-
Notifications
You must be signed in to change notification settings - Fork 0
/
conclusion.tex
67 lines (58 loc) · 2.66 KB
/
conclusion.tex
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
\section{Conclusion}
\frame{\tableofcontents[currentsection]}
\begin{frame}{Further Results of CSE}
\begin{itemize}
\item Can study \textbf{power, False Discovery Rate (FDR)}, and \textbf{bias of bounded estimators}.
\item Theory also holds for \textbf{Generalized Linear Models (GLMs)} after conditioning on covariates.
\begin{itemize}
\item E.g. logistic regression.
\end{itemize}
\item \textbf{Quasi-convexity} results for the Tilt-Bound/Inverted Tilt-Bound simplify computations to checking vertices.
\item See pre-print for details.
\end{itemize}
\end{frame}
\begin{frame}{Computational Tricks}
\begin{itemize}
\item Adaptive simulation/grid sizing (dramatic overall cost reduction!).
\item Correlated simulations (dramatic sampling reduction!).
\begin{itemize}
\item \textbf{BoTorch} uses a similar (more advanced) trick.
\item Thanks to \textbf{Prof. Art Owen} for the idea!
\end{itemize}
\item How to perform \textbf{1 trillion simulations} of a complex Bayesian design?
\begin{itemize}
\item \textbf{Integrated Nested Laplace Approximation (INLA)}.
\item Our INLA code is \textbf{1 million times faster} than standard MCMC packages.
\item Similar accuracy in most cases.
\end{itemize}
\end{itemize}
\end{frame}
\begin{frame}{Remarks}
\begin{itemize}
\item Proof-by-simulation is \textbf{general, powerful, and robust}.
\item Continuous Simulation Extension converts
simulations at finite points
into guarantees over \textbf{regions}.
\item Practical advantage: CSE analyzes the design
\textbf{as represented in code}. Robust to:
\begin{itemize}
\item Approximations.
\item Theoretical uncertainties with convergence of algorithms
\end{itemize}
\item With the right software, method is \textbf{tractable}!
\end{itemize}
\end{frame}
\begin{frame}{End Goals}
%\begin{itemize}
% \item We hope these tools can streamline innovation in trial design
% \item Objective proofs should help improve regulatory consistency
% \item Reducing the time and human capital cost of validating new procedures is good for everyone
% \item Speculatively: this might pave the way to use ``black-box" statistical procedures. Our guarantees would apply, as long as the model class assumption is trusted.
%\end{itemize}
\begin{itemize}
\item Streamline innovation in trial design.
\item Improve regulatory consistency with objective proofs.
\item Reduce time and human capital cost of validating new procedures.
\item Speculatively: enable new ``black-box" statistical procedures.
\end{itemize}
\end{frame}