每日简报

通过潜在空间分布匹配进行半监督生成学习AI 解读

We introduce Latent Space Distribution Matching (LSDM), a novel framework for semi-supervised generative modeling of conditional distributions. LSDM operates in two stages: (i) learning a low-dimensional latent space from both paired and unpaired data, and (ii) performing joint distribution matching in this space via the 1-Wasserstein distance, using only paired data. This two-step approach minimizes an upper bound on the 1-Wasserstein distance between joint distributions,…

针对协变量完全缺失的增广迁移回归学习AI 解读

Abstract Large-scale population-level datasets, such as the UK Biobank and the All of Us Research Program, often lack covariates needed for a specific analysis, such as genetic or lifestyle measures, while related studies measure them. This creates a cross-population missing-data problem in which covariates are completely unobserved in the target population, rather than partially missing within one dataset. We propose an augmented transfer regression learning method for this…

高维异质中介分析的检验功效增强AI 解读

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…

利用星际边界探测器数据分离带状与全球分布通量的统计方法AI 解读

NASA’s Interstellar Boundary Explorer (IBEX) satellite collects data on energetic neutral atoms (ENAs) that can provide insight into the heliosphere boundary between our solar system and interstellar space. Using these data, scientists can construct maps of the ENA intensities (often, expressed in terms of flux) observed in all directions. The ENA flux observed in these maps is believed to come from at least two distinct sources: one source which manifests as a ribbon of…

平均处理效应局部化：合成控制中的投影方法AI 解读

Many real-world policies and business interventions require assessing short-term effects to inform timely decisions, even though most causal inference methods focus on long-term average treatment effects. In this article, we introduce average treatment effect localization (ATEL), which captures localized, short-term policy impacts in panel data settings with a single treated unit and provides early indicators of policy impact. To accommodate both time-varying and nonlinear…

潜在类别对处理效应的调节AI 解读

Many treatments have effects that plausibly vary by latent classes. For example, the effect of personalized video recommendations may be stronger for users who seek a new discovery than for users seeking to rewatch something familiar. In the context of user journeys on digital platforms, we can conceptualize user moods as dynamic latent states that lead to distinct action distributions. Because mood is unobserved, we infer it from a user's pre-treatment actions using a…

非精确匹配何时能在无需调整的情况下保证平衡与有效推断？AI 解读

One-to-one matching without replacement is a classical approach to constructing comparable treated and control samples in the design of observational studies. It pairs each treated unit with a distinct control while minimizing a covariate distance objective. With continuous covariates, the matched pairs generally remain inexact, which contributes to bias in downstream analysis. Its key theoretical properties, such as the resulting imbalance between matched pairs and when it…

检测Copula结构变化的平滑检验方法AI 解读

This paper develops novel smooth tests for structural changes in the innovation copula of multivariate dynamic models. We characterize deviations from copula constancy through a collection of generalized Fourier coefficients and test their joint significance. Under the null hypothesis, estimation of the dynamic parameters and the unknown marginals has no first-order estimation effect on the proposed statistics. Consequently, the feasible tests based on estimated residuals…

聚类稳健的预测辅助推断AI 解读

Data collection is often costly or logistically demanding, limiting both the questions researchers can pursue and how precisely they can answer them. Prediction-powered inference (PPI) can reduce the amount of data needed for precise parameter estimation by combining labeled data with machine learning predictions. However, ignoring dependence within clusters can produce confidence intervals that cover the true parameter less often than their nominal rate. We introduce…

Lambert 惩罚：稀疏回归的对数收缩AI 解读

Sparse regression must balance prediction accuracy with reproducible variable selection. We introduce the Lambert penalty by limiting how quickly the retained fraction of a scalar score increases after variable entry. Maximizing retention under this scale-equivariant constraint yields a logarithmic transition from exact zero to an identity tail. The bounded penalty has a fixed shape and a single penalty parameter selected by training-only five-fold cross-validation. We…

超越来源域整体迁移：高维分位数回归的样本级学习AI 解读

This paper studies transfer learning for high-dimensional quantile regression with limited target samples and heterogeneous source domains. We propose a sample-level transfer learning method (SL-TL) that combines sample selection and importance weighting. Unlike existing source-level approaches that include or exclude entire source domains, SL-TL identifies transferable samples within each source domain and incorporates them through adaptive importance weights. The proposed…

广义下三角过程先验AI 解读

In the analysis of multivariate data, factor models represent a powerful technique for both reducing dimensionality and facilitating qualitative understanding of the latent determinants governing the observed data. Interpretability, however, is often hindered by the non-identifiability of factor loading matrices due to rotational invariance. A prevailing strategy to address this issue is to consider positive lower triangular structures. A relaxation of the latter condition…

通过Assemblage VAR构建宏观经济相关的气候指数AI 解读

What should a macroeconomically relevant climate index contain? The composition is inherently ambiguous, and aggregation choices affect structural inference. We introduce the Assemblage VAR, which jointly estimates nonnegative aggregation weights and VAR parameters by maximizing the system likelihood-gain criterion, effectively outsourcing aggregation to observed macroeconomic dynamics. Two variants operate in component-space and rank-space, reweighting named subcomponents…

RBF 核高斯过程最大似然估计的精确渐近理论AI 解读

Gaussian processes (GPs) are widely used across machine learning, spatial statistics, time-series analysis, optimization, Bayesian statistics, and scientific applications. A central component of a GP model is its kernel, which is typically specified through a parametric family. Among the most widely used choices is the radial basis function (RBF), also known as the squared exponential or Gaussian kernel, owing to its simple form, smoothness, and flexibility. In practice, the…

弱信号下的政策学习AI 解读

Policy learning in digital experimentation faces three challenges: weak signal-to-noise ratios, rich covariate spaces, and massive data volumes. We formalize this regime by modeling treatment-effect estimates from increasingly fine covariate partitions as Gaussian observations with bounded signal-to-noise ratios. We establish that, in general, the optimal treatment policy is not learnable in this setting. Even learning the optimal policy value suffers from impractically slow…

存在异质性时利用混合先验自适应结合随机试验与外部对照AI 解读

When resources are limited in a randomized trial, a common strategy is to augment data from the control arm with external controls. We propose a hybrid group sequential Bayesian design that uses this approach to compare time-to-event distributions. The design allows between-treatment effects to differ between patient subgroups, and adaptively combines subgroups that have similar hazard functions. The aim is to reduce the control arm sample size without compromising the…

从随机微分方程层级到广义贝塔分布层级AI 解读

We introduce a mean-reverting stochastic differential equation with a three-component stochastic term and show that it generates a hierarchy of steady-state (stationary) distributions. At the top level, the hierarchy is described by a modified-Beta distribution, while one- and two-parameter reductions produce compact-support, power-law-tailed, and exponential-type limiting families within a single stochastic framework. We then construct two generalized extensions of this…

带移民的单位根Galton–Watson过程的漂移推断AI 解读

We study inference on the drift of a critical Galton--Watson process with immigration, a count time series with a unit root. Climate change motivates such nonstationary models for weather-related disaster counts. The drift is the expected increase in the count per period. Ordinary least squares is inconsistent for the drift, so we study state-weighted least squares, giving greater weight to observations following small counts, where conditional variance is lower. Under…

Missingness in variables that define study eligibility criteria is a seldom addressed challenge in electronic health record (EHR)-based settings. Patients with incomplete eligibility information are typically excluded from analysis without consideration of the (implicit) assumptions being made, leaving study conclusions subject to potential selection bias. In an effort to ascertain eligibility for more patients, researchers may look back further in time prior to study…

基于深度可分离神经网络的混频时间序列预测AI 解读

To better forecast mixed-frequency time series, it is the key to choose a suitable way for frequency alignment. However, the existing methods are all limited to linear transformations, and this may overlook the possible nonlinearity, leading to a worse prediction. We alternatively consider a deep neural network for each frequency alignment, and hence a depth-separable neural network. Moreover, a parameter-sharing mechanism is adopted across the alignment at each stage,…

We study nonparametric inference for a continuous-treatment causal dose-response curve and its first derivative under unmeasured confounding, using treatment- and outcome-inducing proxies. We establish a proximal doubly robust pseudo-outcome whose conditional mean given treatment equals the dose-response curve whenever either bridge function is correctly specified. Their (smoothed) efficient influence function representations lead to cross-fitted local-polynomial estimators…

受限因变量模型中可扩展的似然推断AI 解读

Limited dependent variable models are central to empirical economics, but likelihood-based inference is infeasible when likelihoods involve high-dimensional integration over latent variables. This paper proposes Stochastically Estimated Gradient Ascent (SEGA), a scalable estimation approach for limited dependent variable models. Using Fisher's identity, SEGA replaces the intractable likelihood score with an unbiased augmented data score evaluated at a single conditional draw…

This paper presents a causal decision framework for list-price elasticities in intermediated retail channels, where estimates are confounded by promotions, competitor moves and shopkeeper pass-through. Rather than forcing a number when the evidence is ambiguous, the system treats abstention (Wait) as an active diagnostic output. Built on Double Machine Learning and conformal prediction, it evaluates whether conditions exist to act on a recommended price or whether…

半监督核岭 Fréchet 回归AI 解读

Fréchet regression provides a framework for predicting random object-valued responses by minimizing the conditional expected squared distances. We propose semi-supervised kernel ridge Fréchet regression (SS-KRFR) to exploit unlabeled covariates when labeled samples are scarce. The method learns kernel spectral features from both labeled and unlabeled covariates, then utilizes labeled responses to estimate the conditional Fréchet function by kernel ridge regression. We derive…