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Jacob von Bornemann Hjelmborg

Publications and source records attributed to Jacob von Bornemann Hjelmborg.

2 recordsLinked to original sources

Towards a pretrained deep learning estimator of the Linfoot informational correlation

We develop a supervised deep-learning approach to estimate mutual information between two continuous random variables. As labels, we use the Linfoot informational correlation, a transformation of mutual information that has many important properties. Our method is based on ground truth labels for Gaussian and Clayton copulas. We compare our method with estimators based on kernel density, k-nearest neighbours and neural estimators. We show generally lower bias and lower variance. As a proof of principle, future research could look into training the model with a more diverse set of examples from other copulas for which ground truth labels are available.

stat.ML↗

Causal interpretation of the sibling comparison and its relation to the cross-over design

The intuitive motivation for employing a sibling comparison design is to adjust for confounding that is constant within families. Such confounding can be caused by variables that otherwise might prove difficult to measure, for example factors relating to genetics, environment, and upbringing. Recent methodological investigations have shown that despite its intuitive appeal, the conventionally employed analysis does not relate to a well-defined causal target, even in the case of constant confounding. A main challenge is that the analysis will target the subpopulation of exposure discordant pairs. In the presence of an effect of the cosibling's exposure on the sibling's outcome, there is a second challenge, namely that the effect corresponds to an intervention that always exposes the cosibling to the opposite exposure from the sibling. We characterise the sibling comparison in terms of the cross-over design. Estimands of interest are discussed before using this characterisation to establish more natural conditions for targeting an appropriate causal parameter. We cast the above-mentioned challenges of the sibling comparison in terms of those facing the cross-over trialist: in order to target an appropriate estimand one must be able to argue the absence of a certain type of carry-over effect as well as absence of trial-by-treatment interaction, thus establishing that the former study design emulates the latter warts and all. We explore weighting to counter the effects of such interactions and to target other estimands. The weights rely on estimates of the unobserved confounding structure. Through simulations and an example analysis, we illustrate its potential usefulness to assess the validity of the assumptions of the matched analysis. We briefly discuss an extension of the weighting procedure to remove selection bias based on data from a population-level reference sample.

stat.ME↗