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Ali Shojaie

Publications and source records attributed to Ali Shojaie.

At least 19 recordsLinked to original sources

Expert-Guided g-computation with Large Language Models for Estimating Causal Effects on Timings: Applications to Hospital Quality Improvement

Hospital quality improvement (QI) programs routinely face multiple candidate interventions to optimize hospital flow, but existing methods struggle to estimate and rank the causal effects of such interventions. This work focuses on one of the most standard hospital metrics, the average length of stay (LOS), and its causal estimand, the average time saved. To characterize this causal effect, qualitative approaches rely on expert judgment to map patient trajectories, making them susceptible to cognitive biases; quantitative approaches rely on data-driven models, which fail when interventions are hypothetical with no historical data or have complex causal mechanisms that require clinical reasoning rather than data alone. We propose expert-guided g-computation, or egg-computation, which combines the complementary strengths of both approaches by connecting the Gantt charts commonly used to map patient trajectories with the causal DAG literature. We introduce a causal model over Gantt charts and establish identification using a variant of g-computation that seeks expert input only for components unidentifiable from data. To make egg-computation practical, we develop an LLM-assisted pipeline that reliably scales up expert reasoning. In simulations, egg-computation outperforms conventional causal inference methods when patients have diverse causal structures and intervention mechanisms. In a study of eleven candidate QI interventions at an urban safety-net hospital, the LLM pipeline generated graphs and time-saving estimates highly concordant with those of human experts. Beyond healthcare, egg-computation is a broadly applicable framework for estimating the average time saved for candidate interventions whose causal mechanisms can be represented using Gantt charts.

stat.ME

High-Dimensional Statistics: Reflections on Progress and Open Problems

Over the past two decades, the field of high-dimensional statistics has experienced substantial progress, driven largely by technological advances that have dramatically reduced the cost and effort for data collection and storage across a broad range of domains, including biology, medicine, astronomy, and the social and environmental sciences. Modern datasets are increasingly complex, often exhibiting rich dependency, heterogeneity, and other features that challenge traditional statistical methods. In response, high-dimensional statistics has evolved to address more sophisticated estimation and inference problems. This evolution has, in turn, fostered deep connections with and contributions to a wide range of research areas, including optimization, concentration of measure, random matrix theory, information theory, and theoretical computer science. Given the rapid pace of recent developments in high-dimensional statistics, our goal is to synthesize representative advances, highlight common themes and open problems, and point to important works that offer entry points into the field.

math.ST

A general nonparametric framework for testing hypotheses about function-valued parameters

We present a general nonparametric approach for testing whether a statistical parameter defined through conditional distributions is constant across the conditioning variables. Such hypotheses arise naturally in problems such as assessing treatment effect heterogeneity, conditional associational effects, and conditional mean dependence. Our framework studies function-valued parameters obtained by evaluating a smooth statistical functional on conditional probability distributions. We establish an explicit connection between our test and procedures based on studying the norm of the function-valued parameter. Unlike many existing norm-based tests, which exhibit poor asymptotic behavior under the null, the proposed test statistic admits a tractable limiting null distribution. We illustrate the applicability of the proposed test through several examples, assess its operating characteristics in simulation studies, and apply it to data from a breast cancer trial to identify predictive biomarkers for response to adjuvant chemotherapy.

stat.ME

Genetic Regression Analysis of Human Brain Connectivity Using an Efficient Estimator of Genetic Covariance

Non-invasive measurements of the human brain using magnetic resonance imaging (MRI) have significantly improved our understanding the brain's network organization by enabling measurement of anatomical connections between brain regions (structural connectivity) and their coactivation (functional connectivity). Heritability analyses have established that genetics account for considerable intersubject variability in structural and functional connectivity. However, characterizing how genetics shape the relationship between structural and functional connectomes remains challenging, since this association is obscured by unique environmental exposures in observed data. To address this, we develop a regression analysis framework that enables characterization of the relationship between latent genetic contributions to structural and functional connectivity. Implementing the proposed framework requires estimating genetic covariance matrices in multivariate random effects models, which is computationally intractable for high-dimensional connectome data using existing methods. We introduce a constrained method-of-moments estimator that is several orders of magnitude faster than existing methods without sacrificing estimation accuracy. For the genetic regression analysis, we develop regularized estimation approaches, including ridge, lasso, and tensor regression. Applying our method to Human Connectome Project data, we find that functional connectivity is moderately predictable from structure at the genetic level (max R^2 = 0.34), though it is not directly predictable in the observed data (max R^2 = 0.03). This stark contrast suggests that unique environmental factors mask strong genetically-encoded structure-function relationships.

stat.AP

Convex Mixed-Integer Programming for Causal Additive Models with Optimization and Statistical Guarantees

We study the problem of learning a directed acyclic graph from data generated according to an additive, non-linear structural equation model with Gaussian noise. We express each non-linear function through a basis expansion, and derive a maximum likelihood estimator with a group l0-regularization that penalizes the number of edges in the graph. The resulting estimator is formulated through a convex mixed-integer program, enabling the use of branch-and-bound methods to obtain a solution that is guaranteed to be accurate up to a pre-specified optimality gap. Our formulation can naturally encode background knowledge, such as the presence or absence of edges and partial order constraints among the variables. We establish consistency guarantees for our estimator in terms of graph recovery, even when the number of variables grows with the sample size. Additionally, by connecting the optimality guarantees with our statistical error bounds, we derive an early stopping criterion that allows terminating the branch-and-bound procedure while preserving consistency. Compared with existing approaches that either assume equal error variances, restrict to linear structural equation models, or rely on heuristic procedures, our method enjoys both optimization and statistical guarantees. Extensive simulations and real-data analysis show that the proposed method achieves markedly better graph recovery performance.

stat.ME

Order Selection in Vector Autoregression by Mean Square Information Criterion

Vector autoregressive (VAR) processes are ubiquitously used in economics, finance, and biology. Order selection is an essential step in fitting VAR models. While many order selection methods exist, all come with weaknesses. Order selection by minimizing AIC is a popular approach but is known to consistently overestimate the true order for processes of small dimension. On the other hand, methods based on BIC or the Hannan-Quinn (HQ) criteria are shown to require large sample sizes in order to accurately estimate the order for larger-dimensional processes. We propose the mean square information criterion (MIC) based on the observation that the expected squared error loss is flat once the fitted order reaches or exceeds the true order. MIC is shown to consistently estimate the order of the process under relatively mild conditions. Our simulation results show that MIC offers better performance relative to AIC, BIC, and HQ under misspecification. This advantage is corroborated when forecasting COVID-19 outcomes in New York City. Order selection by MIC is implemented in the micvar R package available on CRAN.

stat.ME

An Asymptotically Optimal Coordinate Descent Algorithm for Learning Bayesian Networks from Gaussian Models

This paper studies the problem of learning Bayesian networks from continuous observational data, generated according to a linear Gaussian structural equation model. We consider an $\ell_0$-penalized maximum likelihood estimator for this problem which is known to have favorable statistical properties but is computationally challenging to solve, especially for medium-sized Bayesian networks. We propose a new coordinate descent algorithm to approximate this estimator and prove several remarkable properties of our procedure: the algorithm converges to a coordinate-wise minimum, and despite the non-convexity of the loss function, as the sample size tends to infinity, the objective value of the coordinate descent solution converges to the optimal objective value of the $\ell_0$-penalized maximum likelihood estimator. Finite-sample statistical consistency guarantees are also established. To the best of our knowledge, our proposal is the first coordinate descent procedure endowed with optimality and statistical guarantees in the context of learning Bayesian networks. Numerical experiments on synthetic and real data demonstrate that our coordinate descent method can obtain near-optimal solutions while being scalable.

stat.ML

Estimation of High-Dimensional Markov-Switching VAR Models with an Approximate EM Algorithm

Regime shifts in high-dimensional time series arise naturally in many applications, from neuroimaging to finance. This problem has received considerable attention in low-dimensional settings, with both Bayesian and frequentist methods used extensively for parameter estimation. The EM algorithm is a particularly popular strategy for parameter estimation in low-dimensional settings, although the statistical properties of the resulting estimates have not been well understood. Furthermore, its extension to high-dimensional time series has proved challenging. To overcome these challenges, in this paper we propose an approximate EM algorithm for Markov-switching VAR models that leads to efficient computation and also facilitates the investigation of asymptotic properties of the resulting parameter estimates. We establish the consistency of the proposed EM algorithm in high dimensions and investigate its performance via simulation studies. We also demonstrate the algorithm by analyzing a brain electroencephalography (EEG) dataset recorded on a patient experiencing epileptic seizure.

stat.ME

Spectral Differential Network Analysis for High-Dimensional Time Series

Spectral networks derived from multivariate time series data arise in many domains, from brain science to Earth science. Often, it is of interest to study how these networks change under different conditions. For instance, to better understand epilepsy, it would be interesting to capture the changes in the brain connectivity network as a patient experiences a seizure, using electroencephalography data. A common approach relies on estimating the networks in each condition and calculating their difference. Such estimates may behave poorly in high dimensions as the networks themselves may not be sparse in structure while their difference may be. We build upon this observation to develop an estimator of the difference in inverse spectral densities across two conditions. Using an L1 penalty on the difference, consistency is established by only requiring the difference to be sparse. We illustrate the method on synthetic data experiments and on experiments with electroencephalography data.

stat.ME

GLM Inference with AI-Generated Synthetic Data Using Misspecified Linear Regression

Data privacy concerns have led to the growing interest in synthetic data, which strives to preserve the statistical properties of the original dataset while ensuring privacy by excluding real records. Recent advances in deep neural networks and generative artificial intelligence have facilitated the generation of synthetic data. However, although prediction with synthetic data has been the focus of recent research, statistical inference with synthetic data remains underdeveloped. In particular, in many settings, including generalized linear models (GLMs), the estimator obtained using synthetic data converges much more slowly than in standard settings. To address these limitations, we propose a method that leverages summary statistics from the original data. Using a misspecified linear regression estimator, we then develop inference that greatly improves the convergence rate and restores the standard root-$n$ behavior for GLMs.

stat.ME

Principal component analysis balancing prediction and approximation accuracy for spatial data

Dimension reduction is often the first step in statistical modeling or prediction of multivariate spatial data. However, most existing dimension reduction techniques do not account for the spatial correlation between observations and do not take the downstream modeling task into consideration when finding the lower-dimensional representation. We formalize the closeness of approximation to the original data and the utility of lower-dimensional scores for downstream modeling as two complementary, sometimes conflicting, metrics for dimension reduction. We illustrate how existing methodologies fall into this framework and propose a flexible dimension reduction algorithm that achieves the optimal trade-off. We derive a computationally simple form for our algorithm and illustrate its performance through simulation studies, as well as two applications in air pollution modeling and spatial transcriptomics.

stat.ME

Integer Programming for Learning Directed Acyclic Graphs from Non-identifiable Gaussian Models

We study the problem of learning directed acyclic graphs from continuous observational data, generated according to a linear Gaussian structural equation model. State-of-the-art structure learning methods for this setting have at least one of the following shortcomings: i) they cannot provide optimality guarantees and can suffer from learning sub-optimal models; ii) they rely on the stringent assumption that the noise is homoscedastic, and hence the underlying model is fully identifiable. We overcome these shortcomings and develop a computationally efficient mixed-integer programming framework for learning medium-sized problems that accounts for arbitrary heteroscedastic noise. We present an early stopping criterion under which we can terminate the branch-and-bound procedure to achieve an asymptotically optimal solution and establish the consistency of this approximate solution. In addition, we show via numerical experiments that our method outperforms state-of-the-art algorithms and is robust to noise heteroscedasticity, whereas the performance of some competing methods deteriorates under strong violations of the identifiability assumption. The software implementation of our method is available as the Python package \emph{micodag}.

stat.ME

A Unified Framework for Semiparametrically Efficient Semi-Supervised Learning

We consider statistical inference under a semi-supervised setting where we have access to both a labeled dataset consisting of pairs $\{X_i, Y_i \}_{i=1}^n$ and an unlabeled dataset $\{ X_i \}_{i=n+1}^{n+N}$. We ask the question: under what circumstances, and by how much, can incorporating the unlabeled dataset improve upon inference using the labeled data? To answer this question, we investigate semi-supervised learning through the lens of semiparametric efficiency theory. We characterize the efficiency lower bound under the semi-supervised setting for an arbitrary inferential problem, and show that incorporating unlabeled data can potentially improve efficiency if the parameter is not well-specified. We then propose two types of semi-supervised estimators: a safe estimator that imposes minimal assumptions, is simple to compute, and is guaranteed to be at least as efficient as the initial supervised estimator; and an efficient estimator, which -- under stronger assumptions -- achieves the semiparametric efficiency bound. Our findings unify existing semiparametric efficiency results for particular special cases, and extend these results to a much more general class of problems. Moreover, we show that our estimators can flexibly incorporate predicted outcomes arising from ``black-box" machine learning models, and thereby achieve the same goal as prediction-powered inference (PPI), but with superior theoretical guarantees. We also provide a complete understanding of the theoretical basis for the existing set of PPI methods. Finally, we apply the theoretical framework developed to derive and analyze efficient semi-supervised estimators in a number of settings, including M-estimation, U-statistics, and average treatment effect estimation, and demonstrate the performance of the proposed estimators via simulations.

math.ST

GREGoR: Accelerating Genomics for Rare Diseases

Rare diseases are collectively common, affecting approximately one in twenty individuals worldwide. In recent years, rapid progress has been made in rare disease diagnostics due to advances in DNA sequencing, development of new computational and experimental approaches to prioritize genes and genetic variants, and increased global exchange of clinical and genetic data. However, more than half of individuals suspected to have a rare disease lack a genetic diagnosis. The Genomics Research to Elucidate the Genetics of Rare Diseases (GREGoR) Consortium was initiated to study thousands of challenging rare disease cases and families and apply, standardize, and evaluate emerging genomics technologies and analytics to accelerate their adoption in clinical practice. Further, all data generated, currently representing ~7500 individuals from ~3000 families, is rapidly made available to researchers worldwide via the Genomic Data Science Analysis, Visualization, and Informatics Lab-space (AnVIL) to catalyze global efforts to develop approaches for genetic diagnoses in rare diseases (https://gregorconsortium.org/data). The majority of these families have undergone prior clinical genetic testing but remained unsolved, with most being exome-negative. Here, we describe the collaborative research framework, datasets, and discoveries comprising GREGoR that will provide foundational resources and substrates for the future of rare disease genomics.

q-bio.OT

Doubly regularized generalized linear models for spatial observations with high-dimensional covariates

A discrete spatial lattice can be cast as a network structure over which spatially-correlated outcomes are observed. A second network structure may also capture similarities among measured features, when such information is available. Incorporating the network structures when analyzing such doubly-structured data can improve predictive power, and lead to better identification of important features in the data-generating process. Motivated by applications in spatial disease mapping, we develop a new doubly regularized regression framework to incorporate these network structures for analyzing high-dimensional datasets. Our estimators can be easily implemented with standard convex optimization algorithms. In addition, we describe a procedure to obtain asymptotically valid confidence intervals and hypothesis tests for our model parameters. We show empirically that our framework provides improved predictive accuracy and inferential power compared to existing high-dimensional spatial methods. These advantages hold given fully accurate network information, and also with networks which are partially misspecified or uninformative. The application of the proposed method to modeling COVID-19 mortality data suggests that it can improve prediction of deaths beyond standard spatial models, and that it selects relevant covariates more often.

stat.ME

Inference for linear functionals of high-dimensional longitudinal proteomics data using generalized estimating equations

Regression analysis of correlated data, where multiple correlated responses are recorded on the same unit, is ubiquitous in many scientific areas. With the advent of new technologies, in particular high-throughput omics profiling assays, such correlated data increasingly consist of large number of variables compared with the available sample size. Motivated by recent longitudinal proteomics studies of COVID-19, we propose a novel inference procedure for linear functionals of high-dimensional regression coefficients in generalized estimating equations, which are widely used to analyze correlated data. Our estimator for this more general inferential target, obtained via constructing projected estimating equations, is shown to be asymptotically normally distributed under mild regularity conditions. We also introduce a data-driven cross-validation procedure to select the tuning parameter for estimating the projection direction, which is not addressed in the existing procedures. We illustrate the utility of the proposed procedure in providing confidence intervals for associations of individual proteins and severe COVID risk scores obtained based on high-dimensional proteomics data, and demonstrate its robust finite-sample performance, especially in estimation bias and confidence interval coverage, via extensive simulations.

stat.ME

Variable importance measure for spatial machine learning models with application to air pollution exposure prediction

Exposure assessment is fundamental to air pollution cohort studies. The objective is to predict air pollution exposures for study subjects at locations without data in order to optimize our ability to learn about health effects of air pollution. In addition to generating accurate predictions to minimize exposure measurement error, understanding the mechanism captured by the model is another crucial aspect that may not always be straightforward due to the complex nature of machine learning methods, as well as the lack of unifying notions of variable importance. This is further complicated in air pollution modeling by the presence of spatial correlation. We tackle these challenges in two datasets: sulfur (S) from regulatory United States national PM2.5 sub-species data and ultrafine particles (UFP) from a new Seattle-area traffic-related air pollution dataset. Our key contribution is a leave-one-out approach for variable importance that leads to interpretable and comparable measures for a broad class of models with separable mean and covariance components. We illustrate our approach with several spatial machine learning models, and it clearly highlights the difference in model mechanisms, even for those producing similar predictions. We leverage insights from this variable importance measure to assess the relative utilities of two exposure models for S and UFP that have similar out-of-sample prediction accuracies but appear to draw on different types of spatial information to make predictions.

stat.AP

Regularised Spectral Estimation for High-Dimensional Point Processes

Advances in modern technology have enabled the simultaneous recording of neural spiking activity, which statistically can be represented by a multivariate point process. We characterise the second order structure of this process via the spectral density matrix, a frequency domain equivalent of the covariance matrix. In the context of neuronal analysis, statistics based on the spectral density matrix can be used to infer connectivity in the brain network between individual neurons. However, the high-dimensional nature of spike train data mean that it is often difficult, or at times impossible, to compute these statistics. In this work, we discuss the importance of regularisation-based methods for spectral estimation, and propose novel methodology for use in the point process setting. We establish asymptotic properties for our proposed estimators and evaluate their performance on synthetic data simulated from multivariate Hawkes processes. Finally, we apply our methodology to neuroscience spike train data in order to illustrate its ability to infer brain connectivity.

stat.ME