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arXiv 2108.13286stat.ME
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基于E值的缺失数据贝叶斯敏感性分析

Bayesian Sensitivity Analysis for Missing Data Using the E-value

Wu Xue, Abbas Zaidi

摘要:

敏感性分析是一个框架,用于评估从缺失的结局数据中得出的结论如何容易偏离不可检验的基础假设。我们扩展了E值,一个流行的度量标准,用于量化因果结论的稳健性,设置缺失的结果。从部分观察到的Facebook转换事件的激励的例子,我们提出的方法进行敏感性分析的规模与三个贡献。首先,我们开发了一种利用噪声基准(例如,用于保护单元级隐私的聚合报告);探索经验得出的主观和客观先验两者。其次,利用贝叶斯估计的敏感性参数,我们提出了一种机制,通过模拟后验推断的E值。最后,封闭形式的分布的E-值的构造,使直接推理时,后验模拟是不可行的,由于计算的限制。我们展示了使用基于数据的模拟,辅以Facebook转换事件的案例研究的E值的渐近推断的性能增益。

英文摘要:

Sensitivity Analysis is a framework to assess how conclusions drawn from missing outcome data may be vulnerable to departures from untestable underlying assumptions. We extend the E-value, a popular metric for quantifying robustness of causal conclusions, to the setting of missing outcomes. With motivating examples from partially-observed Facebook conversion events, we present methodology for conducting Sensitivity Analysis at scale with three contributions. First, we develop a method for the Bayesian estimation of sensitivity parameters leveraging noisy benchmarks(e.g., aggregated reports for protecting unit-level privacy); both empirically derived subjective and objective priors are explored. Second, utilizing the Bayesian estimation of the sensitivity parameters we propose a mechanism for posterior inference of the E-value via simulation. Finally, closed form distributions of the E-value are constructed to make direct inference possible when posterior simulation is infeasible due to computational constraints. We demonstrate gains in performance over asymptotic inference of the E-value using data-based simulations, supplemented by a case-study of Facebook conversion events.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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