每日简报

存在孤立节点时的溢出效应估计AI 解读

In estimating spillover effects under network interference, practitioners often use linear regression with either the number or fraction of treated neighbors as regressors. An often overlooked fact is that the latter is undefined for units without neighbors (``isolated nodes"). The common practice is to impute this fraction as zero for isolated nodes. This paper shows that such practice introduces bias through theoretical derivations and simulations. Causal interpretations…

ABC3：基于Cohn准则的随机实验贝叶斯主动因果推断AI 解读

In causal inference, randomized experiment is a de facto method to overcome various theoretical issues in observational study. However, the experimental design requires expensive costs, so an efficient experimental design is necessary. We propose ABC3, a Bayesian active learning policy for causal inference. We show a policy minimizing an estimation error on conditional average treatment effect is equivalent to minimizing an integrated posterior variance, similar to Cohn…

因果中介分析中Bootstrap推断的校准问题AI 解读

Mediation analysis is a form of causal inference that investigates indirect effects and causal mechanisms. Confidence intervals for indirect effects play a central role in conducting inference. The problem is non-standard leading to coverage rates that deviate considerably from their nominal level. The default inference method in the mediation model is the paired bootstrap, which resamples directly from the observed data. However, a residual bootstrap that explicitly…

生存结局下异质性处理效应的变量重要性度量AI 解读

Treatment effect heterogeneity plays an important role in many areas of causal inference and within recent years, estimation of the conditional average treatment effect (CATE) has received much attention in the statistical community. While accurate estimation of the CATE-function through flexible machine learning procedures provides a tool for prediction of the individual treatment effect, it does not provide further insight into the driving features of potential treatment…

目标估计量框架与因果推断：相互补充的范式AI 解读

The creation of the ICH E9 (R1) estimands framework has led to more precise specification of the treatment effects of interest in the design and statistical analysis of clinical trials. However, it is unclear how the new framework relates to causal inference, as both approaches appear to define what is being estimated and have a quantity labelled an estimand. Using illustrative examples, we show that both approaches can be used to define a population-based summary of an…

估计纵向替代结局治疗效应的半参数联合模型：慢性肾病试验应用AI 解读

In clinical trials where long follow-up is required to measure the primary outcome of interest, there is substantial interest in using an accepted surrogate outcome that can be measured earlier in time or with less cost to estimate a treatment effect. For example, in clinical trials of chronic kidney disease (CKD), the effect of a treatment is often demonstrated on a surrogate outcome, the longitudinal trajectory of glomerular filtration rate (GFR). However, estimating the…

以无模型方法评估删失中间结局对总生存期的替代作用AI 解读

Clinical trials or studies oftentimes require long-term and/or costly follow-up of participants to evaluate a novel treatment/drug/vaccine. There has been increasing interest in the past few decades in using short-term surrogate outcomes as a replacement of the primary outcome i.e., in using the surrogate outcome, which can potentially be observed sooner, to make inference about the treatment effect on the long-term primary outcome. Very few of the available statistical…

HNCI：高维网络因果推断AI 解读

The problem of evaluating the effectiveness of a treatment or policy commonly appears in causal inference applications under network interference. In this paper, we suggest the new method of high-dimensional network causal inference (HNCI) that provides both valid confidence interval on the average direct treatment effect on the treated (ADET) and valid confidence set for the neighborhood size for interference effect. We exploit the model setting in Belloni et al. (2022) and…

异质性处理效应估计器的可信评估AI 解读

Accurate heterogeneous treatment effect (HTE) estimation is essential for personalized recommendations, making it important to evaluate and compare HTE estimators. Traditional assessment methods are inapplicable due to missing counterfactuals. Current HTE evaluation methods rely on additional estimation or matching on test data, often ignoring the uncertainty introduced and potentially leading to incorrect conclusions. We propose incorporating uncertainty quantification into…

网络双重自回归AI 解读

Modeling high-dimensional time series with simple structures is a challenging problem. This paper proposes a network double autoregression (NDAR) model, which combines the advantages of network structure and the double autoregression (DAR) model, to handle high-dimensional, conditionally heteroscedastic, and network-structured data within a simple framework. The parameters of the model are estimated using quasi-maximum likelihood estimation, and the asymptotic properties of…

相依二元数据的因果发现AI 解读

The assumption of independence between observations (units) in a dataset is prevalent across various methodologies for learning causal graphical models. However, this assumption often finds itself in conflict with real-world data, posing challenges to accurate structure learning. We propose a decorrelation-based approach for causal graph learning on dependent binary data, where the local conditional distribution is defined by a latent utility model with dependent errors…

球队表现的因果性宿醉效应AI 解读

It's not unreasonable to think that in-game sporting performance can be affected partly by what takes place off the court. We can't observe what happens between games directly. Instead, we proxy for the possibility of athletes partying by looking at play following games in party cities. We are interested to see if teams exhibit a decline in performance the day following a game in a city with active nightlife; we call this a "hangover effect". Part of the question is…

借助辅助数据识别断点回归设计中的平均因果效应AI 解读

Regression discontinuity designs are widely used when treatment assignment is determined by whether a running variable exceeds a predefined threshold. However, most research focuses on estimating local causal effects at the threshold, leaving the challenge of identifying treatment effects away from the cutoff largely unaddressed. The primary difficulty in this context is that the treatment assignment is deterministically defined by the running variable, violating the…

带协变量的伯努利试验中处理分配的最优相关结构AI 解读

Given covariates for $n$ units, each of which is to receive a treatment with probability $1/2$, we study the question of how best to correlate their treatment assignments to minimize the variance of the IPW estimator of the average treatment effect. Past work by \cite{bai2022} found that the optimal stratified experiment is a matched-pair design, where the matching depends on oracle knowledge of the distributions of potential outcomes given covariates. We study the strictly…

双臂最优臂识别中简单遗憾的极小极大最优性AI 解读

This study investigates an asymptotically minimax optimal algorithm in the two-armed fixed-budget best-arm identification (BAI) problem. Given two treatment arms, the objective is to identify the arm with the highest expected outcome through an adaptive experiment. We focus on the Neyman allocation, where treatment arms are allocated following the ratio of their outcome standard deviations. Our primary contribution is to prove the minimax optimality of the Neyman allocation…

肿瘤试验处理交叉的增强两阶段估计：利用外部数据提高精度AI 解读

Randomized controlled trials (RCTs) in oncology often allow control group participants to crossover to experimental treatments, a practice that, while often ethically necessary, complicates the accurate estimation of long-term treatment effects. When crossover rates are high or sample sizes are limited, commonly used methods for crossover adjustment (such as the rank-preserving structural failure time model, inverse probability of censoring weights, and two-stage estimation…

战略行为主体下的实用表现性政策学习AI 解读

This paper studies the performative policy learning problem, where agents adjust their features in response to a released policy to improve their potential outcomes, inducing an endogenous distribution shift. There has been growing interest in training machine learning models in strategic environments, including strategic classification and performative prediction. However, existing approaches often rely on restrictive parametric assumptions: micro-level utility models in…

贝叶斯因果发现的元学习方法AI 解读

Discovering a unique causal structure is difficult due to both inherent identifiability issues, and the consequences of finite data. As such, uncertainty over causal structures, such as those obtained from a Bayesian posterior, are often necessary for downstream tasks. Finding an accurate approximation to this posterior is challenging, due to the large number of possible causal graphs, as well as the difficulty in the subproblem of finding posteriors over the functional…

PCM 选择器：用于线性因果效应评估的惩罚协变量与中介选择方法AI 解读

For a data-generating process for random variables that can be described with a linear structural equation model, we consider a situation in which (i) a set of covariates satisfying the back-door criterion cannot be observed or (ii) such a set can be observed, but standard statistical estimation methods cannot be applied to estimate causal effects because of multicollinearity/high-dimensional data problems. We propose a novel two-stage penalized regression approach, the…

将推断推广至目标总体时应对正值性违背AI 解读

Enhancing the external validity of trial results is essential for their applicability to real-world populations. However, violations of the positivity assumption can limit both the generalizability and transportability of findings. To address positivity violations in estimating the average treatment effect for a target population, we propose a framework that integrates characterizing the underrepresented group and performing sensitivity analysis for inference in the original…

评估真实世界证据模拟研究对随机试验的可重复性AI 解读

Background: The standard regulatory approach to assess replication success is the two-trials rule, requiring both the original and the replication study to be significant with effect estimates in the same direction. The sceptical p-value was recently presented as an alternative method for the statistical assessment of the replicability of study results. Methods: We review the statistical properties of the sceptical p-value and compare those to the two-trials rule. We extend…

预测模型直接原因的建模与发现AI 解读

We introduce a causal modeling framework that captures the input-output behavior of predictive models (e.g., machine learning models). The framework enables us to identify features that directly cause the predictions, which has broad implications for data collection and model evaluation. We then present sound and complete algorithms for discovering direct causes (from data) under some assumptions. Furthermore, we propose a novel independence rule that can be integrated with…

利用工具增强的大语言模型智能体开展多模态因果发现AI 解读

Causal discovery is an imperative foundation for decision-making across domains, such as smart health, AI for drug discovery and AIOps. Traditional statistical causal discovery methods, while well-established, predominantly rely on observational data and often overlook the semantic cues inherent in cause-and-effect relationships. The advent of Large Language Models (LLMs) has ushered in an affordable way of leveraging the semantic cues for knowledge-driven causal discovery,…

遍历网络随机微分方程AI 解读

We propose a novel framework for Network Stochastic Differential Equations (N-SDE), where each node in a network is governed by an SDE influenced by interactions with its neighbors. The evolution of each node is driven by the interplay of three key components: the node's intrinsic dynamics (\emph{momentum effect}), feedback from neighboring nodes (\emph{network effect}), and a \emph{stochastic volatility} term modeled by Brownian motion. Our primary objective is to estimate…