The Experts below are selected from a list of 360 Experts worldwide ranked by ideXlab platform
Neil Shephard - One of the best experts on this subject based on the ideXlab platform.
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time series experiments and causal estimands exact randomization tests and trading
Journal of the American Statistical Association, 2019Co-Authors: Iavor Bojinov, Neil ShephardAbstract:We define causal estimands for experiments on single time series, extending the Potential Outcome framework to dealing with temporal data. Our approach allows the estimation of a broad class of the...
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econometric analysis of Potential Outcomes time series instruments shocks linearity and the causal response function
arXiv: Econometrics, 2019Co-Authors: Ashesh Rambachan, Neil ShephardAbstract:Bojinov & Shephard (2019) defined Potential Outcome time series to nonparametrically measure dynamic causal effects in time series experiments. Four innovations are developed in this paper: "instrumental paths," treatments which are "shocks," "linear Potential Outcomes" and the "causal response function." Potential Outcome time series are then used to provide a nonparametric causal interpretation of impulse response functions, generalized impulse response functions, local projections and LP-IV.
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a nonparametric dynamic causal model for macroeconometrics
2019Co-Authors: Ashesh Rambachan, Neil ShephardAbstract:This paper uses Potential Outcome time series to provide a nonparametric framework for quantifying dynamic causal effects in macroeconometrics. This provides sufficient conditions for the nonparametric identification of dynamic causal effects as well as clarify the causal content of several common assumptions and methods in macroeconomics. Our key identifying assumption is shown to be non-anticipating treatments which enables nonparametric inference on dynamic causal effects. Next, we provide a formal definition of a `shock' and this leads to a shocked Potential Outcome time series. This is a nonparametric statement of the Frisch-Slutzky paradigm. The common additional assumptions that the causal effects are additive and that the treatments are shocks place substantial restrictions on the underlying dynamic causal estimands. We use this structure to causally interpret several common estimation strategies. We provide sufficient conditions under which local projections is causally interpretable and show that the standard assumptions for local projections with an instrument are not sufficient to identify dynamic causal effects. We finally show that the structural vector moving average form is causally equivalent to a restricted Potential Outcome time series under the usual invertibility assumption.
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time series experiments and causal estimands exact randomization tests and trading
arXiv: Methodology, 2017Co-Authors: Iavor Bojinov, Neil ShephardAbstract:We define causal estimands for experiments on single time series, extending the Potential Outcome framework to dealing with temporal data. Our approach allows the estimation of some of these estimands and exact randomization based p-values for testing causal effects, without imposing stringent assumptions. We test our methodology on simulated "Potential autoregressions,"which have a causal interpretation. Our methodology is partially inspired by data from a large number of experiments carried out by a financial company who compared the impact of two different ways of trading equity futures contracts. We use our methodology to make causal statements about their trading methods.
Michael T Lawton - One of the best experts on this subject based on the ideXlab platform.
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improved Outcomes for patients with cerebrovascular malformations at high volume centers the impact of surgeon and hospital volume in the united states 2000 2009
Journal of Neurosurgery, 2017Co-Authors: Jason M Davies, Michael T LawtonAbstract:OBJECTIVETreatment of cerebrovascular malformations has grown in complexity with the development of multimodal approaches, including microsurgery, endovascular treatments, and radiosurgery. In spite of this changing standard of care, the provision of care continues across a variety of settings. The authors sought to determine the risk of adverse Outcome after treatment of patients with vascular malformations in the US. Patient, surgeon, and hospital characteristics, including volume, were tested as Potential Outcome predictors.METHODSThe authors examined data collected between 2000 and 2009 in the Nationwide Inpatient Sample (NIS) database, assessing safety, quality, and cost-effectiveness. They performed multivariate analyses of trends in microsurgical, radiosurgical, and endovascular treatment by hospital and surgeon volume, using death, routine discharge percentage, length of stay (LOS), complications, and hospital charges as end points. They further computed the value of care, which was defined as the...
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Improved Outcomes for patients with cerebrovascular malformations at high-volume centers: the impact of surgeon and hospital volume in the United States, 2000-2009.
Journal of neurosurgery, 2016Co-Authors: Jason M Davies, Michael T LawtonAbstract:OBJECTIVETreatment of cerebrovascular malformations has grown in complexity with the development of multimodal approaches, including microsurgery, endovascular treatments, and radiosurgery. In spite of this changing standard of care, the provision of care continues across a variety of settings. The authors sought to determine the risk of adverse Outcome after treatment of patients with vascular malformations in the US. Patient, surgeon, and hospital characteristics, including volume, were tested as Potential Outcome predictors.METHODSThe authors examined data collected between 2000 and 2009 in the Nationwide Inpatient Sample (NIS) database, assessing safety, quality, and cost-effectiveness. They performed multivariate analyses of trends in microsurgical, radiosurgical, and endovascular treatment by hospital and surgeon volume, using death, routine discharge percentage, length of stay (LOS), complications, and hospital charges as end points. They further computed the value of care, which was defined as the...
Bezirgen Veliyev - One of the best experts on this subject based on the ideXlab platform.
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functional sequential treatment allocation with covariates
arXiv: Machine Learning, 2020Co-Authors: Anders Bredahl Kock, David Preinerstorfer, Bezirgen VeliyevAbstract:We consider a multi-armed bandit problem with covariates. Given a realization of the covariate vector, instead of targeting the treatment with highest conditional expectation, the decision maker targets the treatment which maximizes a general functional of the conditional Potential Outcome distribution, e.g., a conditional quantile, trimmed mean, or a socio-economic functional such as an inequality, welfare or poverty measure. We develop expected regret lower bounds for this problem, and construct a near minimax optimal assignment policy.
Fay B Horak - One of the best experts on this subject based on the ideXlab platform.
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the instrumented timed up and go test Potential Outcome measure for disease modifying therapies in parkinson s disease
Journal of Neurology Neurosurgery and Psychiatry, 2010Co-Authors: Cris Zampieri, A Salarian, Patricia Carlsonkuhta, Kamiar Aminian, John G Nutt, Fay B HorakAbstract:The Timed Up and Go (TUG) test has been used to assess balance and mobility in Parkinson’s Disease (PD). However, it is not known if this test is sensitive to subtle abnormalities present in early stages of the disease, when balance and gait problems are not clinically evident but may be detected with instrumented analysis of movement. We hypothesize that postural transitions and arm swing during gait will be the most sensitive characteristics of the TUG for early PD. In the present study, we instrumented the TUG test (iTUG) using portable inertial sensors, and extended the walking distance from 3 meters (traditional TUG) to 7 meters. Twelve subjects with early-to-moderate, untreated PD and 12 healthy individuals participated. Our findings show that although the stopwatch measure of TUG duration did not detect abnormalities in early-to-mid stage PD, the peak arm swing velocity on the more affected side, average turning velocity, cadence and peak trunk rotation velocity were significantly slower. These iTUG parameters were also correlated with the UPDRS Motor Scale. Thus, the iTUG test is sensitive to untreated PD and could Potentially detect progression of PD and response to symptomatic and disease-modifying treatments.
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the instrumented timed up and go test Potential Outcome measure for disease modifying therapies in parkinson s disease
Journal of Neurology Neurosurgery and Psychiatry, 2010Co-Authors: Cris Zampieri, A Salarian, Patricia Carlsonkuhta, Kamiar Aminian, John G Nutt, Fay B HorakAbstract:The Timed Up and Go (TUG) test has been used to assess balance and mobility in Parkinson's Disease (PD). However, it is not known if this test is sensitive to subtle abnormalities present in early stages of the disease, when balance and gait problems are not clinically evident but may be detected with instrumented analysis of movement. We hypothesise that postural transitions and arm swing during gait will be the most sensitive characteristics of the TUG for early PD. In the present study, we instrumented the TUG test (iTUG) using portable inertial sensors, and extended the walking distance from 3 m (traditional TUG) to 7 m. Twelve subjects with early-to-moderate, untreated PD and 12 healthy individuals participated. Our findings show that although the stopwatch measure of TUG duration did not detect any abnormalities in early-to-mid-stage PD, the peak arm swing velocity on the more affected side, average turning velocity, cadence and peak trunk rotation velocity were significantly slower. These iTUG parameters were also correlated with the Unified Parkinson's Disease Rating Motor Scale. Thus, the iTUG test is sensitive to untreated PD and could Potentially detect progression of PD and response to symptomatic and disease-modifying treatments.
A Salarian - One of the best experts on this subject based on the ideXlab platform.
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the instrumented timed up and go test Potential Outcome measure for disease modifying therapies in parkinson s disease
Journal of Neurology Neurosurgery and Psychiatry, 2010Co-Authors: Cris Zampieri, A Salarian, Patricia Carlsonkuhta, Kamiar Aminian, John G Nutt, Fay B HorakAbstract:The Timed Up and Go (TUG) test has been used to assess balance and mobility in Parkinson’s Disease (PD). However, it is not known if this test is sensitive to subtle abnormalities present in early stages of the disease, when balance and gait problems are not clinically evident but may be detected with instrumented analysis of movement. We hypothesize that postural transitions and arm swing during gait will be the most sensitive characteristics of the TUG for early PD. In the present study, we instrumented the TUG test (iTUG) using portable inertial sensors, and extended the walking distance from 3 meters (traditional TUG) to 7 meters. Twelve subjects with early-to-moderate, untreated PD and 12 healthy individuals participated. Our findings show that although the stopwatch measure of TUG duration did not detect abnormalities in early-to-mid stage PD, the peak arm swing velocity on the more affected side, average turning velocity, cadence and peak trunk rotation velocity were significantly slower. These iTUG parameters were also correlated with the UPDRS Motor Scale. Thus, the iTUG test is sensitive to untreated PD and could Potentially detect progression of PD and response to symptomatic and disease-modifying treatments.
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the instrumented timed up and go test Potential Outcome measure for disease modifying therapies in parkinson s disease
Journal of Neurology Neurosurgery and Psychiatry, 2010Co-Authors: Cris Zampieri, A Salarian, Patricia Carlsonkuhta, Kamiar Aminian, John G Nutt, Fay B HorakAbstract:The Timed Up and Go (TUG) test has been used to assess balance and mobility in Parkinson's Disease (PD). However, it is not known if this test is sensitive to subtle abnormalities present in early stages of the disease, when balance and gait problems are not clinically evident but may be detected with instrumented analysis of movement. We hypothesise that postural transitions and arm swing during gait will be the most sensitive characteristics of the TUG for early PD. In the present study, we instrumented the TUG test (iTUG) using portable inertial sensors, and extended the walking distance from 3 m (traditional TUG) to 7 m. Twelve subjects with early-to-moderate, untreated PD and 12 healthy individuals participated. Our findings show that although the stopwatch measure of TUG duration did not detect any abnormalities in early-to-mid-stage PD, the peak arm swing velocity on the more affected side, average turning velocity, cadence and peak trunk rotation velocity were significantly slower. These iTUG parameters were also correlated with the Unified Parkinson's Disease Rating Motor Scale. Thus, the iTUG test is sensitive to untreated PD and could Potentially detect progression of PD and response to symptomatic and disease-modifying treatments.