每日简报

纳入稀疏性的 大规模层级工业需求时间序列预测AI 解读

Hierarchical time-series forecasting (HTSF) is an important problem for many real-world business applications where the goal is to simultaneously forecast multiple time-series that are related to each other via a hierarchical relation. Recent works, however, do not address two important challenges that are typically observed in many demand forecasting applications at large companies. First, many time-series at lower levels of the hierarchy have high sparsity i.e., they have…

纵向重复测量数据中针对假设性目标量的工具变量方法：STEP 1 试验应用AI 解读

The STEP 1 randomized trial evaluated the effect of taking semaglutide vs placebo on body weight over a 68 week duration. As with any study evaluating an intervention delivered over a sustained period, non-adherence was observed. This was addressed in the original trial analysis within the Estimand Framework by viewing non-adherence as an intercurrent event. The primary analysis applied a treatment policy strategy which viewed it as an aspect of the treatment regimen, and…

度量空间上的绝对平均与中位处理效应AI 解读

We define the notions of absolute average and median treatment effects as causal estimands on general metric spaces such as Riemannian manifolds, propose estimators using stratification, and prove several properties, including strong consistency. In the process, we also demonstrate the strong consistency of the weighted sample Fréchet means and geometric medians. Stratification allows these estimators to be utilized beyond the narrow constraints of a completely randomized…

协作因果推断中的数据共享机制（扩展版）AI 解读

Collaborative causal inference (CCI) is a federated learning method for pooling data from multiple, often self-interested, parties, to achieve a common learning goal over causal structures, e.g. estimation and optimization of treatment variables in a medical setting. Since obtaining data can be costly for the participants and sharing unique data poses the risk of losing competitive advantages, motivating the participation of all parties through equitable rewards and…

通过高阶累积量实现线性因果解耦AI 解读

Linear causal disentanglement is a recent method in causal representation learning to describe a collection of observed variables via latent variables with causal dependencies between them. It can be viewed as a generalization of both independent component analysis and linear structural equation models. We study the identifiability of linear causal disentanglement, assuming access to data under multiple contexts, each given by an intervention on a latent variable. We show…

三角函数季节成分模型及其在双重季节性时间序列中的应用AI 解读

A finite trigonometric series model for seasonal time series is considered in this paper. This component model is shown to be useful, in particular, for the modeling of time series with two types of seasonality, a long-period and a short period. This component model is also shown to be effective in the case of ordinary seasonal time series with only one seasonal component, if the seasonal pattern is simple and can be well represented by a small number of trigonometric…

重尾结果下协变量自适应随机化的处理效应估计AI 解读

Randomized experiments are the gold standard for investigating causal relationships, with comparisons of potential outcomes under different treatment groups used to estimate treatment effects. However, outcomes with heavy-tailed distributions pose significant challenges to traditional statistical approaches. While recent studies have explored these issues under simple randomization, their application in more complex randomization designs, such as stratified randomization or…

用于因果效应识别的快速代理实验设计AI 解读

Identifying causal effects is a key problem of interest across many disciplines. The two long-standing approaches to estimate causal effects are observational and experimental (randomized) studies. Observational studies can suffer from unmeasured confounding, which may render the causal effects unidentifiable. On the other hand, direct experiments on the target variable may be too costly or even infeasible to conduct. A middle ground between these two approaches is to…

用于插补与个体化推断的凸化匹配方法AI 解读

We introduce a new convexified matching method for missing value imputation and individualized inference inspired by computational optimal transport. Our method integrates favorable features from mainstream imputation approaches: optimal matching, regression imputation, and synthetic control. We impute counterfactual outcomes based on convex combinations of observed outcomes, defined based on an optimal coupling between the treated and control data sets. The optimal coupling…

如何在信息借用下向进行中的篮式试验加入新篮AI 解读

Basket trials test a single therapeutic treatment on several patient populations under one master protocol. A desirable adaptive design feature in these studies may be the incorporation of new baskets to an ongoing study. Limited basket sample sizes can cause issues in power and precision of treatment effect estimates which could be amplified in added baskets due to the shortened recruitment time. While various Bayesian information borrowing techniques have been introduced…

基于替代终点的临时批准因果路线图AI 解读

For many rare diseases with no approved preventive interventions, promising interventions exist, yet it has been difficult to conduct a pivotal phase 3 trial that could provide direct evidence demonstrating a beneficial effect on the target disease outcome. When a promising putative surrogate endpoint(s) for the target outcome is available, surrogate-based provisional approval of an intervention may be pursued. We apply the Causal Roadmap rubric to define a surrogate…

集群随机试验中用混合效应模型检验处理效应异质性的第一类错误风险AI 解读

Evaluating heterogeneity of treatment effects (HTE) across subgroups is common in both randomized trials and observational studies. Although several statistical challenges of HTE analyses including low statistical power and multiple comparisons are widely acknowledged, issues arising for clustered data, including cluster randomized trials (CRTs), have received less attention. Notably, the potential for model misspecification is increased given the complex clustering…

主成分因子置信区域构造中的特异成分横截面相关处理AI 解读

In this paper, we propose a computationally simple estimator of the asymptotic covariance matrix of the Principal Components (PC) factors valid in the presence of cross-correlated idiosyncratic components. The proposed estimator of the asymptotic Mean Square Error (MSE) of PC factors is based on adaptive thresholding the sample covariances of the id iosyncratic residuals with the threshold based on their individual variances. We compare the nite sample performance of…

聚合贝叶斯因果森林：分层数据的灵活因果推断AI 解读

This paper introduces aggregate Bayesian Causal Forests (aBCF), a new Bayesian model for causal inference using aggregated data. Aggregated data are common in policy evaluations where we observe individuals such as students, but participation in an intervention is determined at a higher level of aggregation, such as schools implementing a curriculum. Interventions often have millions of individuals but far fewer higher-level units, making aggregation computationally…

特定因子模型样本相关矩阵有界与发散特征值的渐近位置及成分保留规则AI 解读

Let the dimension $N$ of data and the sample size $T$ tend to $\infty$ with $N/T \to c > 0$. The spectral properties of a sample correlation matrix $\mathbf{C}$ and a sample covariance matrix $\mathbf{S}$ are asymptotically equal whenever the population correlation matrix $\mathbf{R}$ is bounded (El Karoui 2009). We demonstrate this also for general linear models for unbounded $\mathbf{R}$, by examining the behavior of the singular values of multiplicatively perturbed…

使用时变工具变量的两阶段最小二乘：二型糖尿病治疗强化评估AI 解读

As longitudinal data becomes more available in many settings, policy makers are increasingly interested in the effect of time-varying treatments (e.g. sustained treatment strategies). In settings such as this, the preferred analysis techniques are the g-methods, however these require the untestable assumption of no unmeasured confounding. Instrumental variable analyses can minimise bias through unmeasured confounding. Of these methods, the Two Stage Least Squares technique…

从低层级测量直接估计高层级相关性：基因通路与蛋白质组应用AI 解读

This paper tackles the challenge of estimating correlations between higher-level biological variables (e.g., proteins and gene pathways) when only lower-level measurements are directly observed (e.g., peptides and individual genes). Existing methods typically aggregate lower-level data into higher-level variables and then estimate correlations based on the aggregated data. However, different data aggregation methods can yield varying correlation estimates as they target…

通胀即时预测中的 MIDAS 与 Lag-Llama 模型比较AI 解读

Inflation is one of the most important economic indicators closely watched by both public institutions and private agents. This study compares the performance of a traditional econometric model, Mixed Data Sampling regression, with one of the newest developments from the field of Artificial Intelligence, a foundational time series forecasting model based on a Long short-term memory neural network called Lag-Llama, in their ability to nowcast the Harmonized Index of Consumer…

多阶段学习与双重稳健深度神经网络的因果推断AI 解读

Deep neural networks (DNNs) have demonstrated remarkable empirical performance in large-scale supervised learning problems, particularly in scenarios where both the sample size $n$ and the dimension of covariates $p$ are large. This study delves into the application of DNNs across a wide spectrum of intricate causal inference tasks, where direct estimation falls short and necessitates multi-stage learning. Examples include estimating the conditional average treatment effect…

平稳时间序列模型创新项正态性的信息矩阵检验AI 解读

This study focuses on the problem of testing for normality of innovations in stationary time series models.To achieve this, we introduce an information matrix (IM) based test. While the IM test was originally developed to test for model misspecification, our study addresses that the test can also be used to test for the normality of innovations in various time series models. We provide sufficient conditions under which the limiting null distribution of the test statistics…

因果发现导论AI 解读

In social sciences and economics, causal inference traditionally focuses on assessing the impact of predefined treatments (or interventions) on predefined outcomes, such as the effect of education programs on earnings. Causal discovery, in contrast, aims to uncover causal relationships among multiple variables in a data-driven manner, by investigating statistical associations rather than relying on predefined causal structures. This approach, more common in computer science,…

异质性因果效应的最大熵估计AI 解读

For the purpose of causal inference we employ a stochastic model of the data generating process, utilizing individual propensity probabilities for the treatment, and also individual and counterfactual prognosis probabilities for the outcome. We assume a generalized version of the stable unit treatment value assumption, but we do not assume any version of strongly ignorable treatment assignment. Instead of conducting a sensitivity analysis, we utilize the principle of maximum…

生存结局序贯试验模拟的推断：夹心方差、Bootstrap 与 Jackknife 比较AI 解读

Sequential trial emulation (STE) is an approach to estimating causal treatment effects by emulating a sequence of target trials from observational data. In STE, inverse probability weighting is commonly utilised to address time-varying confounding and/or dependent censoring. Then structural models for potential outcomes are applied to the weighted data to estimate treatment effects. For inference, the simple sandwich variance estimator is popular but conservative, while…

存在部分无效工具变量时双向孟德尔随机化的识别与估计AI 解读

We consider the challenging problem of estimating causal effects from purely observational data in the bi-directional Mendelian randomization (MR), where some invalid instruments, as well as unmeasured confounding, usually exist. To address this problem, most existing methods attempt to find proper valid instrumental variables (IVs) for the target causal effect by expert knowledge or by assuming that the causal model is a one-directional MR model. As such, in this paper, we…