每日简报

GT-PCA：基于一般变换不变主成分分析的有效且可解释降维AI 解读

Data analysis often requires methods that are invariant with respect to specific transformations, such as rotations in case of images or shifts in case of images and time series. While principal component analysis (PCA) is a widely-used dimension reduction technique, it lacks robustness with respect to these transformations. Modern alternatives, such as autoencoders, can be invariant with respect to specific transformations but are generally not interpretable. We introduce…

图神经网络估计理论及其网络异质性应用AI 解读

This paper presents a novel application of graph neural networks for modeling and estimating network heterogeneity. Network heterogeneity is characterized by variations in unit's decisions or outcomes that depend not only on its own attributes but also on the conditions of its surrounding neighborhood. We delineate the convergence rate of the graph neural networks estimator, as well as its applicability in semiparametric causal inference with heterogeneous treatment effects.…

结果误报下二元选择模型的部分识别AI 解读

This paper provides partial identification of various binary choice models with misreported dependent variables. We propose two distinct approaches by exploiting different instrumental variables respectively. In the first approach, the instrument is assumed to only affect the true dependent variable but not misreporting probabilities. The second approach uses an instrument that influences misreporting probabilities monotonically while having no effect on the true dependent…

局部平稳时间序列的偏自相关函数：刻画、估计与推断AI 解读

For stationary time series, it is common to use the plots of partial autocorrelation function (PACF) or PACF-based tests to explore the temporal dependence structure of such processes. To our best knowledge, such analogs for non-stationary time series have not been fully established yet. In this paper, we fill this gap for locally stationary time series with short-range dependence. First, we characterize the PACF locally in the time domain and show that the $j$th PACF,…

用于可解释因果效应估计的分层偏差驱动分层方法AI 解读

Interpretability and transparency are essential for incorporating causal effect models from observational data into policy decision-making. They can provide trust for the model in the absence of ground truth labels to evaluate the accuracy of such models. To date, attempts at transparent causal effect estimation consist of applying post hoc explanation methods to black-box models, which are not interpretable. Here, we present BICauseTree: an interpretable balancing method…

多项分布数据下排名的有限样本与大样本推断：政党排名应用AI 解读

It is common to rank different categories by means of preferences that are revealed through data on choices. A prominent example is the ranking of political candidates or parties using the estimated share of support each one receives in surveys or polls about political attitudes. Since these rankings are computed using estimates of the share of support rather than the true share of support, there may be considerable uncertainty concerning the true ranking of the political…

保护隐私的自适应实验设计AI 解读

Adaptive experiment is widely adopted to estimate conditional average treatment effect (CATE) in clinical trials and many other scenarios. While the primary goal in experiment is to maximize estimation accuracy, due to the imperative of social welfare, it's also crucial to provide treatment with superior outcomes to patients, which is measured by regret in contextual bandit framework. These two objectives often lead to contrast optimal allocation mechanism. Furthermore,…

多终点整群随机试验中整体处理效应的秩估计AI 解读

Cluster randomization trials commonly employ multiple endpoints. When a single summary of treatment effects across endpoints is of primary interest, global hypothesis testing/effect estimation methods represent a common analysis strategy. However, specification of the joint distribution required by these methods is non-trivial, particularly when endpoint properties differ. We develop rank-based interval estimators for a global treatment effect referred to as the "global win…

基于成对观测的估计AI 解读

The paper introduces a new estimation method for the standard linear regression model. The procedure is not driven by the optimisation of any objective function rather, it is a simple weighted average of slopes from observation pairs. The paper shows that such estimator is consistent for carefully selected weights. Other properties, such as asymptotic distributions, have also been derived to facilitate valid statistical inference. Unlike traditional methods, such as Least…

分布一致性结构因果模型AI 解读

In the field of causal modeling, potential outcomes (PO) and structural causal models (SCMs) stand as the predominant frameworks. However, these frameworks face notable challenges in practically modeling counterfactuals, formalized as parameters of the joint distribution of potential outcomes. Counterfactual reasoning holds paramount importance in contemporary decision-making processes, especially in scenarios that demand personalized incentives based on the joint values of $(Y(0), Y(1))$…

利用已知变量与未知潜在因素开展高维预测AI 解读

Forecasts play a central role in decision making under uncertainty. After a brief review of the general issues, this paper considers ways of using high-dimensional data in forecasting. We consider selecting variables from a known active set, known knowns, using Lasso and OCMT, and approximating unobserved latent factors, known unknowns, by various means. This combines both sparse and dense approaches. We demonstrate the various issues involved in variable selection in a…

基于极小极大检验统计量的部分识别推断AI 解读

We provide a means of computing and estimating the asymptotic distributions of statistics based on an outer minimization of an inner maximization. Such test statistics, which arise frequently in moment models, are of special interest in providing hypothesis tests under partial identification. Under general conditions, we provide an asymptotic characterization of such test statistics using the minimax theorem, and a means of computing critical values using the bootstrap.…

非负两部分结局的两步目标最小损失估计AI 解读

Non-negative two-part outcomes are defined as outcomes with a density function that have a zero point mass but are otherwise positive. Examples, such as healthcare expenditure and hospital length of stay, are common in healthcare utilization research. Despite the practical relevance of non-negative two-part outcomes, very few methods exist to leverage knowledge of their semicontinuity to achieve improved performance in estimating causal effects. In this paper, we develop a…

利用替代结局估计连续处理效应AI 解读

In many real-world causal inference applications, the primary outcomes (labels) are often partially missing, especially if they are expensive or difficult to collect. If the missingness depends on covariates (i.e., missingness is not completely at random), analyses based on fully observed samples alone may be biased. Incorporating surrogates, which are fully observed post-treatment variables related to the primary outcome, can improve estimation in this case. In this paper,…

序模式依赖与多元依赖度量AI 解读

Ordinal pattern dependence has been introduced in order to capture co-monotonic behavior between two time series. This concept has several features one would intuitively demand from a dependence measure. It was believed that ordinal pattern dependence satisfies the axioms which Grothe et al. (Journal of Multivariate Analysis 123, 2014) proclaimed for a multivariate measure of dependence. In the present article we show that this is not true and that there is a mistake in the…

CaRiNG：非可逆生成过程下的时序因果表征学习AI 解读

Identifying the underlying time-delayed latent causal processes in sequential data is vital for grasping temporal dynamics and making downstream reasoning. While some recent methods can robustly identify these latent causal variables, they rely on strict assumptions about the invertible generation process from latent variables to observed data. However, these assumptions are often hard to satisfy in real-world applications containing information loss. For instance, the…

网络时间序列中的群落建模：美国总统选举应用AI 解读

Network time series are becoming increasingly relevant in the study of dynamic processes characterised by a known or inferred underlying network structure. Generalised Network Autoregressive (GNAR) models provide a parsimonious framework for exploiting the underlying network, even in the high-dimensional setting. We extend the GNAR framework by presenting the $\textit{community}$-$α$ GNAR model that exploits prior knowledge and/or exogenous variables for identifying and…

可被数据否证模型的稳健贝叶斯方法AI 解读

We propose a robust Bayesian method for economic models that can be rejected by some data distributions. The econometrician starts with a refutable structural assumption which can be written as the intersection of several assumptions. To avoid the assumption refutable, the econometrician first takes a stance on which assumption $j$ will be relaxed and considers a function $m_j$ that measures the deviation from the assumption $j$. She then specifies a set of prior beliefs $Π_s$…

生存试验中治疗交叉分析的统一三状态模型框架AI 解读

We present a unified three-state model (TSM) framework for evaluating treatment effects in clinical trials in the presence of treatment crossover. Researchers have proposed diverse methodologies to estimate the treatment effect that would have hypothetically been observed if treatment crossover had not occurred. However, there is little work on understanding the connections between these different approaches from a statistical point of view. The proposed TSM framework…

利用相关工具变量集合预测具有多效性调控作用的 GWAS 位点因果基因AI 解读

Multivariate Mendelian randomization (MVMR) is a statistical technique that uses sets of genetic instruments to estimate the direct causal effects of multiple exposures on an outcome of interest. At genomic loci with pleiotropic gene regulatory effects, that is, loci where the same genetic variants are associated to multiple nearby genes, MVMR can potentially be used to predict candidate causal genes. However, consensus in the field dictates that the genetic instruments in…

反事实斜率及其在社会分层研究中的应用AI 解读

This paper addresses two prominent theses in social stratification research, the great equalizer thesis and Mare's (1980) school transition thesis. Both theses describe the role of an intermediate educational transition in the association between socioeconomic status and an outcome variable. However, the descriptive regularities of the two theses may be driven by differential selection into the intermediate transition, which prevents the two theses from having substantive…

模型平均与双重机器学习AI 解读

This paper discusses pairing double/debiased machine learning (DDML) with stacking, a model averaging method for combining multiple candidate learners, to estimate structural parameters. In addition to conventional stacking, we consider two stacking variants available for DDML: short-stacking exploits the cross-fitting step of DDML to substantially reduce the computational burden and pooled stacking enforces common stacking weights over cross-fitting folds. Using calibrated…

具有领先—滞后效应的时间序列高斯过程及其生物数据应用AI 解读

Investigating the relationship, particularly the lead-lag effect, between time series is a common question across various disciplines, especially when uncovering biological process. However, analyzing time series presents several challenges. Firstly, due to technical reasons, the time points at which observations are made are not at uniform inintervals. Secondly, some lead-lag effects are transient, necessitating time-lag estimation based on a limited number of time points.…

利用反事实删失无偏变换估计生存结局的异质性处理效应AI 解读

Methods for estimating heterogeneous treatment effects (HTE) from observational data have largely focused on continuous or binary outcomes, with less attention paid to survival outcomes and almost none to settings with competing risks. In this work, we develop censoring unbiased transformations (CUTs) for survival outcomes both with and without competing risks. After converting time-to-event outcomes using these CUTs, direct application of HTE learners for continuous…