Causal inference for social network data

We describe semiparametric estimation and inference for causal effects using observational data from a single social network. Our asymptotic result is the first to allow for dependence of each observation on a growing number of other units as sample size increases. While previous methods have generally implicitly focused on one of two possible sources of dependence among social network observations, we allow for both dependence due to transmission of information across network ties, and for dependence due to latent similarities among nodes sharing ties. We describe estimation and inference for new causal effects that are specifically of interest in social network settings, such as interventions on network ties and network structure. Using our methods to reanalyze the Framingham Heart Study data used in one of the most influential and controversial causal analyses of social network data, we find that after accounting for network structure there is no evidence for the causal effects claimed in the original paper

Dirichlet belief networks for topic structure learning

Recently, considerable research effort has been devoted to developing deep architectures for topic models to learn topic structures. Although several deep models have been proposed to learn better topic proportions of documents, how to leverage the benefits of deep structures for learning word distributions of topics has not yet been rigorously studied. Here we propose a new multi-layer generative process on word distributions of topics, where each layer consists of a set of topics and each topic is drawn from a mixture of the topics of the layer above. As the topics in all layers can be directly interpreted by words, the proposed model is able to discover interpretable topic hierarchies. As a self-contained module, our model can be flexibly adapted to different kinds of topic models to improve their modelling accuracy and interpretability. Extensive experiments on text corpora demonstrate the advantages of the proposed model.Comment: accepted in NIPS 201

Bayesian inference for stochastic differential equation mixed effects models of a tumor xenography study

We consider Bayesian inference for stochastic differential equation mixed effects models (SDEMEMs) exemplifying tumor response to treatment and regrowth in mice. We produce an extensive study on how a SDEMEM can be fitted using both exact inference based on pseudo-marginal MCMC and approximate inference via Bayesian synthetic likelihoods (BSL). We investigate a two-compartments SDEMEM, these corresponding to the fractions of tumor cells killed by and survived to a treatment, respectively. Case study data considers a tumor xenography study with two treatment groups and one control, each containing 5-8 mice. Results from the case study and from simulations indicate that the SDEMEM is able to reproduce the observed growth patterns and that BSL is a robust tool for inference in SDEMEMs. Finally, we compare the fit of the SDEMEM to a similar ordinary differential equation model. Due to small sample sizes, strong prior information is needed to identify all model parameters in the SDEMEM and it cannot be determined which of the two models is the better in terms of predicting tumor growth curves. In a simulation study we find that with a sample of 17 mice per group BSL is able to identify all model parameters and distinguish treatment groups.Comment: Minor revision: posterior predictive checks for BSL have ben updated (both theory and results). Code on GitHub has ben revised accordingl

Psychometrics in Practice at RCEC

A broad range of topics is dealt with in this volume: from combining the psychometric generalizability and item response theories to the ideas for an integrated formative use of data-driven decision making, assessment for learning and diagnostic testing. A number of chapters pay attention to computerized (adaptive) and classification testing. Other chapters treat the quality of testing in a general sense, but for topics like maintaining standards or the testing of writing ability, the quality of testing is dealt with more specifically.\ud All authors are connected to RCEC as researchers. They present one of their current research topics and provide some insight into the focus of RCEC. The selection of the topics and the editing intends that the book should be of special interest to educational researchers, psychometricians and practitioners in educational assessment

On the interaction between market and credit risk: a factor-augmented vector autoregressive (FAVAR) approach

The aim of the paper is to understand the interaction between market and credit risk. Using a comprehensive set of Italian data, we apply a factor model to identify the common sources of risk driving fluctuations in the real and financial sectors. The common latent factors are then inserted in a VAR framework via a Factor Augmented Vector Autoregressive (FAVAR) approach to analyse the role of risk interactions with monetary policy shocks. We find that the impact of a restrictive monetary policy shock on credit risk is amplified when considering the feedback effect deriving from macroeconomic and equity market risk. Thus, neglecting dynamic interactions among risks may lead to biased estimates of the overall risk measure. The approach provides a framework for modelling macro and financial feedback dynamics, shedding some light on the complex interdependence between the financial sector and the real economy.FAVAR approach, credit risk, market risk, factor model