学术讲座

1月6日 | 马彦源:Doubly Flexible Estimation under Label Shift

时    间:2025年1月6日 15:30-16:30

地    点:普陀校区理科大楼A1114

报告人:马彦源  美国宾夕法尼亚大学教授

主持人:於州华东师范大学教授

摘   要:

In studies ranging from clinical medicine to policy research, complete data are usually available from a population P, but the quantity of interest is often sought for a related but different population Q which only has partial data. We consider the setting when both outcome Y and covariate X are available from P but only X is available from Q, under the label shift assumption; i.e., the conditional distribution of X given Y is the same in the two populations. To estimate the parameter of interest in Q by leveraging information from P, three ingredients are essential: (a)the common conditional distribution of X given Y, (b) the regression model of Y given X in P, and (c) the density ratio of the outcome Y between the two populations. We propose an estimation procedure that only needs some standard nonparametric technique to approximate the conditional expectations with respect to (a), while by no means needs an estimate or model for (b) or (c); i.e., doubly flexible to the model misspecifications of both (b) and (c). This is conceptually different from the well-known doubly robust estimation in that, double robustness allows at most one model to be misspecified whereas our proposal can allow both (b) and (c) to be misspecified.

This is of particular interest in label shift because estimating (c) is difficult, if not impossible, by virtue of the absence of the Y -data from Q. While estimating (b) is occasionally o -the-shelf, it may encounter issues related to the curse of dimensionality or computational challenges. We develop the large sample theory for the proposed estimator, and examine its finite-sample performance through simulation studies as well as an application to the MIMIC-III database.

报告人简介:

马彦源,现为宾夕法尼亚州立大学统计系教授,北京大学学士学位,麻省理工学院博士学位。其主要研究兴趣包括:降维、测量误差模型、潜在变量模型、混合样本、非参数、半参数、生存分析等。已公开发表论文160余篇,其中有40余篇发表在国际统计学和计量经济学顶级期刊如JRSSB、AoS、JASA、Biometrika和JoE。曾担任国际统计学顶级期刊JRSSB、JASA、Biometrics的副主编。


发布者:张瑛发布时间:2025-01-02浏览次数:10