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Debiased Causal Mediation Analysis in Ultra-High-Dimensional Settings in the Presence of Interaction Effects

含交互效应的超高维因果中介分析去偏估计

Mediation analysis is a crucial tool for uncovering the mechanisms through which a treatment affects an outcome, providing deeper causal insights and guiding effective interventions. Despite substantial advances in mediation analysis with fixed- or low-dimensional mediators and covariates, estimation and inference for mediation functionals remain limited when both mediators and covariates are ultra-high-dimensional. In this paper, we propose an estimator for the mediation…

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MediEncoder: Nonlinear Representation Learning for High-Dimensional Causal Mediation Analysis

MediEncoder:高维因果中介分析的非线性表示学习

Causal mediation analysis decomposes a treatment effect into indirect pathways through mediators and direct pathways not operating through them. Modern biomedical studies often involve high-dimensional covariates and mediators that are noisy proxies for lower-dimensional latent biological processes. Existing methods typically rely on sparsity, linear factor models, or ignore the connection among variables in the learned representations, which can be restrictive when…

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Self-Distillation is Optimal Among Spectral Shrinkage Estimators in Spiked Covariance Models

尖峰协方差模型中自蒸馏在谱收缩估计量中的最优性

Self-distillation has emerged as a promising technique for improving model performance in modern machine learning systems. We develop the statistical foundations of self-distillation in spiked covariance models, by introducing and analyzing a broad class of estimators, namely spectral shrinkage estimators. We establish that for spiked covariance matrices with $s$ spikes, $s$-step self-distillation achieves optimal performance among spectral shrinkage estimators,…

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Optimal Nuisance Function Tuning for Estimating a Doubly Robust Functional under Proportional Asymptotics

比例渐近下双重稳健泛函估计的最优干扰函数调参

In this paper, we explore the asymptotically optimal tuning parameter choice in ridge regression for estimating nuisance functions of a statistical functional that has recently gained prominence in conditional independence testing and causal inference. Given a sample of size $n$, we study estimators of the Expected Conditional Covariance (ECC) between variables $Y$ and $A$ given a high-dimensional covariate $X \in \mathbb{R}^p$. Under linear regression models for $Y$ and $A$…

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CINDES: Classification induced neural density estimator and simulator

CINDES:分类诱导的神经密度估计与模拟

Neural network-based methods for (un)conditional density estimation have recently gained substantial attention, as various neural density estimators have outperformed classical approaches in real-data experiments. Despite these empirical successes, implementation can be challenging due to the need to ensure non-negativity and unit-mass constraints, and theoretical understanding remains limited. In particular, it is unclear whether such estimators can adaptively achieve…

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Estimation and Inference for the Average Treatment Effect in a Score-Explained Heterogeneous Treatment Effect Model

分数解释型异质处理效应模型中的平均处理效应估计与推断

In many practical situations, randomly assigning treatments to subjects is uncommon due to feasibility constraints. For example, economic aid programs and merit-based scholarships are often restricted to those meeting specific income or exam score thresholds. In these scenarios, traditional approaches to estimating treatment effects typically focus solely on observations near the cutoff point, thereby excluding a significant portion of the sample and potentially leading to…

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Optimal Aggregation of Prediction Intervals under Unsupervised Domain Shift

无监督域偏移下预测区间的最优聚合

As machine learning models are increasingly deployed in dynamic environments, it becomes paramount to assess and quantify uncertainties associated with distribution shifts. A distribution shift occurs when the underlying data-generating process changes, leading to a deviation in the model's performance. The prediction interval, which captures the range of likely outcomes for a given prediction, serves as a crucial tool for characterizing uncertainties induced by their…

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UTOPIA: Universally Trainable Optimal Prediction Intervals Aggregation

UTOPIA:可训练的最优预测区间聚合

Uncertainty quantification in prediction presents a compelling challenge with vast applications across various domains, including biomedical science, economics, and weather forecasting. There exists a wide array of methods for constructing prediction intervals, such as quantile regression and conformal prediction. However, practitioners often face the challenge of selecting the most suitable method for a specific real-world data problem. In response to this dilemma, we…

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Deep Neural Networks for Nonparametric Interaction Models with Diverging Dimension

维度增长下非参数交互模型的深度神经网络估计

Deep neural networks have achieved tremendous success due to their representation power and adaptation to low-dimensional structures. Their potential for estimating structured regression functions has been recently established in the literature. However, most of the studies require the input dimension to be fixed and consequently ignore the effect of dimension on the rate of convergence and hamper their applications to modern big data with high dimensionality. In this paper,…

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Estimation of a score-explained non-randomized treatment effect in fixed and high dimensions

固定维与高维下由评分解释的非随机处理效应估计

Non-randomized treatment effect models are widely used for the assessment of treatment effects in various fields and in particular social science disciplines like political science, psychometry, psychology. More specifically, these are situations where treatment is assigned to an individual based on some of their characteristics (e.g. scholarship is allocated based on merit or antihypertensive treatments are allocated based on blood pressure level) instead of being allocated…

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