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Re-evaluating the Impact of Hormone Replacement Therapy on Heart Disease Using Match-Adaptive Randomization Inference

用匹配自适应随机化推断重新评估激素替代疗法对心脏病的影响

Matching is an appealing way to design observational studies because it mimics the data structure produced by stratified randomized trials, pairing treated individuals with similar controls. After matching, inference is often conducted using methods tailored for stratified randomized trials in which treatments are permuted within matched pairs. However, in observational studies, matched pairs are not predetermined before treatment; instead, they are constructed based on…

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Power Enhancement in High-Dimensional Heterogeneous Mediation Analysis

高维异质中介分析的检验功效增强

Mediation models are widely used in many scientific areas to understand how an exposure variable impacts an outcome variable through an intermediate variable. In this article, we develop powerful inferential methods to analyze mediation effects in high-dimensional contexts with intercorrelated potential mediators in models with linear and generalized linear outcomes. We draw attention to heterogeneous mediation, and show that existing testing approaches based on the total…

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A Transfer Learning Framework for Multilayer Networks via Model Averaging

通过模型平均实现多层网络迁移学习的框架

Link prediction in multilayer networks is a key challenge in applications such as recommendation systems and protein-protein interaction prediction. While many techniques have been developed, most rely on assumptions about shared structures and require access to raw auxiliary data, limiting their practicality. To address these issues, we propose a novel transfer learning framework for multilayer networks using a bi-level model averaging method. A $K$-fold cross-validation…

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Statistical Inference with Mixed-Effect Model for Covariate-Adaptive Randomized Experiments

协变量自适应随机实验中混合效应模型的统计推断

Recent clinical studies increasingly involve a long factor with many levels, e.g., investigation sites, resulting in a large number of strata that must be accounted for either through design or subsequent analysis. This complication has prompted concerns from the U.S. Food and Drug Administration (FDA, 2023) regarding the adequacy of standard statistical methods, whose performance may deteriorate, and their properties become unclear when the number of strata is relatively…

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Mixture of Directed Graphical Models for Discrete Spatial Random Fields

离散空间随机场的有向图模型混合

Current approaches for modeling discrete-valued outcomes associated with spatially-dependent areal units incur computational and theoretical challenges, especially in the Bayesian setting when full posterior inference is desired. As an alternative, we propose a novel statistical modeling framework for this data setting, namely a mixture of directed graphical models (MDGMs). The components of the mixture, directed graphical models, can be represented by directed acyclic…

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Optimal estimators and tests for reciprocal effects

有向网络互惠效应的最优估计与检验

The $p_1$ model plays a fundamental role in modeling directed networks, where the reciprocal effect parameter $ρ$ is of special interest in practice. However, due to nonlinear factors in this model, how to estimate $ρ$ efficiently is a long-standing open problem. We tackle the problem by the cycle count approach. The challenge is, due to the nonlinear factors in the model, for any given type of generalized cycles, the expected count is a complicated function of many…

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ARMA-Design: Optimal Treatment Allocation Strategies for A/B Testing in Partially Observable Experiments

ARMA-Design:部分可观测实验中 A/B 测试的最优处理分配

Online experiments are frequently employed in technological companies to evaluate the performance of a newly developed policy, product, or treatment relative to a baseline control. In many applications, the experimental units receive a sequence of treatments over time. To handle these time-dependent settings, existing A/B testing solutions typically assume a fully observable experimental environment that satisfies the Markov condition. However, this assumption often does not…

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Entity Ranking with Covariates and Sparse Intrinsic Scores

结合协变量与稀疏内在得分的实体排序

This paper addresses the item ranking problem with associated covariates, focusing on scenarios where the preference scores can not be fully explained by covariates, and the remaining intrinsic scores are sparse. Specifically, we extend the pioneering Bradley-Terry-Luce (BTL) model by incorporating covariate information and considering sparse individual intrinsic scores. Our work introduces novel model identification conditions and examines the statistical rates of the…

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Two-way Homogeneity Pursuit for Quantile Network Vector Autoregression

分位数网络向量自回归中的双向同质性分组

We propose a two-way grouped network quantile (TGNQ) autoregression model for time series data observed on networks with substantial heterogeneity and complex directional interactions. Motivated by prior studies on network effects in directed networks, our model assigns each node two latent group memberships to flexibly capture asymmetric and heterogeneous interactions among users. These memberships, along with model parameters, can be consistently estimated using the…

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Privacy-Preserving Transfer Learning for Community Detection using Locally Distributed Multiple Networks

本地分布式多网络社区检测的隐私保护迁移学习

Modern applications increasingly involve highly sensitive network data, where raw edges cannot be shared due to privacy constraints. We propose \texttt{TransNet}, a new spectral clustering-based transfer learning framework that improves community detection on a \emph{target network} by leveraging heterogeneous, locally stored, and privacy-preserved auxiliary \emph{source networks}. Our focus is the \textit{local differential privacy} regime, in which each local data provider…

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Model-free Feature Screening and False Discovery Control for High-dimensional Quantile Regressions

高维分位数回归的无模型特征筛选与错误发现控制

High-dimensional quantile regressions are powerful tools for capturing the diverse relationships between predictors and response variables across different quantile levels. However, existing feature screening methods for quantile regressions often rely on restrictive model assumptions, limiting their applicability in complex data settings. In this paper, we propose a novel model-free feature screening framework for high-dimensional quantile regressions, leveraging a novel…

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A Unified Framework for Rerandomization using Quadratic Forms

基于二次型的再随机化统一框架

When designing a randomized experiment, one way to ensure treatment and control groups exhibit similar covariate distributions is to randomize treatment until some prespecified level of covariate balance is satisfied; this strategy is known as rerandomization. Most rerandomization methods utilize balance metrics based on a quadratic form vTAv, where v is a vector of covariate mean differences and A is a positive semi-definite matrix. In this work, we derive general results…

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Adjusting Auxiliary Variables under Approximate Neighborhood Interference

近似邻域干扰下的辅助变量调整

Randomized experiments are the gold standard for causal inference. However, traditional assumptions, such as the Stable Unit Treatment Value Assumption (SUTVA), often fail in real-world settings where interference between units is present. Network interference, in particular, has garnered significant attention. Structural models, like the linear-in-means model, are commonly used to describe interference, but they rely on the correct specification of the model, which can be…

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Quantile regression for censored data with a cure fraction

含治愈比例的删失数据分位数回归

Quantile regression is emerging as a valuable statistical tool for exploring complete information on the exposure-outcome relationship. This paper investigates a novel inference procedure for quantile regression models to analyze survival data with a cure fraction. A two-component mixture cure model is used, in which the cure fraction follows a logistic model and the uncured individuals follow a linear quantile regression model. Our main interest lies in the estimation of…

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A General Latent Embedding Approach for Modeling Non-uniform High-dimensional Sparse Hypergraphs with Multiplicity

非均匀高维稀疏多重超图的通用潜在嵌入建模

Recent research has shown growing interest in modeling hypergraphs, which capture polyadic interactions among entities beyond traditional dyadic relations. However, most existing methodologies for hypergraphs face significant limitations, including their heavy reliance on uniformity restrictions for hyperlink orders and their inability to account for repeated observations of identical hyperlinks. In this work, we introduce a novel and general latent embedding approach that…

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Enhanced Marginal Sensitivity Model and Bounds

增强边际敏感性模型及其界限

Sensitivity analysis is important to assess the impact of unmeasured confounding in causal inference from observational studies. The marginal sensitivity model (MSM) provides a useful approach in quantifying the influence of unmeasured confounders on treatment assignment and leading to tractable sharp bounds of common causal parameters. In this paper, to tighten MSM sharp bounds, we propose the enhanced MSM (eMSM) by incorporating another sensitivity constraint which…

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Anytime-Valid Inference in Linear Models with Applications to Regression-Adjusted Causal Inference

线性模型的随时有效推断及回归调整因果推断应用

Linear models are foundational tools in statistics and ubiquitous across the applied sciences. However, conventional statistical tests, such as t-tests and F-tests, are only valid at fixed sample sizes, making them unsuitable for sequential settings such as online A/B testing. We develop an anytime-valid theory of inference for the linear model, introducing sequential analogues of classical tests and confidence sets that provide Type-I error control and coverage guarantees…

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Incremental effects for continuous exposures

连续暴露的增量干预效应

Causal inference problems often involve continuous treatments, such as dose, duration, or frequency. However, identifying and estimating standard dose-response estimands requires that everyone has some chance of receiving any level of the exposure (i.e., positivity). To avoid this assumption, we consider stochastic interventions based on exponentially tilting the treatment distribution by some parameter $δ$ (an incremental effect); this increases or decreases the likelihood…

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Penalized Network Cross-Validation for Nested Models by Edge-Sampling

基于边抽样的嵌套网络模型惩罚交叉验证

In the network literature, a wide range of statistical models has been proposed to exploit structural patterns in the data. Therefore, model selection between different models is a fundamental problem. However, systematic theoretical understanding remains limited when comparisons involve different model classes. To address this challenging issue, we propose a penalized edge-sampling cross-validation framework for nested network model selection. By incorporating a model…

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Longitudinal weighted and trimmed treatment effects with flip interventions

翻转干预下的纵向加权与修剪处理效应

Weighting and trimming are popular methods for addressing positivity violations in causal inference. While well-studied with single-timepoint data, standard methods do not easily generalize to longitudinal data and remain vulnerable to time-varying positivity violations. We extend weighting and trimming to longitudinal settings via stochastic “flip” interventions, which maintain the treatment status of subjects who would have received the target treatment, and flip others’…

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Transfer Learning of CATE with Kernel Ridge Regression

基于核岭回归的条件平均处理效应迁移学习

The proliferation of data has sparked significant interest in leveraging findings from one study to estimate treatment effects in a different target population without direct outcome observations. However, the transfer learning process is frequently hindered by substantial covariate shift and limited overlap between (i) the source and target populations, as well as (ii) the treatment and control groups within the source. We propose a novel method for overlap-adaptive…

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Statistical Modeling of Combinatorial Response Data

组合响应数据的统计建模

There is a rich literature for modeling binary and polychotomous responses. However, existing methods are inadequate for handling combinatorial responses, where each response is an integer array under additional constraints. Such data are increasingly common in modern applications, such as surveys collected under skip logic, event propagation on a network, and observed matching in ecology. Ignoring the combinatorial structure leads to biased estimation and prediction. The…

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A Spectral Confounder Adjustment for Spatial Regression with Multiple Exposures and Outcomes

多暴露与多结局空间回归的谱混杂调整

Characterizing social vulnerability is fundamental to disaster response planning. Numerous vulnerability indicators have been developed, but they are typically not validated for their predictive power over the outcomes of interest. As with many environmental health studies where interventions are impractical or unethical, validation of social vulnerability against public health outcomes is observational and relies on spatially-dependent data. Observational studies are…

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Double/Debiased Machine Learning for Treatment Effects in Dynamic Panels

动态面板处理效应的双重/去偏机器学习

We introduce a novel framework for causal inference in dynamic panel data that extends the cross-sectional Double/Debiased Machine Learning (DML) approach. The method rests on a partially linear dynamic panel model with two-way fixed effects for potential outcomes and readily accommodates binary, multi-valued, or continuous treatments. To translate potential outcome models into an estimable form, we introduce dynamic conditional independence assumptions. By integrating…

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