每日简报

用于非线性现象模型识别的正则化迭代广义最小二乘与超参数选择AI 解读

In some fields currently dominated by empirical approaches, such as state of health (SoH) prediction for lithium-ion batteries, phenomenological models motivated by quasi-physical thinking contain parameters to be estimated from experimental data. Often the structure of such models yields fully or partially confounded parameters, which are difficult or even impossible to estimate reliably. To preserve the desired model formulation and simultaneously improve the numerical…

恢复潜变量的非线性函数：合理值神经网络框架AI 解读

When factor scores replace true latent scores in nonlinear prediction, measurement error attenuates the recoverable variance of any $k$th-order component of the regression function by $ρ^k$ -- the $k$th power of the score's coefficient of determination -- for any linear score type. This study derives the bound via Hermite polynomial expansion and proposes PV-ANN -- plausible values (posterior draws preserving latent variance) combined with artificial neural networks…

质心参照马氏匹配：大规模观察研究的因果推断框架AI 解读

Matching for causal inference can be computationally expensive at scale and can silently change the target population when overlap is limited. We propose Centroid-Referenced Mahalanobis Matching (CRM), which replaces global pairwise search with stratified sampling in two reference coordinates: each unit's Mahalanobis distance from the treated centroid and its Fisher coordinate along the treated-control mean shift. All covariates enter through the treated covariance geometry;…

不要丢弃单例：独立流失下配对实验的有效推断AI 解读

Pairwise randomization can yield substantial efficiency gains in experiments. Yet methodological guidance cautions against pairwise randomization, especially in settings with attrition, partly because common practices for estimation (i.e., pair fixed effects) imply discarding data from incomplete pairs thus exacerbating data loss from attrition. This practice of dropping incomplete pairs reduces statistical power of tests as well as precision of estimates, in paired…

协变量分布迁移下连续处理效应的因果推广AI 解读

Average dose-response functions are widely used to summarize causal effects of continuous treatments, but most existing methods assume that the observed sample represents the target population. We study a covariate-shift setting in which covariates, treatment, and outcome are observed in a labelled source sample, while only covariates are observed in the target sample. We develop a two-sample local polynomial regression framework based on pseudo-outcomes that use source…

诊断测试与人工智能医疗器械的因果评估：效应修饰与信息增强决策AI 解读

Diagnostic medical tests and devices provide useful information for evaluating the potential benefits and risks of therapeutic treatments. However, unlike treatments, their impact on health outcomes is generally indirect because measuring diagnostic information typically does not itself affect patient outcomes, which complicates evaluation of their effectiveness. In this work, we develop a causal inference approach for evaluating diagnostic tests by distinguishing…

聚类与弱依赖数据下 U 统计量的极限理论AI 解读

This paper develops asymptotic theory and feasible inference for unbounded-kernel order-k U-statistics under clustered sampling and weakly dependent time-series. The analysis first builds the complete order-2 pipeline, moving from clustered data to exact $m$-dependence and then to near-epoch dependence. The same logic is subsequently extended to general order k greater or equal to 2. Under clustered sampling, the theory allows arbitrary within-cluster dependence and growing,…

Lasso选择后Cox模型的模型化自助法推断AI 解读

Inference after variable selection in Cox regression is difficult because simple Wald-type intervals after selection can have poor finite-sample conditional coverage. We study a model-based bootstrap for inference after Cox-Lasso variable selection. The Cox-Lasso is fitted once to the original data to select a set of variables, after which an unpenalized Cox model is fitted using only those variables. Bootstrap samples are generated from a semiparametric plug-in Cox model…

以回归统一理解自相关、偏自相关、Durbin–Levinson 递推与一步预测AI 解读

The autocorrelation function (ACF) and partial autocorrelation function (PACF) are foundational tools for identifying autoregressive moving-average (ARMA) models, yet they are often introduced in ways that appear disconnected from the regression concepts students already know. This paper develops a unified, regression-based instructional framework for the ACF, PACF, Durbin--Levinson recursion, and one-step-ahead prediction for weakly stationary time series. We show that the…

用于季节性传染病干预因果评估的贝叶斯疫情对齐AI 解读

Seasonal infectious-disease interventions are commonly evaluated with interrupted time-series or pre--post designs that align epidemics by calendar week. When epidemic onset, speed or peak timing differs between seasons, such comparisons confound a shift in epidemic phase with a change in disease burden. We propose a Bayesian causal count model in which season-specific affine transformations map calendar time to a latent epidemic clock, and intervention effects are estimated…

存在溢出效应的实验与准实验：基于设计的检验和推断AI 解读

Economic policies rarely affect only their direct targets. To study these spillovers, researchers summarize who else was treated with a simple exposure measure, such as the share of treated neighbors within a radius. But for many settings, economic theory provides little guidance on choosing the functional form (e.g., ring) of that measure or its parameters (e.g., radius). We show that the data can inform both choices. Correctly specified exposure measures imply…

删失选择模型的分布回归方法AI 解读

We develop a distribution regression model with a censored selection rule, offering a semi-parametric generalization of the Heckman selection model. Our approach applies to the entire distribution, extending beyond the mean or median, accommodates non-Gaussian error structures, and allows for heterogeneous effects of covariates on both the selection and outcome distributions. By employing a censored selection rule, our model can uncover richer selection patterns according to…

通过构造工具变量实现测量误差稳健的因果推断AI 解读

Measurement error can often be harmful when estimating causal effects. Two scenarios in which this is the case are in the estimation of (a) the average treatment effect when confounders are measured with error and (b) the natural indirect effect when the exposure and/or confounders are measured with error. Methods adjusting for measurement error typically require external data or knowledge about the measurement error distribution. Here, we propose methodology not requiring…