arXiv subjects

Arjun Sondhi

Publications and source records attributed to Arjun Sondhi.

9 recordsLinked to original sources

arXiv2026

Bias-corrected Cox regression with AI-extracted covariates via calibration summary statistics

Large-scale observational studies increasingly rely on AI pipelines to extract structured variables from unstructured clinical records. A common workflow separates the data vendor, who validates extraction accuracy with a gold-standard sample, from the downstream researcher, who receives only the extracted dataset and summary accuracy statistics. We develop a bias-correction framework for the Cox proportional hazards model when covariates are subject to AI extraction error. Within a unified multivariate calibration framework, we show that the naive Cox estimator's bias decomposes into a leading-order calibration term and a second-order residual that vanishes as extraction accuracy improves. The leading-order term yields a corrected estimator that operates as a post-hoc matrix multiplication on the output of any standard Cox software. We further derive bias-adjusted confidence intervals that incorporate calibration uncertainty and a sensitivity diagnostic for assessing whether the neglected residual could materially affect inference. Synthetic data experiments with cross-dependent extraction errors and controlled nonlinear calibration violations confirm that the correction substantially reduces bias and achieves near-nominal coverage even under mild violations of the linear calibration assumption. The framework yields a concrete reporting specification: a short list of summary statistics that data vendors should provide alongside any AI-extracted covariate dataset used in survival analysis.

stat.ME↗

arXiv2025

Sensitivity Analysis when Generalizing Causal Effects from Multiple Studies to a Target Population: Motivation from the ECHO Program

Unobserved effect modifiers can induce bias when generalizing causal effect estimates to target populations. In this work, we extend a sensitivity analysis framework assessing the robustness of study results to unobserved effect modification that adapts to various generalizability scenarios, including multiple (conditionally) randomized trials, observational studies, or combinations thereof. This framework is interpretable and does not rely on distributional or functional assumptions about unknown parameters. We demonstrate how to leverage the multi-study setting to detect violation of the generalizability assumption through hypothesis testing, showing with simulations that the proposed test achieves high power under real-world sample sizes. Finally, we apply our sensitivity analysis framework to analyze the generalized effect estimate of secondhand smoke exposure on birth weight using cohort sites from the Environmental influences on Child Health Outcomes (ECHO) study.

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arXiv2024

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.

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arXiv2022

Estimating survival parameters under conditionally independent left truncation

Databases derived from electronic health records (EHRs) are commonly subject to left truncation, a type of selection bias induced due to patients needing to survive long enough to satisfy certain entry criteria. Standard methods to adjust for left truncation bias rely on an assumption of marginal independence between entry and survival times, which may not always be satisfied in practice. In this work, we examine how a weaker assumption of conditional independence can result in unbiased estimation of common statistical parameters. In particular, we show the estimability of conditional parameters in a truncated dataset, and of marginal parameters that leverage reference data containing non-truncated data on confounders. The latter is complementary to observational causal inference methodology applied to real world external comparators, which is a common use case for real world databases. We implement our proposed methods in simulation studies, demonstrating unbiased estimation and valid statistical inference. We also illustrate estimation of a survival distribution under conditionally independent left truncation in a real world clinico-genomic database.

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arXiv2021

Selective prediction-set models with coverage guarantees

Though black-box predictors are state-of-the-art for many complex tasks, they often fail to properly quantify predictive uncertainty and may provide inappropriate predictions for unfamiliar data. Instead, we can learn more reliable models by letting them either output a prediction set or abstain when the uncertainty is high. We propose training these selective prediction-set models using an uncertainty-aware loss minimization framework, which unifies ideas from decision theory and robust maximum likelihood. Moreover, since black-box methods are not guaranteed to output well-calibrated prediction sets, we show how to calculate point estimates and confidence intervals for the true coverage of any selective prediction-set model, as well as a uniform mixture of K set models obtained from K-fold sample-splitting. When applied to predicting in-hospital mortality and length-of-stay for ICU patients, our model outperforms existing approaches on both in-sample and out-of-sample age groups, and our recalibration method provides accurate inference for prediction set coverage.

stat.ML↗

arXiv2020

Permutation Weighting

In observational causal inference, in order to emulate a randomized experiment, weights are used to render treatments independent of observed covariates. This property is known as balance; in its absence, estimated causal effects may be arbitrarily biased. In this work we introduce permutation weighting, a method for estimating balancing weights using a standard binary classifier (regardless of cardinality of treatment). A large class of probabilistic classifiers may be used in this method; the choice of loss for the classifier implies the particular definition of balance. We bound bias and variance in terms of the excess risk of the classifier, show that these disappear asymptotically, and demonstrate that our classification problem directly minimizes imbalance. A wide variety of existing balancing weights may be estimated through this regime, allowing for direct comparison between methods based on classifier loss, as well as hyper-parameter tuning using cross-validation. Empirical evaluations indicate that permutation weighting provides favorable performance in comparison to existing methods.

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arXiv2020

Balanced off-policy evaluation in general action spaces

Estimation of importance sampling weights for off-policy evaluation of contextual bandits often results in imbalance - a mismatch between the desired and the actual distribution of state-action pairs after weighting. In this work we present balanced off-policy evaluation (B-OPE), a generic method for estimating weights which minimize this imbalance. Estimation of these weights reduces to a binary classification problem regardless of action type. We show that minimizing the risk of the classifier implies minimization of imbalance to the desired counterfactual distribution of state-action pairs. The classifier loss is tied to the error of the off-policy estimate, allowing for easy tuning of hyperparameters. We provide experimental evidence that B-OPE improves weighting-based approaches for offline policy evaluation in both discrete and continuous action spaces.

cs.LG↗

arXiv2019

The Reduced PC-Algorithm: Improved Causal Structure Learning in Large Random Networks

We consider the task of estimating a high-dimensional directed acyclic graph, given observations from a linear structural equation model with arbitrary noise distribution. By exploiting properties of common random graphs, we develop a new algorithm that requires conditioning only on small sets of variables. The proposed algorithm, which is essentially a modified version of the PC-Algorithm, offers significant gains in both computational complexity and estimation accuracy. In particular, it results in more efficient and accurate estimation in large networks containing hub nodes, which are common in biological systems. We prove the consistency of the proposed algorithm, and show that it also requires a less stringent faithfulness assumption than the PC-Algorithm. Simulations in low and high-dimensional settings are used to illustrate these findings. An application to gene expression data suggests that the proposed algorithm can identify a greater number of clinically relevant genes than current methods.

stat.ML↗

arXiv2017

Fast permutation tests and related methods, for association between rare variants and binary outcomes

In large scale genetic association studies, a primary aim is to test for association between genetic variants and a disease outcome. The variants of interest are often rare, and appear with low frequency among subjects. In this situation, statistical tests based on standard asymptotic results do not adequately control the Type I error rate, especially if the case:control ratio is unbalanced. In this paper, we propose the use of permutation and approximate unconditional tests for testing association with rare variants. We use novel analytical calculations to efficiently approximate the true Type I error rate under common study designs, and in numerical studies show that the proposed classes of tests significantly improve upon standard testing methods. We also illustrate our methods in data from a recent case-control study, for genetic causes of a severe side-effect of a common drug treatment.

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