matching using a hold-out training data set. In order to perform matching efficiently for large datasets, FLAME leverages techniques that are natural for query processing in the area of database management, and two implementations of FLAME are provided: the first uses SQL queries and the second uses bit-vector techniques. The algorithm starts by constructing matches of the highest quality (exact matches on all covariates), and successively eliminates variables in order to match exactly on as many variables as possible, while still maintaining interpretable high-quality matches and balance between treatment and control groups. We leverage these high quality matches to estimate conditional average treatment effects (CATEs). Our experiments show that FLAME scales to huge datasets with millions of observations where existing state-of-the-art methods fail, and that it achieves significantly better performance than other matching methods.

stat.ML↗

arXiv2020

Adaptive Hyper-box Matching for Interpretable Individualized Treatment Effect Estimation

We propose a matching method for observational data that matches units with others in unit-specific, hyper-box-shaped regions of the covariate space. These regions are large enough that many matches are created for each unit and small enough that the treatment effect is roughly constant throughout. The regions are found as either the solution to a mixed integer program, or using a (fast) approximation algorithm. The result is an interpretable and tailored estimate of a causal effect for each unit.

stat.ME↗

arXiv2020

Likelihood-based Inference for Partially Observed Epidemics on Dynamic Networks

We propose a generative model and an inference scheme for epidemic processes on dynamic, adaptive contact networks. Network evolution is formulated as a link-Markovian process, which is then coupled to an individual-level stochastic SIR model, in order to describe the interplay between epidemic dynamics on a network and network link changes. A Markov chain Monte Carlo framework is developed for likelihood-based inference from partial epidemic observations, with a novel data augmentation algorithm specifically designed to deal with missing individual recovery times under the dynamic network setting. Through a series of simulation experiments, we demonstrate the validity and flexibility of the model as well as the efficacy and efficiency of the data augmentation inference scheme. The model is also applied to a recent real-world dataset on influenza-like-illness transmission with high-resolution social contact tracking records.

stat.ME↗

arXiv2020

Almost-Matching-Exactly for Treatment Effect Estimation under Network Interference

We propose a matching method that recovers direct treatment effects from randomized experiments where units are connected in an observed network, and units that share edges can potentially influence each others' outcomes. Traditional treatment effect estimators for randomized experiments are biased and error prone in this setting. Our method matches units almost exactly on counts of unique subgraphs within their neighborhood graphs. The matches that we construct are interpretable and high-quality. Our method can be extended easily to accommodate additional unit-level covariate information. We show empirically that our method performs better than other existing methodologies for this problem, while producing meaningful, interpretable results.

stat.ME↗

arXiv2019

Gaussian Mixture Models for Stochastic Block Models with Non-Vanishing Noise

Community detection tasks have received a lot of attention across statistics, machine learning, and information theory with a large body of work concentrating on theoretical guarantees for the stochastic block model. One line of recent work has focused on modeling the spectral embedding of a network using Gaussian mixture models (GMMs) in scaling regimes where the ability to detect community memberships improves with the size of the network. However, these regimes are not very realistic. This paper provides tractable methodology motivated by new theoretical results for networks with non-vanishing noise. We present a procedure for community detection using GMMs that incorporates certain truncation and shrinkage effects that arise in the non-vanishing noise regime. We provide empirical validation of this new representation using both simulated and real-world data.

stat.ME↗

arXiv2019

Interpretable Almost-Matching-Exactly With Instrumental Variables

Uncertainty in the estimation of the causal effect in observational studies is often due to unmeasured confounding, i.e., the presence of unobserved covariates linking treatments and outcomes. Instrumental Variables (IV) are commonly used to reduce the effects of unmeasured confounding. Existing methods for IV estimation either require strong parametric assumptions, use arbitrary distance metrics, or do not scale well to large datasets. We propose a matching framework for IV in the presence of observed categorical confounders that addresses these weaknesses. Our method first matches units exactly, and then consecutively drops variables to approximately match the remaining units on as many variables as possible. We show that our algorithm constructs better matches than other existing methods on simulated datasets, and we produce interesting results in an application to political canvassing.

stat.ME↗

arXiv2019

The Geometry of Community Detection via the MMSE Matrix

The information-theoretic limits of community detection have been studied extensively for network models with high levels of symmetry or homogeneity. The contribution of this paper is to study a broader class of network models that allow for variability in the sizes and behaviors of the different communities, and thus better reflect the behaviors observed in real-world networks. Our results show that the ability to detect communities can be described succinctly in terms of a matrix of effective signal-to-noise ratios that provides a geometrical representation of the relationships between the different communities. This characterization follows from a matrix version of the I-MMSE relationship and generalizes the concept of an effective scalar signal-to-noise ratio introduced in previous work. We provide explicit formulas for the asymptotic per-node mutual information and upper bounds on the minimum mean-squared error. The theoretical results are supported by numerical simulations.

cs.IT↗

arXiv2019

Interpretable Almost Matching Exactly for Causal Inference

We aim to create the highest possible quality of treatment-control matches for categorical data in the potential outcomes framework. Matching methods are heavily used in the social sciences due to their interpretability, but most matching methods do not pass basic sanity checks: they fail when irrelevant variables are introduced, and tend to be either computationally slow or produce low-quality matches. The method proposed in this work aims to match units on a weighted Hamming distance, taking into account the relative importance of the covariates; the algorithm aims to match units on as many relevant variables as possible. To do this, the algorithm creates a hierarchy of covariate combinations on which to match (similar to downward closure), in the process solving an optimization problem for each unit in order to construct the optimal matches. The algorithm uses a single dynamic program to solve all of the optimization problems simultaneously. Notable advantages of our method over existing matching procedures are its high-quality matches, versatility in handling different data distributions that may have irrelevant variables, and ability to handle missing data by matching on as many available covariates as possible.

stat.ML↗