每日简报

具有潜在组结构的矩阵值网络自回归模型AI 解读

Matrix-valued time series data are frequently observed in a broad range of areas and have attracted great attention recently. In this work, we model network effects for high dimensional matrix-valued time series data in a matrix autoregression framework. To characterize the potential heterogeneity of the subjects and handle the high dimensionality simultaneously, we assume that each subject has a latent group label, which enables us to cluster the subject into the…

纵向二元结局的时变直接与间接因果偏离效应估计AI 解读

Construction of just-in-time adaptive interventions, such as prompts delivered by mobile apps to promote and maintain behavioral change, requires knowledge about time-varying moderated effects to inform when and how we deliver intervention options. Micro-randomized trials (MRT) have emerged as a sequentially randomized design to gather requisite data for effect estimation. The existing literature (Qian et al., 2020; Boruvka et al., 2018; Dempsey et al., 2020) has defined a…

广义变系数中介模型AI 解读

Motivated by an analysis of causal mechanism from economic stress to entrepreneurial withdrawals through depressed affect, we develop a two-layer generalized varying coefficient mediation model. This model captures the bridging effects of mediators that may vary with another variable, by treating them as smooth functions of this variable. It also allows various response types by introducing the generalized varying coefficient model in the first layer. The varying direct and…

具有网络与时间依赖的自适应序贯监测AI 解读

Strategic test allocation plays a major role in the control of both emerging and existing pandemics (e.g., COVID-19, HIV). Widespread testing supports effective epidemic control by (1) reducing transmission via identifying cases, and (2) tracking outbreak dynamics to inform targeted interventions. However, infectious disease surveillance presents unique statistical challenges. For instance, the true outcome of interest - one's positive infectious status, is often a latent…

聚类依赖下高维线性模型的稳健推断AI 解读

Cluster standard error (Liang and Zeger, 1986) is widely used by empirical researchers to account for cluster dependence in linear model. It is well known that this standard error is biased. We show that the bias does not vanish under high dimensional asymptotics by revisiting Chesher and Jewitt (1987)'s approach. An alternative leave-cluster-out crossfit (LCOC) estimator that is unbiased, consistent and robust to cluster dependence is provided under high dimensional setting…

用于评估异质性效应的混合删失分位数回归森林AI 解读

In many applications, heterogeneous treatment effects on a censored response variable are of primary interest, and it is natural to evaluate the effects at different quantiles (e.g., median). The large number of potential effect modifiers, the unknown structure of the treatment effects, and the presence of right censoring pose significant challenges. In this paper, we develop a hybrid forest approach called Hybrid Censored Quantile Regression Forest (HCQRF) to assess the…

控制协变量时工具变量局部平均处理效应估计量的有限样本表现AI 解读

This paper investigates the finite sample performance of a range of parametric, semi-parametric, and non-parametric instrumental variable estimators when controlling for a fixed set of covariates to evaluate the local average treatment effect. Our simulation designs are based on empirical labor market data from the US and vary in several dimensions, including effect heterogeneity, instrument selectivity, instrument strength, outcome distribution, and sample size. Among the…

随机临床试验中基于限制平均生存时间检验的样本量确定AI 解读

Restricted mean survival time (RMST) is gaining attention as a measure to quantify the treatment effect on survival outcomes in randomized clinical trials. Several methods to determine sample size based on the RMST-based tests have been proposed. However, to the best of our knowledge, there is no discussion about the power and sample size regarding the augmented version of RMST-based tests, which utilize baseline covariates for a gain in estimation efficiency and in power…

基于树的观察性数据预测性生物标志物探索识别AI 解读

The idea of "stratified medicine" is an important driver of methodological research on the identification of predictive biomarkers. Most methods proposed so far for this purpose have been developed for the use on randomized data only. However, especially for rare cancers, data from clinical registries or observational studies might be the only available data source. For such data, methods for an unbiased estimation of the average treatment effect are well established.…

用加权 z 差衡量倾向得分加权分析的协变量平衡AI 解读

Propensity score (PS) methods have been increasingly used in recent years when assessing treatment effects in nonrandomized studies. In terms of statistical methods, a number of new PS weighting methods were developed, and it was shown that they can outperform PS matching in efficiency of treatment effect estimation in different simulation settings. For assessing balance of covariates in treatment groups, PS weighting methods commonly use the weighted standardized…

极端依赖结构的因果协变量发现AI 解读

Determining the causes of extreme events is a fundamental question in many scientific fields. An important aspect when modelling multivariate extremes is the tail dependence. In application, the extreme dependence structure may significantly depend on covariates. As for the general case of modelling including covariates, only some of the covariates are causal. In this paper, we propose a methodology to discover the causal covariates explaining the tail dependence structure…

因果估计量的样本外评分与自动选择AI 解读

Recently, many causal estimators for Conditional Average Treatment Effect (CATE) and instrumental variable (IV) problems have been published and open sourced, allowing to estimate granular impact of both randomized treatments (such as A/B tests) and of user choices on the outcomes of interest. However, the practical application of such models has ben hampered by the lack of a valid way to score the performance of such models out of sample, in order to select the best one for…

水力压裂后煤层气井产量预测模型的可解释性与因果发现AI 解读

Machine learning approaches are widely studied in the production prediction of CBM wells after hydraulic fracturing, but merely used in practice due to the low generalization ability and the lack of interpretability. A novel methodology is proposed in this article to discover the latent causality from observed data, which is aimed at finding an indirect way to interpret the machine learning results. Based on the theory of causal discovery, a causal graph is derived with…

存在私人信息的人类引导人机交互中的离线强化学习AI 解读

Motivated by the human-machine interaction such as training chatbots for improving customer satisfaction, we study human-guided human-machine interaction involving private information. We model this interaction as a two-player turn-based game, where one player (Alice, a human) guides the other player (Bob, a machine) towards a common goal. Specifically, we focus on offline reinforcement learning (RL) in this game, where the goal is to find a policy pair for Alice and Bob…

条件期望函数之比的正交级数估计AI 解读

In various fields of data science, researchers are often interested in estimating the ratio of conditional expectation functions (CEFR). Specifically in causal inference problems, it is sometimes natural to consider ratio-based treatment effects, such as odds ratios and hazard ratios, and even difference-based treatment effects are identified as CEFR in some empirically relevant settings. This chapter develops the general framework for estimation and inference on CEFR, which…

探究 SINDy 作为时间序列信号因果发现工具的潜力AI 解读

The SINDy algorithm has been successfully used to identify the governing equations of dynamical systems from time series data. In this paper, we argue that this makes SINDy a potentially useful tool for causal discovery and that existing tools for causal discovery can be used to dramatically improve the performance of SINDy as tool for robust sparse modeling and system identification. We then demonstrate empirically that augmenting the SINDy algorithm with tools from causal…

平均处理效应的回归调整插补估计量AI 解读

Imputing missing potential outcomes using an estimated regression function is a natural idea for estimating causal effects. In the literature, estimators that combine imputation and regression adjustments are believed to be comparable to augmented inverse probability weighting. Accordingly, people for a long time conjectured that such estimators, while avoiding directly constructing the weights, are also doubly robust (Imbens, 2004; Stuart, 2010). Generalizing an earlier…

面板数据的异质性合成学习器AI 解读

In the new era of personalization, learning the heterogeneous treatment effect (HTE) becomes an inevitable trend with numerous applications. Yet, most existing HTE estimation methods focus on independently and identically distributed observations and cannot handle the non-stationarity and temporal dependency in the common panel data setting. The treatment evaluators developed for panel data, on the other hand, typically ignore the individualized information. To fill the gap,…

混杂情形下离策略评估的工具变量方法AI 解读

Off-policy evaluation (OPE) is a method for estimating the return of a target policy using some pre-collected observational data generated by a potentially different behavior policy. In some cases, there may be unmeasured variables that can confound the action-reward or action-next-state relationships, rendering many existing OPE approaches ineffective. This paper develops an instrumental variable (IV)-based method for consistent OPE in confounded Markov decision processes…

利用观察性、有偏与随机化数据学习反事实推断的界限AI 解读

We address the problem of integrating data from multiple, possibly biased, observational and interventional studies, to eventually compute counterfactuals in structural causal models. We start from the case of a single observational dataset affected by a selection bias. We show that the likelihood of the available data has no local maxima. This enables us to use the causal expectation-maximisation scheme to compute approximate bounds for partially identifiable counterfactual…

条件增量效应的非参数估计AI 解读

Conditional effect estimation has great scientific and policy importance because interventions may impact subjects differently depending on their characteristics. Most research has focused on estimating the conditional average treatment effect (CATE). However, identification of the CATE requires all subjects have a non-zero probability of receiving treatment, or positivity, which may be unrealistic in practice. Instead, we propose conditional effects based on incremental…

一般处理模式下双重差分的有效处理方法AI 解读

We consider a general difference-in-differences model in which the treatment variable of interest may be non-binary and its value may change in each period. It is generally difficult to estimate treatment parameters defined with the potential outcome given the entire path of treatment adoption, because each treatment path may be experienced by only a small number of observations. We propose an alternative approach using the concept of effective treatment, which summarizes…

预算约束下的 PAC-Bayes 处理分配AI 解读

This paper considers the estimation of treatment assignment rules when the policy maker faces a general budget or resource constraint. Utilizing the PAC-Bayesian framework, we propose new treatment assignment rules that allow for flexible notions of treatment outcome, treatment cost, and a budget constraint. For example, the constraint setting allows for cost-savings, when the costs of non-treatment exceed those of treatment for a subpopulation, to be factored into the…

个性化政策分析中的特征选择AI 解读

In this paper, we propose Forest-PLS, a feature selection method for analyzing policy effect heterogeneity in a more flexible and comprehensive manner than is typically available with conventional methods. In particular, our method is able to capture policy effect heterogeneity both within and across subgroups of the population defined by observable characteristics. To achieve this, we employ partial least squares to identify target components of the population and causal…