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存在处理后混杂变量时因果中介分析的贝叶斯非参数方法AI 解读

We propose a new Bayesian non-parametric (BNP) method for estimating the causal effects of mediation in the presence of a post-treatment confounder. We specify an enriched Dirichlet process mixture (EDPM) to model the joint distribution of the observed data (outcome, mediator, post-treatment confounders, treatment, and baseline confounders). The proposed BNP model allows more confounder-based clusters than clusters for the outcome and mediator. For identifiability, we use…

SECRETS：利用合成干预提高随机临床试验的受试者效率AI 解读

The randomized controlled trial (RCT) is the gold standard for estimating the average treatment effect (ATE) of a medical intervention but requires 100s-1000s of subjects, making it expensive and difficult to implement. While a cross-over trial can reduce sample size requirements by measuring the treatment effect per individual, it is only applicable to chronic conditions and interventions whose effects dissipate rapidly. Another approach is to replace or augment data…

高维时间序列的带通滤波AI 解读

The paper deals with the construction of a synthetic indicator of economic growth, obtained by projecting a quarterly measure of aggregate economic activity, namely gross domestic product (GDP), into the space spanned by a finite number of smooth principal components, representative of the medium-to-long-run component of economic growth of a high-dimensional time series, available at the monthly frequency. The smooth principal components result from applying a…

不可忽略结局缺失与未测混杂下的因果推断AI 解读

Observational studies are the primary source of data for causal inference, but it is challenging when existing unmeasured confounding. Missing data problems are also common in observational studies. How to obtain the causal effects from the nonignorable missing data with unmeasured confounding is a challenge. In this paper, we consider that how to obtain complier average causal effect with unmeasured confounding from the nonignorable missing outcomes. We propose an auxiliary…

因果路线图在两项安全监测案例中的应用：电子病历协变量调整与结局预测AI 解读

Real-world data, such as administrative claims and electronic health records, are increasingly used for safety monitoring and to help guide regulatory decision-making. In these settings, it is important to document analytic decisions transparently and objectively to ensure that analyses meet their intended goals. The Causal Roadmap is an established framework that can guide and document analytic decisions through each step of the analytic pipeline, which will help…

半参数最优协整检验AI 解读

This paper aims to address the issue of semiparametric efficiency for cointegration rank testing in finite-order vector autoregressive models, where the innovation distribution is considered an infinite-dimensional nuisance parameter. Our asymptotic analysis relies on Le Cam's theory of limit experiment, which in this context takes the form of Locally Asymptotically Brownian Functional (LABF). By leveraging the structural version of LABF, an Ornstein-Uhlenbeck experiment, we…

局部爆炸解释变量下门限预测回归模型的估计与推断AI 解读

In this paper, we study the estimation of the threshold predictive regression model with hybrid stochastic local unit root predictors. We demonstrate the estimation procedure and derive the asymptotic distribution of the least square estimator and the IV based estimator proposed by Magdalinos and Phillips (2009), under the null hypothesis of a diminishing threshold effect. Simulation experiments focus on the finite sample performance of our proposed estimators and the…

利用部分恢复的未测空间混杂变量改进双重稳健估计AI 解读

Studies in environmental and epidemiological sciences are often spatially varying and observational in nature with the aim of establishing cause and effect relationships. One of the major challenges with such studies is the presence of unmeasured spatial confounders. 'spatial confounding' is the phenomenon in which the spatial residuals are correlated to the spatial covariates in the model, when unaccounted for it can lead to biased causal effect estimates. This paper…

Myerson 正则性约束下的 Grenander 型密度估计AI 解读

This study presents a novel approach to the density estimation of private values from second-price auctions, diverging from the conventional use of smoothing-based estimators. We introduce a Grenander-type estimator, constructed based on a shape restriction in the form of a convexity constraint. This constraint corresponds to the renowned Myerson regularity condition in auction theory, which is equivalent to the concavity of the revenue function for selling the auction item.…

引入衰减函数的时间序列异常检测评价策略AI 解读

Recent algorithms of time-series anomaly detection have been evaluated by applying a Point Adjustment (PA) protocol. However, the PA protocol has a problem of overestimating the performance of the detection algorithms because it only depends on the number of detected abnormal segments and their size. We propose a novel evaluation protocol called the Point-Adjusted protocol with decay function (PAdf) to evaluate the time-series anomaly detection algorithm by reflecting the…

动态条件分位数处理效应的评估及网约车应用AI 解读

Many modern tech companies, such as Google, Uber, and Didi, utilize online experiments (also known as A/B testing) to evaluate new policies against existing ones. While most studies concentrate on average treatment effects, situations with skewed and heavy-tailed outcome distributions may benefit from alternative criteria, such as quantiles. However, assessing dynamic quantile treatment effects (QTE) remains a challenge, particularly when dealing with data from ride-sourcing…

神经脉冲序列功能连接的连续时间潜因子模型AI 解读

Modelling the dynamics of interactions in a neuronal ensemble is an important problem in functional connectivity research. One popular framework is latent factor models (LFMs), which have achieved notable success in decoding neuronal population dynamics. However, most LFMs are specified in discrete time, where the choice of bin size significantly impacts inference results. In this work, we present what is, to the best of our knowledge, the first continuous-time multivariate…

有序结果下观察性研究与不完全随机试验获益指标的尖锐非参数界AI 解读

The probability of benefit is a valuable and important measure of treatment effect, which has advantages over the average treatment effect. Particularly for an ordinal outcome, it has a better interpretation and can make apparent different aspects of the treatment impact. Unfortunately, this measure, and variations of it, are not identifiable even in randomized trials with perfect compliance. There is, for this reason, a long literature on nonparametric bounds for…

离散控制变量下处理效应估计中的真实与估计倾向得分AI 解读

The finite sample variance of an inverse propensity weighted estimator is derived in the case of discrete control variables with finite support. The obtained expressions generally corroborate widely-cited asymptotic theory showing that estimated propensity scores are superior to true propensity scores in the context of inverse propensity weighting. However, similar analysis of a modified estimator demonstrates that foreknowledge of the true propensity function can confer a…

时间序列分析中的条件标准化AI 解读

Time series often reflect variation associated with other related variables. Controlling for the effect of these variables is useful when modeling or analysing the time series. We introduce a novel approach to normalize time series data conditional on a set of covariates. We do this by modeling the conditional mean and the conditional variance of the time series with generalized additive models using a set of covariates. The conditional mean and variance are then used to…

物理教育观察研究中的统计因果推断方法入门AI 解读

Recent critiques of Physics Education Research (PER) studies have revoiced the critical issues when drawing causal inferences from observational data where no intervention is present. In response to a call for a "causal reasoning primer", this paper discusses some of the fundamental issues underlying statistical causal inference. In reviewing these issues, we discuss well-established causal inference methods commonly applied in other fields and discuss their application to…

利用贝叶斯非参数依赖混合模型估计限制平均生存时间AI 解读

Restricted mean survival time (RMST) is an intuitive summary statistic for time-to-event random variables, and can be used for measuring treatment effects. Compared to hazard ratio, its estimation procedure is robust against the non-proportional hazards assumption. We propose nonparametric Bayeisan (BNP) estimators for RMST using a dependent stick-breaking process prior mixture model that adjusts for mixed-type covariates. The proposed Bayesian estimators can yield both…

面向纵向神经影像分析的高维响应增长曲线模型AI 解读

There is increasing interest in modeling high-dimensional longitudinal outcomes in applications such as developmental neuroimaging research. Growth curve model offers a useful tool to capture both the mean growth pattern across individuals, as well as the dynamic changes of outcomes over time within each individual. However, when the number of outcomes is large, it becomes challenging and often infeasible to tackle the large covariance matrix of the random effects involved…

椭圆分布多元随机效应模型的客观贝叶斯推断与 Gibbs 采样AI 解读

In this paper, we present the Bayesian inference procedures for the parameters of the multivariate random effects model derived under the assumption of an elliptically contoured distribution when the Berger and Bernardo reference and the Jeffreys priors are assigned to the model parameters. We develop a new numerical algorithm for drawing samples from the posterior distribution, which is based on the hybrid Gibbs sampler. The new approach is compared to the two…

非参数冲击下贝叶斯 VAR 的快速、变量排序不变推断AI 解读

The shocks which hit macroeconomic models such as Vector Autoregressions (VARs) have the potential to be non-Gaussian, exhibiting asymmetries and fat tails. This consideration motivates the VAR developed in this paper which uses a Dirichlet process mixture (DPM) to model the shocks. However, we do not follow the obvious strategy of simply modeling the VAR errors with a DPM since this would lead to computationally infeasible Bayesian inference in larger VARs and potentially a…

将二元因果推断方法扩展至多变量因果发现的新框架AI 解读

We focus on the extension of bivariate causal learning methods into multivariate problem settings in a systematic manner via a novel framework. It is purposive to augment the scale to which bivariate causal discovery approaches can be applied since contrast to traditional causal discovery methods, bivariate methods render estimation in the form of a causal Directed Acyclic Graph (DAG) instead of its complete partial directed acyclic graphs (CPDAGs). To tackle the problem, an…

因果效应估计中的有效协变量调整选择AI 解读

In order to achieve unbiased and efficient estimators of causal effects from observational data, covariate selection for confounding adjustment becomes an important task in causal inference. Despite recent advancements in graphical criterion for constructing valid and efficient adjustment sets, these methods often rely on assumptions that may not hold in practice. We examine the properties of existing graph-free covariate selection methods with respect to both validity and…

通过单调三角输运映射学习因果图AI 解读

We study the problem of causal structure learning from data using optimal transport (OT). Specifically, we first provide a constraint-based method which builds upon lower-triangular monotone parametric transport maps to design conditional independence tests which are agnostic to the noise distribution. We provide an algorithm for causal discovery up to Markov Equivalence with no assumptions on the structural equations/noise distributions, which allows for settings with…

疗效与不良反应随剂量弱增时，如何利用有限试验证据选择剂量AI 解读

In medical treatment and elsewhere, it has become standard to base treatment intensity (dosage) on evidence in randomized trials. Yet it has been rare to study how outcomes vary with dosage. In trials to obtain drug approval, the norm has been to specify some dose of a new drug and compare it with an established therapy or placebo. Design-based trial analysis views each trial arm as qualitatively different, but it may be highly credible to assume that efficacy and adverse…