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利用大时间维度面板数据估计未观测的横截面网络连接AI 解读

We propose a simple three-step method to estimate the cross-sectional interdependence in a customary network econometric model with an unobserved network and a large T. First, we estimate the reduced-form model to construct instruments for the endogenous peer outcomes. Second, we use two-stage least squares to estimate the direct and contextual effects of the exogenous regressors, as well as the endogenous peer effect. Third, we estimate the network weight matrix. Monte…

网络干扰下修正处理政策的因果效应AI 解读

Abstract Modified treatment policies are a widely applicable class of interventions useful for studying the causal effects of continuous exposures. Approaches to evaluating their causal effects assume no interference, meaning that such effects cannot be learned from data in settings where the exposure of one unit affects the outcomes of others, as is common in spatial or network data. We introduce a new class of intervention—induced modified treatment policies—which we show…

去中心化网络上的惩罚经验似然AI 解读

Abstract Empirical likelihood encounters serious computational challenges when applied to massive datasets or multiple data sources distributed across decentralized networks. This paper proposes a constrained empirical likelihood framework for decentralized networks, utilizing a novel penalization technique to obtain a penalized empirical log-likelihood. The resulting empirical log-likelihood ratio statistic is proved to be asymptotically standard chi-squared even for a…

分位数网络向量自回归中的双向同质性分组AI 解读

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…

空间动态面板的再中心化矩估计量AI 解读

This paper proposes a recentered method of moments (RMM) approach for estimating spatial dynamic panel data (SDPD) models with both individual and time fixed effects. This approach directly exploits the correlation of regressors and disturbances, where heteroskedasticity may exist across units and/or over time. It is computationally tractable and can handle situations where other methods are not applicable. We show that the proposed estimator is consistent and asymptotically…

测地线双重差分AI 解读

Summary Difference-in-differences (DID) is a widely used quasi-experimental design for causal inference, traditionally applied to scalar or Euclidean outcomes, while extensions to outcomes residing in non-Euclidean spaces remain limited. Existing methods for such outcomes have primarily focused on univariate distributions, leveraging linear operations in the space of quantile functions, but these approaches cannot be directly extended to outcomes in general metric spaces. In…

本地分布式多网络社区检测的隐私保护迁移学习AI 解读

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…

贝叶斯时空变化边界识别AI 解读

Stochastic process models for spatiotemporal data underlying random fields find substantial utility in a range of scientific disciplines. Subsequent to predictive inference on the values of the random field (or spatial surface indexed continuously over time) at arbitrary space-time coordinates, scientific interest often turns to gleaning information regarding zones of rapid spatial-temporal change. We develop Bayesian modeling and inference for directional rates of change…

空间回归中的系数稳定性检验AI 解读

This paper develops a test for coefficient variability in spatial regressions. The test is designed to have good power for a wide range of persistent patterns of coefficient variation, be applicable in a wide range of spatial designs, and accommodate spatial correlation in regressors and regression errors. The test approximates the locally best invariant test for coefficient stability in a Gaussian regression model with martingale-like coefficient variation under the…

空间相关的设计型分析方法AI 解读

When observing spatial data, what standard errors should we report? With the finite population framework, we identify three channels of spatial correlation: sampling scheme, assignment design, and model specification. The Eicker-Huber-White standard error, the cluster-robust standard error, and the spatial heteroskedasticity and autocorrelation consistent standard error are compared under different combinations of the three channels. Then, we provide guidelines for whether…

存在干扰时的双重差分AI 解读

In many scenarios, such as the evaluation of place-based policies, potential outcomes depend not only on the unit’s own treatment but also on its neighbors’ treatments. Despite this, “difference-in-differences” (DID) type estimators typically ignore such interference among neighbors. I show in this paper that the canonical DID estimators generally fail to identify interesting causal effects in the presence of neighborhood interference. To incorporate interference structure…

稀疏网络的拟合优度检验AI 解读

The stochastic block model (SBM) has been widely used to analyze network data. Various goodness-of-fit tests have been proposed to assess the adequacy of model structures. To the best of our knowledge, however, none of the existing approaches are applicable for sparse networks in which the connection probability of any two communities is of order n−1logn, and the number of communities is divergent. To fill this gap, we propose a novel goodness-of-fit test for the stochastic…

含固定效应的门槛空间面板回归AI 解读

We introduce general estimation and inference methods for threshold spatial panel regression with two-way fixed effects in a diminishing-threshold-effects framework. A valid objective function is obtained through a simple adjustment on the concentrated quasi loglikelihood with fixed effects being concentrated out, which leads to a consistent estimation of all common parameters. We show that the estimation of threshold parameter has a negligible effect on the asymptotic…

干扰结构设定的条件随机化检验AI 解读

ABSTRACT This study proposes specification tests for interference structure in causal inference with spillovers. We focus on experimental settings in which the treatment assignment mechanism is known. To test whether a given exposure mapping adequately summarizes the true interference structure, we develop conditional randomization tests by utilizing the hierarchical relationship between the null and alternative exposure mappings. When there are multiple candidate exposure…

近似邻域干扰下的辅助变量调整AI 解读

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…

非均匀高维稀疏多重超图的通用潜在嵌入建模AI 解读

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…

基于边抽样的嵌套网络模型惩罚交叉验证AI 解读

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…

多矩阵自回归模型及其多模态网络应用AI 解读

Matrix-valued time-series data have become increasingly prevalent across diverse fields, including economics, finance, computer science, engineering, and signal processing. However, mixed matrix-vector structures in real-world data present challenges for existing methods. To fill in this gap, we propose a multi-matrix autoregressive (MMAR) model designed to jointly model matrix time series with varying structures. The key idea is to treat matrices as elements and to model…

动态网络形成的非参数推断：对“动态网络形成中的同质性与传递性”的评论AI 解读

1 IntroductionDano et al. (2026) develop a novel conditional logit approach to identify the structural parameters of a model of dynamic network formation. They propose a conditional maximum likelih...

组合响应数据的统计建模AI 解读

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…

多暴露与多结局空间回归的谱混杂调整AI 解读

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…

公平性感知的高斯图回归及脑共表达QTL研究应用AI 解读

Glioblastoma multiforme (GBM) is a highly aggressive brain cancer with largely ineffective treatment. It is imperative to explore more effective therapies, such as gene-based treatments. For co-expression QTL studies of GBM, we develop fairness-aware Gaussian graphical regression models (Fair RegGGMs), which can determine how genetic variants modulate subject-level gene networks, and recover both population-level and subject-level gene graphs, while ensuring that the…

高阶图极限函数理论：波动、退化与推断AI 解读

Exchangeable random graphs, which include some of the most widely studied network models, have emerged as the mainstay of statistical network analysis in recent years. Graphons, which are the central objects in graph limit theory, provide a natural way to sample exchangeable random graphs. It is well known that network moments (motif/subgraph counts) identify a graphon (up to an isomorphism); hence, understanding the sampling distribution of subgraph counts in random graphs…

高维秩一推断的伪最大似然理论AI 解读

We develop a pseudo-likelihood theory for rank one matrix estimation problems in the high-dimensional limit. We prove a variational principle for the limiting pseudo-maximum likelihood, which also characterizes the performance of the corresponding pseudo-maximum likelihood estimator. We show that this variational principle is universal and depends only on four parameters determined by the corresponding null model. Through this universality, we introduce a notion of…