6,047 research outputs found

    Bayesian Inference for Graphical Factor Analysis Models

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    We generalize factor analysis models by allowing the concentration matrix of the residuals to have nonzero off-diagonal elements. The resulting model is named graphical factor analysis model. Allowing a structure of associations gives information about the correlation left unexplained by the unobserved variables, which can be used both in the confirmatory and exploratory context. We first present a sufficient condition for global identifiability of this class of models with a generic number of factors, thereby extending the results in Stanghellini (1997) and Vicard (2000).We then consider the issue of model comparison and show that fast local computations are possible for this purpose, if the conditional independence graphs on the residuals are restricted to be decomposable and a Bayesian approach is adopted. To achieve this aim, we propose a new reversible jump MCMC method to approximate the posterior probabilities of the considered models. We then study the evolution of political democracy in 75 developing countries based on eight measures of democracy in two different years

    Identification of principal causal effects using secondary outcomes.

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    Unless strong assumptions are made, identification of principal causal effects in causal studies can only be partial and bounds (or sets) for the causal effects are established. In the presence of a secondary outcome, recent results exist to sharpen the bounds that exploit conditional independence assumptions (Mealli and Pacini, 2012). More general results, though not embedded in a causal framework, can be found on concentration graphs with a latent variable (Stanghellini and Vantaggi, 2013). The aim of this paper is to establish a link between the two settings and to show that adapting results contained in the latter paper can help achieving identification of principal casual effects in studies with more than one secondary outcome

    Big Data e Intelligenza Artificiale in Medicina di Laboratorio

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    In the last few years, artificial intelligence (AI) is gaining attention in several medical disciplines, including laboratory medicine (LM). The raised interest on AI has been fueled not only by the huge amounts of information daily generated, but also by the special natural context offered by laboratories, where digitalization have already occupied an important part of the routine workflow of patients’ data. Motivated by these topics and under the auspices of SIBioC, a conference on AI and big data was organized in May 2022 in Bologna, Italy. This conference covered several topics of AI and big data, including but not limited to the current and future perspectives, comprising ethical challenges and the role of laboratory specialists, including young professionals, the productive integration of AI with information technologies and with other digital infrastructure, such as the LOINC and the block chain. Furthermore, some examples of real application of AI in LM were reported, including diagnosis and monitoring of familiar hypercholesterolemia, management of insulin treatments for diabetes, reference intervals identification and verification by indirect methods, COVID-19 diagnosis and the monitoring of outpatients monoclonal gammopathy treatment by digital healthcare

    Introduzione ai metodi statistici per il credit scoring

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    Il libro descrive in dettaglio gli strumenti statistici maggiormente utilizzati nel settore della valutazione e-ante del rischio di credito

    Forecasting Probability of Bankruptcy from unbalanced data

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    When analysing the determinants of bankruptcy of small and medium enterprises, one of the most common problems is that of unbalanced data, as very often the event under study happens in only a small percentage of cases. The aim of this paper is to explore three different statistical methods of coping with unbalanced data and to identify which of these has the greatest predictive capability in the context of the bankrupcty event. The dataset is composed of all firms which were active in Tuscany in 2006. For each of them we have a five-year series of balance sheet indicators. Bankruptcy is represented by their legal status at May 2010. We focused on some indicators previously identified as predictors of the state of bankruptcy (Pierri 2013; Pierri, Burchi and Stanghellini 2013) and we tested the same model using the following three methods: logistic regression for matched case-control studies, logistic regression for a random balanced data sample, logistic regression for a sample balanced by ROSE (Random OverSampling Examples, Menardi and Torelli 2014). We built a training sample to develop the models and a hold-out sample to compare their discriminatory ability through ROC curves

    Exact mediation analysis for ordinal outcome and binary mediator

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    With reference to a single mediator context, this brief report presents a model-based strategy to estimate counterfactual direct and indirect effects when the response variable is ordinal and the mediator is binary. Postulating a logistic regression model for the mediator and a cumulative logit model for the outcome, the exact parametric formulation of the causal effects is presented, thereby extending previous work that only contained approximated results. The identification conditions are equivalent to the ones already established in the literature. The effects can be estimated by making use of standard statistical software and standard errors can be computed via a bootstrap algorithm. To make the methodology accessible, routines to implement the proposal in R are presented in the Appendix. A natural effect model coherent with the postulated data generating mechanism is also derived.Comment: 16 pages, 5 figure
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