论文检索

半参数双重强化学习及其长期因果推断应用AI 解读

Double reinforcement learning (DRL) provides efficient off-policy inference for policy values in nonparametric Markov decision processes (MDPs), but fully nonparametric estimators can be unstable when intertemporal overlap is weak and occupancy ratios are high-dimensional. This limitation is especially relevant for long-term causal inference from randomized experiments: randomization ensures overlap in treatment assignment, but not over future state trajectories induced by…

通过校准实现双重稳健推断AI 解读

Doubly robust estimators are widely used for estimating average treatment effects and other linear summaries of regression functions. While consistency requires only one of two nuisance functions to be estimated consistently, asymptotic normality for linear functionals typically requires sufficiently fast convergence of both. We address this mismatch by showing that calibrating the nuisance estimators within a doubly robust procedure can yield doubly robust asymptotic…

暴露数据缺失的检测阴性设计中疫苗有效性与免疫相关指标的目标最大似然估计AI 解读

The test-negative design (TND) is a resource-efficient observational study design that can assess vaccine effectiveness and exposure-proximal immune correlates of disease. The TND enrolls symptomatic individuals seeking diagnostic testing and compares case status by an exposure variable, such as vaccination status or immune marker level, that is measured at testing. While the TND reduces confounding by healthcare-seeking behavior, other sources of confounding may remain. TND…

仅用分类与少量回归实现逆强化学习AI 解读

Inverse reinforcement learning (IRL) aims to infer rewards from observed behavior, but rewards are not identified from the policy alone: many reward--value pairs can rationalize the same actions. Meaningful reward recovery therefore requires a normalization, yet existing normalized IRL methods often rely on anchor-action restrictions or specialized neural architectures. We study reward recovery in the maximum-entropy, or Gumbel-shock, model under a broad class of statewise…

离线强化学习中 V 学习的 Bellman 校准AI 解读

Reliable long-horizon value prediction is difficult in offline reinforcement learning because fitted value methods combine bootstrapping, function approximation, and distribution shift, while standard guarantees often require Bellman completeness or realizability. We introduce Bellman calibration, a weak reliability criterion requiring that states assigned similar predicted values have average Bellman targets that agree with those predictions. This criterion yields a scalar…

通过校准改进预测辅助推断AI 解读

We study semisupervised mean estimation with a small labeled sample, a large unlabeled sample, and a black-box prediction model whose output may be miscalibrated. A standard approach in this setting is augmented inverse-probability weighting (AIPW) [Robins et al., 1994], which protects against prediction-model misspecification but can be inefficient when the prediction score is poorly aligned with the outcome scale. We introduce Calibrated Prediction-Powered Inference, which…

非参数 M 估计目标光滑泛函的自动去偏机器学习AI 解读

We develop a unified framework for automatic debiased machine learning (autoDML) for inference on a broad class of statistical parameters. The framework applies to any smooth functional of a nonparametric M-estimand, defined as the minimizer of a population risk over an infinite-dimensional linear space. Examples include counterfactual regression, quantile, and survival functions, as well as conditional average treatment effects. Rather than requiring manual derivation of…

结合 T-learning 与 DR-learning：因果对比的 oracle 有效估计框架AI 解读

We introduce efficient plug-in (EP) learning, a novel framework for the estimation of heterogeneous causal contrasts, such as the conditional average treatment effect and conditional relative risk. The EP-learning framework enjoys the same oracle efficiency as Neyman-orthogonal learning strategies, such as DR-learning and R-learning, while addressing some of their primary drawbacks: (i) their practical applicability can be hindered by non-convex loss functions; and (ii) they…

结合数据驱动模型选择的自适应去偏机器学习AI 解读

Debiased machine learning estimators for smooth functionals in nonparametric models can exhibit substantial variability and instability, often leading practitioners to instead rely on parametric or semiparametric working models. Such models, however, may be misspecified and can therefore introduce bias. We study how data-driven model selection can be combined with debiased machine learning to construct estimators that adapt to structure in the data-generating distribution.…

估计异质性处理效应的混合元学习器AI 解读

Estimating conditional average treatment effects (CATE) from observational data involves modeling decisions that differ from supervised learning, particularly concerning how to regularize model complexity. Previous approaches can be grouped into two primary "meta-learner" paradigms that impose distinct inductive biases. Indirect meta-learners first fit and regularize separate potential outcome (PO) models and then estimate CATE by taking their difference, whereas direct…

多弱工具变量下的非参数工具变量推断AI 解读

We study inference on linear functionals in the nonparametric instrumental variable (NPIV) problem with a discretely-valued instrument under a many-weak-instruments asymptotic regime, where the number of instrument values grows with the sample size. A key motivating example is estimating long-term causal effects in a new experiment with only short-term outcomes, using past experiments to instrument for the effect of short- on long-term outcomes. Here, the assignment to a…

倾向得分加权中的欠平滑LASSO与合成负对照暴露偏差检测AI 解读

The propensity score (PS) is often used to control for large numbers of covariates in high-dimensional healthcare database studies. The least absolute shrinkage and selection operator (LASSO) has become the most widely used tool for fitting large-scale PS models in these settings. LASSO uses L1 regularized regression to prevent overfitting by shrinking coefficients toward zero (setting some exactly to zero). The degree of regularization is typically selected using…

通过保序校准稳定逆概率权重AI 解读

Inverse weighting with an estimated propensity score is widely used by estimation methods in causal inference to adjust for confounding bias. However, directly inverting propensity score estimates can lead to instability, bias, and excessive variability due to large inverse weights, especially when treatment overlap is limited. In this work, we propose a post-hoc calibration algorithm for inverse propensity weights that generates well-calibrated, stabilized weights from…

结合随机试验与真实世界数据的平均处理效应自适应 TMLEAI 解读

We consider the problem of estimating the average treatment effect (ATE) when both randomized control trial (RCT) data and external real-world data (RWD) are available. We decompose the ATE estimand as the difference between a pooled-ATE estimand that integrates RCT and RWD and a bias estimand that captures the conditional effect of RCT enrollment on the outcome. We introduce an adaptive targeted maximum likelihood estimation (A-TMLE) framework to estimate them. We prove…

异质性处理效应的因果保序校准AI 解读

We propose causal isotonic calibration, a novel nonparametric method for calibrating predictors of heterogeneous treatment effects. Furthermore, we introduce cross-calibration, a data-efficient variant of calibration that eliminates the need for hold-out calibration sets. Cross-calibration leverages cross-fitted predictors and generates a single calibrated predictor using all available data. Under weak conditions that do not assume monotonicity, we establish that both causal…

纵向中介分析的目标最大似然估计AI 解读

Causal mediation analysis with random interventions has become an area of significant interest for understanding time-varying effects with longitudinal and survival outcomes. To tackle causal and statistical challenges due to the complex longitudinal data structure with time-varying confounders, competing risks, and informative censoring, there exists a general desire to combine machine learning techniques and semiparametric theory. In this manuscript, we focus on targeted…