每日简报

面向宇宙学推断的 Sellentin-Heavens 型似然协方差收缩AI 解读

Covariance matrices used in astronomical and cosmological parameter inference are often estimated from a finite number of simulations, so covariance uncertainty can affect posterior calibration and parameter constraints. We study covariance regularisation from the perspective of likelihood-based inference with simulation-estimated covariance matrices. First, we analyse scalar covariance scaling under the Gaussian plug-in likelihood and the covariance-marginalised…

FoundCause：含潜在混杂的观测数据因果发现AI 解读

Causal discovery from observational data remains challenging due to the need to recover directed structure and latent confounding without interventions. We propose FoundCause, an amortized causal discovery model trained entirely on synthetic data that maps datasets directly to causal graphs in a single forward pass. By learning from large collections of simulated structural causal models, FoundCause captures transferable statistical patterns that generalize beyond individual…

存在隐藏反悔见证变量时的近端中介分析AI 解读

Mediation analysis is essential for decomposing the causal effect of a treatment into direct and indirect pathways. However, many practical settings rely on the stringent assumption that recanting witnesses, defined as treatment-induced mediator-outcome confounders, are either absent or fully known a priori. Such a requirement is often untenable, especially when these variables remain unobservable due to measurement difficulties or privacy constraints. In this paper, we…

多处理实验中的响应自适应目标分配策略AI 解读

Response-adaptive randomization (RAR) in clinical trials aims to improve ethical and statistical efficiency by dynamically allocating patients to treatments based on observed outcomes. While RAR based on a target optimal allocation have been extensively studied for two-arms settings, their extension to multi-treatment experiments ($K \geq 2$) remains theoretically fragmented, with most existing methods focusing on specific algorithms or restricted target allocations. In this…

通过反事实归因分摊两个风险因素的因果责任AI 解读

Unlike traditional causal inference, which prospectively evaluates the effects of causes, apportioning causal responsibility requires a retrospective assessment to deduce the causes of an outcome that has already occurred. This paper proposes a quantitative framework for apportioning causal responsibility between two binary risk factors that jointly contribute to a realized adverse outcome. Ideally, knowing the individual's latent causal type, defined by the potential…

贝叶斯替代混杂变量的收缩先验AI 解读

Multi-cause observational studies contain information about unmeasured confounding through the dependence structure among causes. However, literal imputation of the unobserved confounder is often more complex than learning a lower-dimensional substitute score that preserves the shared assignment variation needed for stable causal adjustment. The deconfounder (Wang and Blei, 2019) and related substitute confounder methods exploit this idea, but flexible assignment models can…

通过两阶段回归快速进行非参数条件独立检验AI 解读

Constraint-based causal discovery relies on repeated conditional independence tests, but fast nonparametric tests often sacrifice calibration, especially when variables depend on the conditioning set through nonlinear relationships. We introduce BLITZ (Broad-to-Local Independence Testing via residualiZation), a nonparametric conditional independence test designed to run well under a second while maintaining the accuracy needed for the thousands of queries performed by…

基于张量的二阶因果发现AI 解读

Causal discovery seeks to uncover the causal dependencies among variables. For this purpose, we propose an algorithm called Tensor-based Second-order Causal Discovery (TSCD). Its input is a tensor obtained from the covariance matrices of observational and interventional data. Assuming the causal dependencies follow a linear structural equation model on a directed acyclic graph (DAG), TSCD outputs the DAG and the functions on its edges, requiring only that the noise variables…

超越错位实施双重差分的平行趋势：高阶平行性下的识别AI 解读

In difference-in-differences designs, the parallel trends assumption requires that the outcome gap between treated and control units would have remained flat absent treatment. Pre-treatment event studies frequently reject this flat-gap requirement. Existing responses include parametric trend controls and bounds on the treatment effect under assumptions about the magnitude of the violation. This paper shows that point identification of cohort-specific and aggregate treatment…

从控制到处理：超越已观测面板的因果预测AI 解读

Conventional panel data methods recover retrospective counterfactuals within the observed horizon. Many policy decisions, however, are prospective: how would an untreated unit evolve beyond the observed panel under an intervention it has not previously experienced? We develop a causal forecasting framework that combines the counterfactual logic of synthetic controls with multivariate time-series extrapolation. Under a latent factor model, we impose low-rank structure on the…

高维数据下测量受限个体化阈值的主动子抽样M估计AI 解读

Measurement-constrained problems frequently arise in modern applications such as electronic health record studies. In such problems, despite the availability of large datasets, collecting labeled data can be highly costly or time-consuming, allowing only a small portion of the data to be labeled within a given budget. This raises a critical question: which data points are most beneficial to label given the budget constraint? We study this question in the context of…

稀疏线性回归极小极大风险的一个注记AI 解读

Sparse linear regression is one of the classical and extensively studied problems in high-dimensional statistics and compressed sensing. Despite the substantial body of literature dedicated to this problem, the precise determination of its minimax risk remains elusive. This paper aims to fill this gap by deriving asymptotically constant-sharp characterization for the minimax risk of sparse linear regression. More specifically, the paper focuses on scenarios where the…

外部选项份额缺失时的需求估计AI 解读

The BLP model is the workhorse framework for estimating demand for differentiated products using aggregate product shares. In practice, however, the share of the outside good is often unavailable. This paper studies identification and inference in the BLP model when the share of the outside good is unobserved. We show that the model is partially identified, and we derive the identified sets for the structural parameters and other quantities of economic interest. We also…

改进抽签分配：最优分配规则的有效估计AI 解读

Scarce opportunities are often allocated by lotteries. We study how to improve such allocations by estimating optimal assignment rules that maximize welfare net of a Kullback--Leibler penalty for departing from the benchmark randomization. The framework covers discrete, continuous, and mixed treatments. Regret is asymptotically quadratic in the estimation error, so inefficient estimation raises the mean of limiting regret, not merely its dispersion. We show that inverse…

分布工具变量方法AI 解读

The instrumental variable (IV) approach is commonly used to infer causal effects in the presence of unmeasured confounding. Existing methods typically aim to estimate the mean causal effects, whereas a few other methods focus on quantile treatment effects. The aim of this work is to estimate the entire interventional distribution. We propose a method called Distributional Instrumental Variable (DIV), which uses generative modelling in a nonlinear IV setting. We establish…

以估计目标为中心的 AUC 推广与跨研究比较AI 解读

The area under the ROC curve (AUC) is the standard measure of a biomarker's discriminatory accuracy; however, AUC is rarely treated as a population-specific estimand. When validation cohorts differ from the intended target population in case mix, Naïve AUC estimates can mislead both generalization and cross-study comparison. We develop an estimand-focused framework that anchors biomarker AUC inference to a prespecified target population, aligning with the ICH E9(R1) estimand…

暴露与结局均存在缺失时的因果推断AI 解读

Missing data are ubiquitous in public health research. When estimating causal effects, there are well-established methods to address bias to due missing outcomes. Commonly, causal estimands are defined under hypothetical interventions to "set" the exposure and to prevent missingness. We demonstrate how this framework can be extended to missing exposures. We further extend this framework to incorporate missingness on the baseline outcome, which induces missingness on the…