Bayesian DAG Structure Learning with Simultaneous Shrinkage Covariance Estimation under Scale-Mixture Error Distributions in the Proportional High-Dimensional Regime
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We propose a unified Bayesian framework namely robust DAG-Cholesky horseshoe (R-DACH) for joint directed acyclic graph (DAG) structure learning and precision matrix estimation in the high-dimensional proportional asymptotic regime $p/n \to c \in (0,\infty)$, under the scale mixture of normal errors. The construction places a global-local horseshoe-type prior directly on the strictly lower-triangular entries of the modified Cholesky factor of the DAG-Markov precision matrix, so that sparsity in the Cholesky parameters induces a coherent parent-set selection consistent with a topological ordering of the variables. A per-observation inverse-gamma scale mixture yields automatic robustness to heavy-tailed and contaminated observations and admits Student-$t$, Laplace, and slash distributions as special cases. We design a partially-collapsed blocked Gibbs sampler that traverses the joint space of orderings, sparsity patterns and continuous parameters. Simulations across $(n,p)$ configurations with $p$ up to several hundreds confirm the theoretical rates and demonstrate substantial gains over graphical-horseshoe, DAG-Wishart, and PC-based competitors under contamination. An application to RNA-seq gene-expression data from \emph{The Cancer Genome Atlas} reveals biologically interpretable regulatory structure that competing methods fail to recover.
图分割贝叶斯因果森林:空间异质性处理效应估计
In spatial observational studies, treatment assignment and outcomes often exhibit spatial dependence patterns, and treatment effects may vary across space and subpopulations due to both measured and unmeasured spatially structured confounders. Accounting for spatial dependence while estimating heterogeneous treatment effects (HTEs) is a central task in spatial causal inference. Causal Bayesian additive regression tree methods are popular nonparametric methods for modeling…
存在溢出效应的合成控制方法:识别与贝叶斯推断
The synthetic control method (SCM) is widely used for causal inference with panel data, particularly when the number of treated units is small. It relies on the stable unit treatment value assumption (SUTVA), ruling out spillover effects. However, interventions often affect not only treated but also untreated units. This study proposes a novel panel data method that extends standard SCM to account for spillovers and estimate both treatment and spillover effects. The approach…
利用潜在干扰网络代理进行因果效应的贝叶斯估计
Network interference occurs when treatments assigned to some units affect the outcomes of others. Traditional approaches often assume that the observed network correctly specifies the interference structure. However, in practice, researchers frequently only have access to proxy measurements of the interference network due to limitations in data collection or potential mismatches between measured networks and actual interference pathways. In this paper, we introduce a…
存在溢出效应时惩罚合成控制估计的贝叶斯收缩先验
Synthetic control (SC) methods are widely used to estimate the effects of policy interventions, especially those targeting specific geographic regions, referred to as units. These methods construct a weighted combination of untreated units, forming a "synthetic" control that approximates the counterfactual outcomes of the treated unit had the intervention not occurred. Although neighboring areas are often selected as controls due to their similarity in observed and…
Comparing dependence structures between two related multivariate time series is of fundamental interest in many scientific applications, where changes may occur in both directed temporal interactions and contemporaneous connectivity. Modeling each time series by a vector autoregressive (VAR) model, we propose a new framework for estimation and inference of differential Granger causality (DiffGC) and differential network (DiffNet) structures in high dimensions. The proposed…
整群随机试验中依从效应与网络因果效应的识别和有效估计
Treatment noncompliance is pervasive in infectious disease cluster-randomized trials. Although all individuals within a cluster are assigned the same treatment condition, the treatment uptake status may vary across individuals due to noncompliance. We propose a semiparametric framework to evaluate the individual compliance effect and network assignment effect within principal stratum exhibiting different patterns of noncompliance. The individual compliance effect captures…