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高度分层实验的效率AI 解读

This paper studies the use of highly stratified designs for the efficient estimation of a large class of treatment effect parameters that arise in the analysis of experiments. By a "highly stratified" design, we mean experiments in which units are divided into blocks of a fixed size and a proportion within each block is assigned to a binary treatment uniformly at random. The class of parameters considered are those that can be expressed as the solution to a set of moment…

超越可识别性：少量环境与有限样本下的因果表示学习AI 解读

We provide explicit, finite-sample guarantees for learning causal representations from data with a sublinear number of environments. Causal representation learning seeks to provide a rigourous foundation for the general representation learning problem by bridging causal models with latent factor models in order to learn interpretable representations with causal semantics. Despite a blossoming theory of identifiability in causal representation learning, estimation and…

右删失竞争风险数据中累积发生函数差的多重稳健估计AI 解读

In causal inference, estimating the average treatment effect is a central objective, and in the context of competing risks data, this effect can be quantified by the cause-specific cumulative incidence function (CIF) difference. While doubly robust estimators give a more robust way to estimate the causal effect from the observational study, they remain inconsistent if both models are misspecified. To improve the robustness, we develop a multiply robust estimator for the…

二元关系网络形成模型中效用可转移性的计量分析AI 解读

This paper studies how to estimate an individual's taste for forming a connection with another individual in a network. It compares the difficulty of estimation with and without the assumption that utility is transferable between individuals, and with and without the assumption that regressors are symmetric across individuals in the pair. I show that when pair-specific regressors are symmetric, the sufficient conditions for consistency and asymptotic normality of the maximum…

非参数工具变量回归的共形预测AI 解读

We propose a method for constructing distribution-free prediction intervals in nonparametric instrumental variable regression (NPIV), with finite-sample coverage guarantees. Building on the conditional guarantee framework in conformal inference, we reformulate conditional coverage as marginal coverage over a class of IV shifts $\mathcal{F}$. Our method can be combined with any NPIV estimator, including sieve 2SLS and other machine-learning-based NPIV methods such as neural…

空间面板数据的空间纵向回归：佛罗伦萨首条电车线对商业活力的影响AI 解读

Synthetic control methods are commonly used in panel data settings to evaluate the effect of an intervention. In many of these cases, the treated and control units correspond to spatial units such as regions or neighborhoods. Our approach addresses the challenge of understanding how an intervention applied at specific locations influences the surrounding area. Traditional synthetic control applications may struggle with defining the effective area of impact, the extent of…

离散因果表示学习AI 解读

Causal representation learning seeks to uncover causal relationships among high-level latent variables from low-level, entangled, and noisy observations. Existing approaches often either rely on deep neural networks, which lack interpretability and formal guarantees, or impose restrictive assumptions like linearity, continuous-only observations, and strong structural priors. These limitations particularly challenge applications with a large number of discrete latent…

用于时间序列截面数据因果推断的贝叶斯倾向得分增强潜因子模型AI 解读

We propose a Bayesian propensity score-augmented latent factor model for causal inference with time-series cross-sectional data. The framework explicitly models the treatment assignment mechanism by incorporating latent factor loadings, while the outcome model flexibly incorporates the propensity score, for example through stratification. Relative to existing approaches, the proposed method provides greater flexibility and captures additional heterogeneity across…

存在混杂的均衡系统：可解释因果图模型AI 解读

In applications, quantities of interest are often modelled in equilibrium or an equilibrium solution is sought. The presence of confounding makes causal inference in this setting challenging. We provide interpretable graphical models for equilibrium systems with confounding using anterial graphs (Lauritzen and Sadeghi, 2018), a class of graphs containing directed acyclic graphs, ancestral graphs, and chain graphs. In this setting, we provide valid graphical representations…

利用辅助信息的稳健矩阵估计AI 解读

We introduce a flexible framework for high-dimensional matrix estimation to incorporate side information for both rows and columns. Existing approaches, such as inductive matrix completion, often impose restrictive structure-for example, an exact low-rank covariate interaction term, linear covariate effects, and limited ability to exploit components explained only by one side (row or column) or by neither-and frequently omit an explicit noise component. To address these…

相依混合数据的因果发现及其在基因调控网络推断中的应用AI 解读

Causal discovery aims to infer causal relationships among variables from observational data, typically represented by a directed acyclic graph (DAG). Most existing methods assume independent and identically distributed observations, an assumption often violated in modern applications. In addition, many datasets contain a mixture of continuous and discrete variables, which further complicates causal modeling when dependence across samples is present. To address these…

存在溢出效应的合成控制方法：识别与贝叶斯推断AI 解读

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…

发现具有空间结构的时间序列之间的因果关系AI 解读

Causal discovery is the subfield of causal inference concerned with estimating the structure of cause-and-effect relationships in a system of interrelated variables, as opposed to quantifying the strength or describing the form of causal effects. As interest in causal discovery builds in fields such as ecology, public health, and environmental sciences where data are regularly collected with spatial and temporal structures, approaches must evolve to manage autocorrelation…

连续处理后变量主层分析的贝叶斯非参数方法AI 解读

Principal stratification provides a causal inference framework for investigating treatment effects in the presence of a post-treatment variable. Principal strata play a key role in characterizing the treatment effect by identifying groups of units with the same or similar values for the potential post-treatment variable at all treatment levels. The literature has focused mainly on binary post-treatment variables. Few papers considered continuous post-treatment variables. In…

用于线性面板模型与神经网络的指数多项式散度稳健信息准则AI 解读

Model selection is a cornerstone of statistical inference, where information criteria are widely employed to balance model fit and complexity. However, classical likelihood-based criteria are often highly sensitive to contamination, outliers, and model misspecification. In this paper, we develop a robust alternative based on the Exponential-Polynomial Divergence, a flexible extension of existing divergence measures that enhances adaptability to diverse data irregularities.…

处理后混杂下集群随机试验因果机制的贝叶斯非参数识别与估计AI 解读

Causal mediation analysis in cluster-randomized trials (CRTs) is essential for explaining how cluster-level interventions affect individual outcomes, yet it is complicated by interference, post-treatment confounding, and hierarchical covariate adjustment. We develop a Bayesian nonparametric framework that simultaneously accommodates interference and a post-treatment confounder that precedes the mediator. Identification is achieved through a multivariate Gaussian copula that…

极端分位数处理效应的尾部校准估计AI 解读

Extreme quantile treatment effects (eQTEs) measure the causal impact of a treatment on the tails of an outcome distribution and are central for studying rare, high-impact events. Standard QTE methods often fail in extreme regimes due to data sparsity, while existing eQTE methods rely on restrictive tail assumptions or on interior-quantile theory. We propose the Tail-Calibrated Inverse Estimating Equation (TIEE) framework, which combines information across quantile levels and…

含期中分析的平台试验如何纳入非同期对照AI 解读

The analysis of platform trials can be enhanced by utilizing non-concurrent controls. Since including this data might also introduce bias in the treatment effect estimators if time trends are present, methods for incorporating non-concurrent controls adjusting for time have been proposed. However, so far their behavior has not been systematically investigated in platform trials that include interim analyses. To evaluate the impact of an interim analysis in trials utilizing…

样本选择模型中的贝叶斯变量选择：spike-and-slab 先验AI 解读

Sample selection models are a widely used approach for correcting bias caused by data that are missing not at random. Their formulation requires specifying the variables that influence the outcome and those that drive the selection process. This specification is often based on expert knowledge, which can result in the inclusion of irrelevant variables or the omission of important ones. Moreover, to avoid inferential problems such as practical non-identifiability,…

将 Riesz 回归理解为直接密度比估计AI 解读

This study clarifies the relationship between Riesz regression [Chernozhukov et al., 2021] and density ratio estimation (DRE) in causal inference problems, such as average treatment effect estimation. We first show that the Riesz representer can be written as a signed density ratio and then demonstrate that the Riesz regression objective coincides with the least-squares importance fitting criterion [Kanamori et al., 2009]. Although Riesz regression applies to a broad class…

工具变量回归的改进推断：结合低维与多工具变量检验AI 解读

Empirical instrumental variables (IV) studies often report separate results based on low-dimensional instruments and many base instruments. This paper proposes a combination test that integrates these commonly reported statistics. The test linearly combines a cluster-robust Wald statistic based on low-dimensional IVs with leave-one-cluster-out Lagrangian Multiplier (LM) and Anderson-Rubin (AR) statistics constructed from many IVs. We establish joint asymptotic normality and…

干扰、同质性与稳健性权衡下的最优实验设计AI 解读

To minimize the mean squared error (MSE) in global average treatment effect (GATE) estimation under network interference, a popular approach is to use a cluster-randomized design. However, in the presence of homophily, which is common in social networks, cluster randomization can instead increase the MSE. We develop a novel potential outcomes model that accounts for interference, homophily, and heterogeneous variation. In this setting, we establish a framework for optimizing…

函数型线性分位数回归的变量选择：识别日常体力活动模式与认知功能的关联AI 解读

Quantile regression is useful for characterizing the conditional distribution of a response variable and understanding heterogeneity in the covariate effects at different quantiles. The rise of high-dimensional physiological data in biomedical research through wearable and sensor devices underscores the need for effective variable selection methods for interpretable and accurate quantile regression, which can offer robust insights into heterogeneous and dynamic covariate…

等误差方差结构方程模型的一致贝叶斯因果发现AI 解读

We consider the problem of recovering the true causal structure among a set of variables, generated by a linear acyclic structural equation model (SEM) with the error terms being independent, not necessarily Gaussian, and having equal variances. It is well-known that the true underlying directed acyclic graph (DAG) encoding the causal structure is uniquely identifiable under this assumption. Interestingly, in this setting, it further holds that the sum of minimum expected…