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结合源分布混合的引导式对抗鲁棒迁移学习AI 解读

Transfer learning is a critical technique that enables the application of knowledge gained from existing tasks or domains to improve performance on a new one, reducing the need for extensive data and training in each new context. Many existing transfer learning methods rely on leveraging information from source populations closely resembling the target population. However, this approach often overlooks valuable knowledge that may be present in different yet potentially…

多源无监督域适应的分布鲁棒学习AI 解读

Empirical risk minimization often performs poorly when the distribution of the target domain differs from those of the source domains. To address such potential distributional shifts, we develop an unsupervised domain adaptation approach that leverages labeled data from multiple source domains and unlabeled data from the target domain. We introduce a distributionally robust model that optimizes an adversarial reward based on explained variance across a class of target…

因果发现后因果效应的选择后推断AI 解读

Summary Algorithms for constraint-based causal discovery select graphical causal models among a space of possible candidates (e.g., all directed acyclic graphs) by executing a sequence of conditional independence tests. These may be used to inform the estimation of causal effects (e.g., average treatment effects) when there is uncertainty about which covariates ought to be adjusted for, or which variables act as confounders versus mediators. However, naively using the data…

联邦元学习的稳健推断AI 解读

Synthesizing information from multiple data sources is critical to ensure knowledge generalizability. Integrative analysis of multi-source data is challenging due to the heterogeneity across sources and data-sharing constraints due to privacy concerns. In this paper, we consider a general robust inference framework for federated meta-learning of data from multiple sites, enabling statistical inference for the prevailing model, defined as the one matching the majority of the…

高维协变量下对异方差稳健的过度识别约束检验AI 解读

This paper proposes an overidentifying restriction test for high-dimensional linear instrumental variable models. The novelty of the proposed test is that it allows the number of covariates and instruments to be larger than the sample size. The test is scale-invariant and robust to heteroskedastic errors. To construct the final test statistic, we first introduce a test based on the maximum norm of multiple parameters that could be high-dimensional. The theoretical power…

最大最小效应的统计推断：识别跨研究稳定关联AI 解读

Integrative analysis of data from multiple sources is critical to making generalizable discoveries. Associations consistently observed across multiple source populations are more likely to be generalized to target populations with possible distributional shifts. In this paper, we model the heterogeneous multi-source data with multiple high-dimensional regressions and make inferences for the maximin effect (Meinshausen, Bühlmann, AoS, 43(4), 1801–1830). The maximin effect…

无效工具变量下的因果推断：选择后问题及搜索与抽样方案AI 解读

Abstract Instrumental variable methods are among the most commonly used causal inference approaches to deal with unmeasured confounders in observational studies. The presence of invalid instruments is the primary concern for practical applications, and a fast-growing area of research is inference for the causal effect with possibly invalid instruments. This paper illustrates that the existing confidence intervals may undercover when the valid and invalid instruments are hard…

高维二元结局广义线性模型的统计推断AI 解读

This paper develops a unified statistical inference framework for high-dimensional binary generalized linear models (GLMs) with general link functions. Both unknown and known design distribution settings are considered. A two-step weighted bias-correction method is proposed for constructing confidence intervals and simultaneous hypothesis tests for individual components of the regression vector. Minimax lower bound for the expected length is established and the proposed…

双重去偏 lasso：隐藏混杂下的高维推断AI 解读

Inferring causal relationships or related associations from observational data can be invalidated by the existence of hidden confounding. We focus on a high-dimensional linear regression setting, where the measured covariates are affected by hidden confounding and propose the doubly debiased lasso estimator for individual components of the regression coefficient vector. Our advocated method simultaneously corrects both the bias due to estimation of high-dimensional…

高维模型中个体化处理效应的最优统计推断AI 解读

Abstract The ability to predict individualized treatment effects (ITEs) based on a given patient's profile is essential for personalized medicine. We propose a hypothesis testing approach to choosing between two potential treatments for a given individual in the framework of high-dimensional linear models. The methodological novelty lies in the construction of a debiased estimator of the ITE and establishment of its asymptotic normality uniformly for an arbitrary future…

高维线性回归解释方差的半监督推断及其应用AI 解读

Summary The paper considers statistical inference for the explained variance βTΣβ under the high dimensional linear model Y = Xβ + ε in the semisupervised setting, where β is the regression vector and Σ is the design covariance matrix. A calibrated estimator, which efficiently integrates both labelled and unlabelled data, is proposed. It is shown that the estimator achieves the minimax optimal rate of convergence in the general semisupervised framework. The optimality result…

高维线性模型中遗传关联性的最优估计AI 解读

Estimating the genetic relatedness between two traits based on the genome-wide association data is an important problem in genetics research. In the framework of high-dimensional linear models, we introduce two measures of genetic relatedness and develop optimal estimators for them. One is genetic covariance, which is defined to be the inner product of the two regression vectors, and another is genetic correlation, which is a normalized inner product by their lengths. We…

高维协变量下的内生性检验AI 解读

Modern, high dimensional data has renewed investigation on instrumental variables (IV) analysis, primarily focusing on estimation of effects of endogenous variables and putting little attention towards specification tests. This paper studies in high dimensions the Durbin–Wu–Hausman (DWH) test, a popular specification test for endogeneity in IV regression. We show, surprisingly, that the DWH test maintains its size in high dimensions, but at an expense of power. We propose a…

存在无效工具变量时的因果效应置信区间：两阶段硬阈值与投票AI 解读

Summary A major challenge in instrumental variable (IV) analysis is to find instruments that are valid, or have no direct effect on the outcome and are ignorable. Typically one is unsure whether all of the putative IVs are in fact valid. We propose a general inference procedure in the presence of invalid IVs, called two-stage hard thresholding with voting. The procedure uses two hard thresholding steps to select strong instruments and to generate candidate sets of valid IVs.…

高维线性回归估计的精度评估AI 解读

This paper considers point and interval estimation of the $\ell_{q}$ loss of an estimator in high-dimensional linear regression with random design. We establish the minimax rate for estimating the $\ell_{q}$ loss and the minimax expected length of confidence intervals for the $\ell_{q}$ loss of rate-optimal estimators of the regression vector, including commonly used estimators such as Lasso, scaled Lasso, square-root Lasso and Dantzig Selector. Adaptivity of confidence…

高维线性回归置信区间的极小极大速率与自适应性AI 解读

Confidence sets play a fundamental role in statistical inference. In this paper, we consider confidence intervals for high-dimensional linear regression with random design. We first establish the convergence rates of the minimax expected length for confidence intervals in the oracle setting where the sparsity parameter is given. The focus is then on the problem of adaptation to sparsity for the construction of confidence intervals. Ideally, an adaptive confidence interval…