Causal clustering: design of cluster experiments under network interference
因果聚类:网络干扰下的群组实验设计AI 解读 ↓
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因果聚类:网络干扰下的群组实验设计AI 解读 ↓
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This paper studies the design of cluster experiments to estimate the global treatment effect in the presence of network spillovers. We provide a framework to choose the clustering that minimizes the worst-case mean-squared error of the estimated global effect. We show that optimal clustering solves a novel penalized min-cut optimization problem computed via off-the-shelf semi-definite programming algorithms. Our analysis also characterizes simple conditions to choose between any two cluster designs, including choosing between a cluster or individual-level randomization. We illustrate the method's properties using unique network data from the universe of Facebook's users and existing data from a field experiment.
基于大语言模型文本测量的再犯预测、同伴效应估计与预测辅助推断
We provide a new framework for estimating peer effects when outcomes are multivariate behavioral measures derived from written text using an LLM and the network formation is endogenous. We obtain LLM embeddings and zero shot classification of more than 200,000 written exchanges among residents of low-security correctional facilities. We find that LLM embeddings improve out-of-sample recidivism prediction by up to 30% over pre-entry covariates alone using LASSO and LoRA…
部分干扰下用于倾向得分估计的混合效应结果自适应 Lasso
Interference occurs when one individual's treatment or exposure affects another individual's outcome. In particular, we assume partial interference, where individuals are divided into groups such that there is no interference between individuals in different groups. In observational studies, inverse probability weighting (IPW) based on propensity scores is often used for causal effect estimation. However, under partial interference, the group-level propensity score must be…
利用网络结构的工具变量回归:因果节点发现与估计
Estimating causal effects from high-dimensional, structured exposures is a fundamental challenge in modern applications ranging from neuroscience and finance to environmental science. While the literature has addressed high-dimensional instrumental variable (IV) regression, and separately leveraged graph structure in penalized regression, the integration of both, especially for causal support recovery in the presence of latent confounding, remains unexplored. In this work,…
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…
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…
实验干预下稀疏因果高斯网络的学习:正则化与坐标下降
Causal networks are graphically represented by directed acyclic graphs (DAGs). Learning causal networks from data is a challenging problem due to the size of the space of DAGs, the acyclicity constraint placed on the graphical structures, and the presence of equivalence classes. In this article, we develop an L 1-penalized likelihood approach to estimate the structure of causal Gaussian networks. A blockwise coordinate descent algorithm, which takes advantage of the…