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BudgetIV：多数工具变量无效时因果效应的最优部分识别AI 解读

Instrumental variables (IVs) are widely used to estimate causal effects in the presence of unobserved confounding between exposure and outcome. An IV must affect the outcome exclusively through the exposure and be unconfounded with the outcome. We present a framework for relaxing either or both of these strong assumptions with tuneable and interpretable budget constraints. Our algorithm returns a feasible set of causal effects that can be identified exactly given relevant…

从多模态生物医学观测中学习因果表征AI 解读

Prevalent in biomedical applications (e.g., human phenotype research), multimodal datasets can provide valuable insights into the underlying physiological mechanisms. However, current machine learning (ML) models designed to analyze these datasets often lack interpretability and identifiability guarantees, which are essential for biomedical research. Recent advances in causal representation learning have shown promise in identifying interpretable latent causal variables with…

分层获益概率：部分识别与稳健、稳定的推断AI 解读

We define the Probability of Tiered Benefit in scenarios with a binary exposure and an outcome that is either categorical with $K \geq 2$ ordered tiers or continuous partitioned by $K-1$ fixed thresholds into disjoint intervals. Similarly to other pure counterfactual queries, this parameter is not $g$-identifiable without additional assumptions. We demonstrate that strong monotonicity does not suffice for point identification when $K \geq 3$ and provide sharp bounds both…

具有选择性资格的纵向因果推断AI 解读

Dropout poses a significant challenge to causal inference in longitudinal studies with time-varying treatments. However, existing research does not simultaneously address dropout and time-varying treatments. We examine selective eligibility, an important yet overlooked source of non-ignorable dropout in such settings. This problem arises when a unit's prior treatment history influences its eligibility for subsequent treatments, a common scenario in medical and other…

面板数据交互效应的估计AI 解读

This paper analyzes how interaction effects can be consistently estimated under economically plausible assumptions in linear panel models with a fixed $T$-dimension. We advocate for a \emph{correlated interaction term estimator} (CITE) and show that it is consistent under conditions that are not sufficient for consistency of the interaction term estimator that is most common in applied econometric work. Our paper discusses the empirical content of these conditions, shows…

通过双重抽样处理缺失数据的因果分位数处理效应AI 解读

Causal weighted quantile treatment effects (WQTE) are a useful complement to standard causal contrasts that focus on the mean when interest lies at the tails of the counterfactual distribution. To-date, however, methods for estimation and inference regarding causal WQTEs have assumed complete data on all relevant factors. In most practical settings, however, data will be missing or incomplete data, particularly when the data are not collected for research purposes, as is the…

通过虚拟博弈数值逼近极小极大遗憾规则AI 解读

Finding numerical approximations to minimax regret treatment rules is of key interest. To do so when potential outcomes are in {0,1} we discretize the action space of nature and apply a variant of Robinson's (1951) algorithm for iterative solutions for finite two-person zero sum games. Our approach avoids the need to evaluate regret of each treatment rule in each iteration. When potential outcomes are in [0,1] we apply the so-called coarsening approach. We consider a…

纵向网络的广义网络自回归建模及美国总统选举应用AI 解读

Longitudinal networks are becoming increasingly relevant in the study of dynamic processes characterised by known or inferred community structure. Generalised Network Autoregressive (GNAR) models provide a parsimonious framework for exploiting the underlying network and multivariate time series. We introduce the community-$α$ GNAR model with interactions that exploits prior knowledge or exogenous variables for analysing interactions within and between communities, and can…

面向具有网络效应的离散选择设计图卷积神经网络AI 解读

We introduce a novel model architecture that incorporates network effects into discrete choice problems, achieving higher predictive performance than standard discrete choice models while offering greater interpretability than general-purpose flexible model classes. Econometric discrete choice models aid in studying individual decision-making, where agents select the option with the highest reward from a discrete set of alternatives. Intuitively, the utility an individual…

用双重差分评估政策效应异质性驱动因素的因果框架AI 解读

Policymakers and researchers often seek to understand how a policy differentially affects a population and the pathways driving this heterogeneity. For example, when studying an excise tax on sweetened beverages, researchers might assess the roles of cross-border shopping, economic competition, and store-level price changes on beverage sales trends. However, traditional policy evaluation tools, like the difference-in-differences (DiD) approach, primarily target average…

未知干预下高斯结构因果模型的刻画与贪心学习AI 解读

We consider the problem of recovering the causal structure underlying observations from different experimental conditions when the targets of the interventions in each experiment are unknown. We assume a linear structural causal model with additive Gaussian noise and consider interventions that perturb their targets while maintaining the causal relationships in the system. Different models may entail the same distributions, offering competing causal explanations for the…

反事实逻辑与因果推断的认识论AI 解读

The 2021 Nobel Prize in Economics recognized an epistemology of causal inference based on the Rubin causal model (Rubin 1974), which merits broader attention in philosophy. This model, in fact, presupposes a logical principle of counterfactuals, Conditional Excluded Middle (CEM), the locus of a pivotal debate between Stalnaker (1968) and Lewis (1973) on the semantics of counterfactuals. Proponents of CEM should recognize that this connection points to a new argument for CEM…

高维蛋白基因组数据的多组学生存中介分析框架AI 解读

Survival analysis plays a crucial role in understanding time-to-event (survival) outcomes such as disease progression. Despite recent advancements in causal mediation frameworks for survival analysis, existing methods are typically based on Cox regression and primarily focus on a single exposure or individual omics layers, often overlooking multi-omics interplay. This limitation hinders the full potential of integrated biological insights. In this paper, we propose SMAHP, a…

通过因果正则化提升多元分析的分布外稳健性AI 解读

We propose a regularisation strategy of classical machine learning algorithms rooted in causality that ensures robustness against distribution shifts. Building upon the anchor regression framework, we demonstrate how incorporating a straightforward regularisation term into the loss function of classical multivariate analysis algorithms, such as (orthonormalized) partial least squares, reduced-rank regression, and multiple linear regression, enables out-of-distribution…

存在试验期间事件的外部对照试验：双重稳健综合敏感性分析AI 解读

Externally controlled trials are crucial in clinical development when randomized controlled trials are unethical or impractical. These trials consist of a full treatment arm with the experimental treatment and a full external control arm. However, they present significant challenges in learning the treatment effect due to the lack of randomization and a parallel control group. Besides baseline incomparability, outcome mean non-exchangeability, caused by differences in…

估计平均处理效应的双重机器学习方法：比较研究AI 解读

Observational cohort studies are increasingly being used for comparative effectiveness research to assess the safety of therapeutics. Recently, various doubly robust methods have been proposed for average treatment effect estimation by combining the treatment model and the outcome model via different vehicles, such as matching, weighting, and regression. The key advantage of doubly robust estimators is that they require either the treatment model or the outcome model to be…

费舍尔市场均衡与一价拍卖预算调节均衡的自助法推断AI 解读

The linear Fisher market (LFM) is a basic equilibrium model from economics, which also has applications in fair and efficient resource allocation. First-price pacing equilibrium (FPPE) is a model capturing budget-management mechanisms in first-price auctions. In certain practical settings such as advertising auctions, there is an interest in performing statistical inference over these models. A popular methodology for general statistical inference is the bootstrap procedure.…

结构因果模型的极端行为AI 解读

The behavior of extreme observations is well-understood for time series or spatial data, but little is known if the data generating process is a structural causal model (SCM). We study the behavior of extremes in this model class, both for the observational distribution and under extremal interventions. We show that under suitable regularity conditions on the structure functions, the extremal behavior is described by a multivariate Pareto distribution, which can be…

黑箱因果推断：通过元预测估计效应AI 解读

Causal inference and the estimation of causal effects plays a central role in decision-making across many areas, including healthcare and economics. Estimating causal effects typically requires an estimator that is tailored to each problem of interest. But developing estimators can take significant effort for even a single causal inference setting. For example, algorithms for regression-based estimators, propensity score methods, and doubly robust methods were designed…

lpcde：局部多项式条件密度估计与推断AI 解读

This paper discusses the R package lpcde, which stands for local polynomial conditional density estimation. It implements the kernel-based local polynomial smoothing methods introduced in Cattaneo, Chandak, Jansson, Ma (2024) for statistical estimation and inference of conditional distributions, densities, and derivatives thereof. The package offers mean square error optimal bandwidth selection and associated point estimators, as well as uncertainty quantification based on…

通过逆向加权将汇总数据纳入可作因果解释的元分析AI 解读

Obtaining causally interpretable meta-analysis results is challenging when there are differences in the distribution of effect modifiers between eligible trials. To overcome this, recent work on transportability methods has considered standardizing results of individual studies over the case-mix of a target population, prior to pooling them as in a classical random-effect meta-analysis. One practical challenge, however, is that case-mix standardization often requires…

基于Stein型收缩的联合图模型估计用于scRNAseq快速大规模网络推断AI 解读

Graphical modeling is a widely used tool for analyzing conditional dependencies between variables and traditional methods may struggle to capture shared and distinct structures in multi-group or multi-condition settings. Joint graphical modeling (JGM) extends this framework by simultaneously estimating network structures across multiple related datasets, allowing for a deeper understanding of commonalities and differences. This capability is particularly valuable in fields…

分位数积分的非参数统计推断基础AI 解读

We present a general non-parametric statistical inference theory for integrals of quantiles without assuming any specific sampling design or dependence structure. Technical considerations are accompanied by examples and discussions, including those pertaining to the bias of empirical estimators. To illustrate how the general results can be adapted to specific situations, we derive - at a stroke and under minimal conditions - consistency and asymptotic normality of the…

何时可以使用双向固定效应回归？AI 解读

The use of the two-way fixed effects regression in empirical social science was historically motivated by folk wisdom that it uncovers the Average Treatment effect on the Treated (ATT) as in the canonical two-period two-group case. This belief has come under scrutiny recently due to recent results in applied econometrics showing that it fails to uncover meaningful averages of heterogeneous treatment effects in the presence of effect heterogeneity over time and across…