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Shuichi Kawano

Publications and source records attributed to Shuichi Kawano.

At least 19 recordsLinked to original sources

Identification and Estimation under Multiple Versions of Treatment: Mixture-of-Experts Approach

The Stable Unit Treatment Value Assumption (SUTVA) includes the condition that there are no multiple versions of treatment in causal inference. Though we could not control the implementation of treatment in observational studies, multiple versions may exist in the treatment. It has been pointed out that ignoring such multiple versions of treatment can lead to biased estimates of causal effects, but a causal inference framework that explicitly deals with the unbiased identification and estimation has not been fully developed yet. Thus, it is difficult to obtain a deeper understanding for mechanisms of the complex treatments. In this paper, we introduce the Mixture-of-Experts framework into causal inference to estimate causal contrasts between underlying versions of a treatment, even when the versions are not observed. Numerical experiments demonstrate the effectiveness of the proposed method.

stat.ME

Groupwise Predictor Envelope Models for Multivariate Linear Regression

Envelope methods improve estimation efficiency in multivariate analysis by isolating low-dimensional structures that contain all the information material to the parameter of interest. In multivariate linear regression with random predictors, predictor envelope models achieve this goal by removing variation in the predictors that is immaterial to the regression. In many applications, observations are naturally divided into several groups, such as treatment groups, regions, or demographic strata, and the regression relationship may differ between groups. Motivated by this setting, we propose a groupwise predictor envelope model for multivariate linear regression. The proposed model assumes that the group-specific regression coefficient matrices are represented through a common predictor envelope subspace while allowing group-specific regression effects and group-specific error covariance matrices. We derive an objective function for estimating the common predictor envelope, obtain the corresponding regression estimators, and establish asymptotic normality together with an explicit asymptotic variance formula. Moreover, we show that the proposed estimator is asymptotically more efficient than the estimator obtained by fitting predictor envelope models separately to each group. This theoretical advantage over the existing work is also demonstrated through simulation studies.

stat.ME

Mixed-effects Outcome-Adaptive Lasso for Propensity Score Estimation under Partial Interference

Interference occurs when one individual's treatment or exposure affects another individual's outcome. In particular, we assume partial interference, where individuals are divided into groups such that there is no interference between individuals in different groups. In observational studies, inverse probability weighting (IPW) based on propensity scores is often used for causal effect estimation. However, under partial interference, the group-level propensity score must be estimated, and it is more likely to take extreme values than the usual individual-level propensity score. As a result, IPW estimators may have large variances. This problem can become more serious when many covariates are available. In this study, we propose an Outcome-Adaptive Lasso based on a mixed-effects logistic regression model to stably estimate causal effects under partial interference. The proposed method performs covariate selection and estimation in the propensity score model simultaneously while accounting for unobserved group-level heterogeneity in treatment assignment. Under regularity conditions, we show that the proposed method has the oracle property and that the IPW estimators based on the proposed method are consistent and asymptotically normal. Through Monte Carlo simulations, we demonstrate that the proposed method tends to select confounders and prognostic factors at high frequencies, while excluding instrumental variables and spurious variables. The results further suggest that the proposed method improves the finite-sample efficiency of IPW estimators. We evaluate the performance of the proposed method using malaria data from the Democratic Republic of the Congo Demographic and Health Survey (DHS).

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Variable Fusion and Selection via a Spike-and-Slab Approach with Nonlocal Priors

Variable fusion in linear regression models is a statistical method that identifies covariates making similar contributions to the response variable and imposes the same coefficient values on them. Many methods for variable fusion also incorporate variable selection for practical reasons. In this paper, within the Bayesian model averaging (BMA) framework, we propose a spike-and-slab-based Bayesian method that performs both variable fusion and selection. This is challenging in the BMA framework because one must construct a discrete model space that accommodates both selection and fusion and assign suitable priors over that space. In the proposed method, we present a way to explore a model space for variable fusion and selection based on Gibbs sampling by devising a prior distribution for latent variables representing the model. Furthermore, among non-local priors with superior model selection properties, we construct a prior tailored for variable fusion and use it as the slab distribution. We examine the effectiveness of the proposed method through theoretical and empirical studies.

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Structural grouping of extreme value models via graph fused lasso

The generalized Pareto distribution (GPD) is a fundamental model for analyzing the tail behavior of a distribution. In particular, the shape parameter of the GPD characterizes the extremal properties of the distribution. As described in this paper, we propose a method for grouping shape parameters in the GPD for clustered data via graph fused lasso. The proposed method simultaneously estimates the model parameters and identifies which clusters can be grouped together. We establish the asymptotic theory of the proposed estimator and demonstrate that its variance is lower than that of the cluster-wise estimator. This variance reduction not only enhances estimation stability but also provides a principled basis for identifying homogeneity and heterogeneity among clusters in terms of their tail behavior. We assess the performance of the proposed estimator through Monte Carlo simulations. As an illustrative example, our method is applied to rainfall data from 996 clustered sites across Japan.

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DAG Learning from Zero-Inflated Count Data Using Continuous Optimization

We address network structure learning from zero-inflated count data by casting each node as a zero-inflated generalized linear model and optimizing a smooth, score-based objective under a directed acyclic graph constraint. Our Zero-Inflated Continuous Optimization (ZICO) approach uses node-wise likelihoods with canonical links and enforces acyclicity through a differentiable surrogate constraint combined with sparsity regularization. ZICO achieves superior performance with faster runtimes on simulated data. It also performs comparably to or better than common algorithms for reverse engineering gene regulatory networks. ZICO is fully vectorized and mini-batched, enabling learning on larger variable sets with practical runtimes in a wide range of domains.

stat.ML

Practical Causal Evaluation Metrics for Biological Networks

Estimating causal networks from biological data is a critical step in systems biology. When evaluating the inferred network, assessing the networks based on their intervention effects is particularly important for downstream probabilistic reasoning and the identification of potential drug targets. In the context of gene regulatory network inference, biological databases are often used as reference sources. These databases typically describe relationships in a qualitative rather than quantitative manner. However, few evaluation metrics have been developed that take this qualitative nature into account. To address this, we developed a metric, the sign-augmented Structural Intervention Distance (sSID), and a weighted sSID that incorporates the net effects of the intervention. Through simulations and analyses of real transcriptomic datasets, we found that our proposed metrics could identify a different algorithm as optimal compared to conventional metrics, and the network selected by sSID had a superior performance in the classification task of clinical covariates using transcriptomic data. This suggests that sSID can distinguish networks that are structurally correct but functionally incorrect, highlighting its potential as a more biologically meaningful and practical evaluation metric.

q-bio.MN

Simultaneous Modeling of Disease Screening and Severity Prediction: A Multi-task and Sparse Regularization Approach

Identifying clinically relevant biomarkers and developing predictive models are central challenges in biomedical research. Biomarkers are commonly used for disease screening, and some provide information not only on the presence or absence of a disease but also on its severity. Such biomarkers can contribute to treatment prioritization and support clinical decision-making. To address both disease screening and severity prediction, this paper focuses on regression modeling for ordinal outcomes with a hierarchical structure. When the response variable is a combination of the presence of disease and severity, such as {healthy, mild, intermediate, severe}, a straightforward approach is to apply the conventional ordinal regression model. However, such models may lack the flexibility needed to capture heterogeneity in how predictors relate to response levels, particularly when the response levels have a heterogeneous association structure with predictors. Therefore, this paper proposes a model that treats screening and severity prediction as separate tasks, along with an estimation method based on structural sparse regularization. This method is designed to leverage a shared structure between the tasks. In numerical experiments, the proposed method demonstrated stable performance across many scenarios compared to existing ordinal regression methods.

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Multi-task learning via robust regularized clustering with non-convex group penalties

Multi-task learning (MTL) aims to improve estimation and prediction performance by sharing common information among related tasks. One natural assumption in MTL is that tasks are classified into clusters based on their characteristics. However, existing MTL methods based on this assumption often ignore outlier tasks that have large task-specific components or no relation to other tasks. To address this issue, we propose a novel MTL method called Multi-Task Learning via Robust Regularized Clustering (MTLRRC). MTLRRC incorporates robust regularization terms inspired by robust convex clustering, which is further extended to handle non-convex and group-sparse penalties. The extension allows MTLRRC to simultaneously perform robust task clustering and outlier task detection. The connection between the extended robust clustering and the multivariate M-estimator is also established. This provides an interpretation of the robustness of MTLRRC against outlier tasks. An efficient algorithm based on a modified alternating direction method of multipliers is developed for the estimation of the parameters. The effectiveness of MTLRRC is demonstrated through simulation studies and application to real data.

stat.ME

Bayesian Fused Lasso Modeling for Binary Data

L1-norm regularized logistic regression models are widely used for analyzing data with binary response. In those analyses, fusing regression coefficients is useful for detecting groups of variables. This paper proposes a binomial logistic regression model with Bayesian fused lasso. Assuming a Laplace prior on regression coefficients and differences between adjacent regression coefficients enables us to perform variable selection and variable fusion simultaneously in the Bayesian framework. We also propose assuming a horseshoe prior on the differences to improve the flexibility of variable fusion. The Gibbs sampler is derived to estimate the parameters by a hierarchical expression of priors and a data-augmentation method. Using simulation studies and real data analysis, we compare the proposed methods with the existing method.

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Multi-Task Learning Regression via Convex Clustering

Multi-task learning (MTL) is a methodology that aims to improve the general performance of estimation and prediction by sharing common information among related tasks. In the MTL, there are several assumptions for the relationships and methods to incorporate them. One of the natural assumptions in the practical situation is that tasks are classified into some clusters with their characteristics. For this assumption, the group fused regularization approach performs clustering of the tasks by shrinking the difference among tasks. This enables us to transfer common information within the same cluster. However, this approach also transfers the information between different clusters, which worsens the estimation and prediction. To overcome this problem, we propose an MTL method with a centroid parameter representing a cluster center of the task. Because this model separates parameters into the parameters for regression and the parameters for clustering, we can improve estimation and prediction accuracy for regression coefficient vectors. We show the effectiveness of the proposed method through Monte Carlo simulations and applications to real data.

stat.ME

Multivariate regression modeling in integrative analysis via sparse regularization

The multivariate regression model basically offers the analysis of a single dataset with multiple responses. However, such a single-dataset analysis often leads to unsatisfactory results. Integrative analysis is an effective method to pool useful information from multiple independent datasets and provides better performance than single-dataset analysis. In this study, we propose a multivariate regression modeling in integrative analysis. The integration is achieved by sparse estimation that performs variable and group selection. Based on the idea of alternating direction method of multipliers, we develop its computational algorithm that enjoys the convergence property. The performance of the proposed method is demonstrated through Monte Carlo simulation and analyzing wastewater treatment data with microbe measurements.

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Bayesian Fused Lasso Modeling via Horseshoe Prior

Bayesian fused lasso is one of the sparse Bayesian methods, which shrinks both regression coefficients and their successive differences simultaneously. In this paper, we propose a Bayesian fused lasso modeling via horseshoe prior. By assuming a horseshoe prior on the difference of successive regression coefficients, the proposed method enables us to prevent over-shrinkage of those differences. We also propose a Bayesian hexagonal operator for regression with shrinkage and equality selection (HORSES) with horseshoe prior, which imposes priors on all combinations of differences of regression coefficients. Simulation studies and an application to real data show that the proposed method gives better performance than existing methods.

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Multi-task Learning for Compositional Data via Sparse Network Lasso

A network lasso enables us to construct a model for each sample, which is known as multi-task learning. Existing methods for multi-task learning cannot be applied to compositional data due to their intrinsic properties. In this paper, we propose a multi-task learning method for compositional data using a sparse network lasso. We focus on a symmetric form of the log-contrast model, which is a regression model with compositional covariates. The effectiveness of the proposed method is shown through simulation studies and application to gut microbiome data.

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A Bayesian approach to multi-task learning with network lasso

Network lasso is a method for solving a multi-task learning problem through the regularized maximum likelihood method. A characteristic of network lasso is setting a different model for each sample. The relationships among the models are represented by relational coefficients. A crucial issue in network lasso is to provide appropriate values for these relational coefficients. In this paper, we propose a Bayesian approach to solve multi-task learning problems by network lasso. This approach allows us to objectively determine the relational coefficients by Bayesian estimation. The effectiveness of the proposed method is shown in a simulation study and a real data analysis.

stat.ME

Smoothly varying ridge regularization

A basis expansion with regularization methods is much appealing to the flexible or robust nonlinear regression models for data with complex structures. When the underlying function has inhomogeneous smoothness, it is well known that conventional reguralization methods do not perform well. In this case, an adaptive procedure such as a free-knot spline or a local likelihood method is often introduced as an effective method. However, both methods need intensive computational loads. In this study, we consider a new efficient basis expansion by proposing a smoothly varying regularization method which is constructed by some special penalties. We call them adaptive-type penalties. In our modeling, adaptive-type penalties play key rolls and it has been successful in giving good estimation for inhomogeneous smoothness functions. A crucial issue in the modeling process is the choice of a suitable model among candidates. To select the suitable model, we derive an approximated generalized information criterion (GIC). The proposed method is investigated through Monte Carlo simulations and real data analysis. Numerical results suggest that our method performs well in various situations.

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Variable fusion for Bayesian linear regression via spike-and-slab priors

In linear regression models, fusion of coefficients is used to identify predictors having similar relationships with a response. This is called variable fusion. This paper presents a novel variable fusion method in terms of Bayesian linear regression models. We focus on hierarchical Bayesian models based on a spike-and-slab prior approach. A spike-and-slab prior is tailored to perform variable fusion. To obtain estimates of the parameters, we develop a Gibbs sampler for the parameters. Simulation studies and a real data analysis show that our proposed method achieves better performance than previous methods.

stat.ME

Multilinear Common Component Analysis via Kronecker Product Representation

We consider the problem of extracting a common structure from multiple tensor datasets. For this purpose, we propose multilinear common component analysis (MCCA) based on Kronecker products of mode-wise covariance matrices. MCCA constructs a common basis represented by linear combinations of the original variables which loses as little information of the multiple tensor datasets. We also develop an estimation algorithm for MCCA that guarantees mode-wise global convergence. Numerical studies are conducted to show the effectiveness of MCCA.

stat.ML