每日简报

因果可解释性的估计与推断AI 解读

Understanding how much each variable contributes to an outcome is a central question across disciplines. A causal view of explainability is favorable for its ability in uncovering underlying mechanisms and generalizing to new contexts. Based on a family of causal explainability quantities, we develop methods for their estimation and inference. In particular, we construct a one-step correction estimator using semi-parametric efficiency theory, which explicitly leverages the…

协变量自适应随机化下 p=o(n) 的弱模型假设协变量调整AI 解读

Adjusting for (baseline) covariates with working regression models becomes standard practice in the analysis of randomized clinical trials (RCT). When the dimension $p$ of the covariates is large relative to the sample size $n$, specifically $p = o (n)$, adjusting for covariates even in a linear working model by ordinary least squares can yield overly large bias, defeating the purpose of improving efficiency. This issue arises when no structural assumptions are imposed on…

避免适应性的代价：基于稳定性的线性情境赌博机推断AI 解读

Statistical inference in contextual bandits is challenging due to the adaptive, non-i.i.d. nature of the data. A growing body of work shows that classical least-squares inference can fail under adaptive sampling, and that valid confidence intervals for linear functionals typically require an inflation of order $\sqrt{d \log T}$. This phenomenon -- often termed the price of adaptivity -- reflects the intrinsic difficulty of reliable inference under general contextual bandit…

ScoreMatchingRiesz：用于去偏机器学习与政策路径估计的得分匹配AI 解读

We propose ScoreMatchingRiesz, a family of Riesz representer estimators based on score matching. The Riesz representer is a key nuisance component in debiased machine learning, enabling $\sqrt{n}$-consistent and asymptotically efficient estimation of causal and structural targets via Neyman-orthogonal scores. We formulate Riesz representer estimation as a score estimation problem. This perspective stabilizes representer estimation by allowing us to leverage denoising score…

汇总因果图中微观因果效应的有效协变量调整AI 解读

Observational studies in fields such as epidemiology often rely on covariate adjustment to estimate causal effects. Classical graphical criteria, like the back-door criterion and the generalized adjustment criterion, are powerful tools for identifying valid adjustment sets in directed acyclic graphs (DAGs). However, these criteria are not directly applicable to summary causal graphs (SCGs), which are abstractions of DAGs commonly used in dynamic systems. In SCGs, each node…

处理误分类与预期行为下的交错实施双重差分设计AI 解读

This paper examines the identification and estimation of treatment effects in staggered adoption designs -- a common extension of the canonical Difference-in-Differences (DiD) model to multiple groups and time-periods -- in the presence of (time varying) misclassification of the treatment status as well as of anticipation. We demonstrate that standard estimators are biased with respect to commonly used causal parameters of interest under such forms of misspecification. To…