跳到正文
收录说明
收录范围
保留计量方法研究、相关统计基础,以及实质涉及计量方法的应用、教程、比较和综述。书评、刊务及明确无关内容不公开;身份或相关性证据不足的记录保留待核,补充可靠材料后可重新判断。
预印本来自 arXiv 计量经济学及相关统计、金融分类和主题检索。主题检索从 2021 年起回补;关注作者追溯更早年份,部分历史文献按已核验编号补录。收录不表示通过同行评审,仍可能遗漏。
本库首次提交范围:2004-06-23 — 2026-10-16。
阅读范围
默认显示本库全部预印本。可选“优先阅读”:至少一位作者同时满足有可核验的本站覆盖期刊正式发表记录,且 OpenAlex 总引用超过 1,000 次。按同一作者身份匹配,两项缺一不可。此筛选提供阅读线索,不作为论文质量判断。
日期与排序
默认按最近修订排序;年份和日期筛选使用首次提交时间。同一 arXiv 编号的修订会合并。仅有月份或年份时,日期区间相交也会纳入。

日期精度:到日 1487 篇 · 到月 0 篇 · 到年 0 篇

分类与引用
领域和方法依据题名、摘要初步分类,可人工修正;分类不代表论文质量。引用数采用 OpenAlex 单条关联记录,不合计版本。
贝叶斯:贝叶斯建模、后验推断与 MCMC。
更新与 AI 解读
正常题录、可靠摘要与引用同步继续;日、周、月简报按核实的发表与修订日期汇总,历史补录保留在文献库。AI 解读依据可靠摘要或已核实原文片段,已有解读保留供阅读参考;缺少可靠材料的条目保持待解读,浏览页面不会触发生成。
1,487 篇论文
导出
BibTeX ↓RIS ↓RSS 订阅 ↗

Benign overfitting in Fixed Dimension via Physics-Informed Learning with Smooth Inductive Bias

固定维度下带平滑归纳偏置的物理信息学习中的良性过拟合

Recent advances in machine learning have inspired a surge of research into reconstructing specific quantities of interest from measurements that comply with certain physical laws. These efforts focus on inverse problems that are governed by partial differential equations (PDEs). In this work, we develop an asymptotic Sobolev norm learning curve for kernel ridge(less) regression when addressing (elliptical) linear inverse problems. Our results show that the PDE operators in…

AI 解读阅读原文 ↗BibTeX ↓

Factor pre-training in Bayesian multivariate logistic models

贝叶斯多元逻辑模型中的因子预训练

This article focuses on inference in logistic regression for high-dimensional binary outcomes. A popular approach induces dependence across the outcomes by including latent factors in the linear predictor. Bayesian approaches are useful for characterizing uncertainty in inferring the regression coefficients, factors and loadings, while also incorporating hierarchical and shrinkage structure. However, Markov chain Monte Carlo algorithms for posterior computation face…

AI 解读阅读原文 ↗BibTeX ↓

A Bayesian nonparametric approach to mediation and spillover effects with multiple mediators in cluster-randomized trials

整群随机试验中多重中介与溢出效应的贝叶斯非参数方法

Cluster randomized trials (CRTs) with multiple unstructured mediators present significant methodological challenges for causal inference due to within-cluster correlation, interference among units, and the complexity introduced by multiple mediators. Existing causal mediation methods often fall short in simultaneously addressing these complexities, particularly in disentangling mediator-specific effects under interference that are central to studying complex mechanisms. To…

AI 解读阅读原文 ↗BibTeX ↓

Change Point Detection in Dynamic Graphs with Decoder-only Latent Space Model

基于仅解码器潜在空间模型的动态图变点检测

This manuscript studies the unsupervised change point detection problem in time series of graphs using a decoder-only latent space model. The proposed framework consists of learnable prior distributions for low-dimensional graph representations and of a decoder that bridges the observed graphs and latent representations. The prior distributions of the latent spaces are learned from the observed data as empirical Bayes to assist change point detection. Specifically, the model…

AI 解读阅读原文 ↗BibTeX ↓

On relative universality, regression operator, and conditional independence

相对普适性、回归算子与条件独立

The notion of relative universality with respect to a σ-field was introduced to establish the unbiasedness and Fisher consistency of an estimator in nonlinear sufficient dimension reduction. However, there is a gap in the proof of this result in the existing literature. The existing definition of relative universality seems to be too strong for the proof to be valid. In this note we modify the definition of relative universality using the concept of ǫ-measurability, and…

AI 解读阅读原文 ↗BibTeX ↓

Scalable Variational Bayes Inference for Dynamic Variable Selection

动态变量选择的可扩展变分贝叶斯推断

We develop a variational Bayes approach for dynamic variable selection in high-dimensional regression models with time-varying parameters and predictors that exhibit a predefined group structure. Through comprehensive simulation studies, we demonstrate that our method yields more accurate parameter estimates than existing Bayesian static and dynamic variable selection approaches while maintaining computational efficiency. We illustrate the performance of our approach within…

AI 解读阅读原文 ↗BibTeX ↓

Bayesian analysis of regression discontinuity designs with heterogeneous treatment effects

异质处理效应断点回归设计的贝叶斯分析

Regression Discontinuity Design (RDD) is a popular framework for estimating a causal effect in settings where treatment is assigned if an observed covariate exceeds a fixed threshold. We consider estimation and inference in the common setting where the sample consists of multiple known sub-populations with potentially heterogeneous treatment effects. In the applied literature, it is common to account for heterogeneity by either fitting a parametric model or considering each…

AI 解读阅读原文 ↗BibTeX ↓

Inverse Probability Weighting: from Survey Sampling to Evidence Estimation

逆概率加权:从调查抽样到贝叶斯证据估计

We consider the class of inverse probability weight (IPW) estimators, including the popular Horvitz-Thompson and Hajek estimators used routinely in survey sampling, causal inference and evidence estimation for Bayesian computation. We focus on the 'weak paradoxes' for these estimators due to two counterexamples by Basu [1988] and Wasserman [2004] and investigate the two natural Bayesian answers to this problem: one based on binning and smoothing : a 'Bayesian sieve' and the…

AI 解读阅读原文 ↗BibTeX ↓

Advances in Bayesian model selection consistency for high-dimensional generalized linear models

高维广义线性模型中贝叶斯模型选择相合性的进展

Uncovering genuine relationships between a response variable of interest and a large collection of covariates is a fundamental and practically important problem. In the context of Gaussian linear models, both the Bayesian and non-Bayesian literature is well-developed and there are no substantial differences in the model selection consistency results available from the two schools. For the more challenging generalized linear models (GLMs), however, Bayesian model selection…

AI 解读阅读原文 ↗BibTeX ↓

Tree-Regularized Bayesian Latent Class Analysis for Improving Weakly Separated Dietary Pattern Subtyping in Small-Sized Subpopulations

树正则化贝叶斯潜类别分析:改善小规模亚群中弱分离膳食模式的亚型识别

Dietary patterns synthesize multiple related diet components, which can be used by nutrition researchers to examine diet-disease relationships. Latent class models (LCMs) have been used to derive dietary patterns from dietary intake assessment, where each class profile represents the probabilities of exposure to a set of diet components. However, LCM-derived dietary patterns can exhibit strong similarities, or weak separation, resulting in numerical and inferential…

AI 解读阅读原文 ↗BibTeX ↓

Beyond Conditional Averages: Estimating The Individual Causal Effect Distribution

超越条件平均效应:估计个体因果效应分布

In recent years, the field of causal inference from observational data has emerged rapidly. The literature has focused on (conditional) average causal effect estimation. When (remaining) variability of individual causal effects (ICEs) is considerable, average effects may be uninformative for an individual. The fundamental problem of causal inference precludes estimating the joint distribution of potential outcomes without making assumptions. In this work, we show that the…

AI 解读阅读原文 ↗BibTeX ↓

Optimizing Data-driven Weights In Multidimensional Indexes

多维指数中的数据驱动权重优化

Multidimensional indexes are ubiquitous, and popular, but present non-negligible normative choices when it comes to attributing weights to their dimensions. This paper provides a more rigorous approach to the choice of weights by defining a set of desirable properties that weighting models should meet. It shows that Bayesian Networks is the only model across statistical, econometric, and machine learning computational models that meets these properties. An example with…

AI 解读阅读原文 ↗BibTeX ↓

Regularization and Selection in A Directed Network Model with Nodal Homophily and Nodal Effects

含节点同质性与节点效应的有向网络模型中的正则化与选择

This article introduces a regularization and selection methods for directed networks with nodal homophily and nodal effects. The proposed approach not only preserves the statistical efficiency of the resulting estimator, but also ensures that the selection of nodal homophily and nodal effects is scalable with large-scale network data and multiple nodal features. In particular, we propose a directed random network model with nodal homophily and nodal effects, which includes…

AI 解读阅读原文 ↗BibTeX ↓

Statistical Prediction of Peaks Over a Threshold

超阈值极端峰值的统计预测

In many applied fields, the prediction of more severe events than those already recorded is crucial for safeguarding against potential future calamities. What-if analyses, which evaluate hypothetical scenarios up to the worst-case event, play a key role in assessing the potential impacts of extreme events and guiding the development of effective safety policies. This problem can be analyzed using extreme value theory. We employ the well-established peaks-over-threshold…

AI 解读阅读原文 ↗BibTeX ↓

Quantifying uncertainty of individualized treatment effects in right-censored survival data: A comparison of Bayesian additive regression trees and causal survival forest

右删失生存数据中个体化处理效应的不确定性:BART 与因果生存森林比较

Estimation of individualized treatment effects (ITE), also known as conditional average treatment effects (CATE), is an active area of methodology development. However, much less attention has been paid to the quantification of uncertainty of ITE/CATE estimates in right-censored survival data. Here we undertake an extensive simulation study to examine the coverage of interval estimates from two popular estimation algorithms, Bayesian additive regression trees (BART) and…

AI 解读阅读原文 ↗BibTeX ↓

Variational Bayesian Multiple Imputation in High-Dimensional Regression Models With Missing Responses

高维回归缺失响应下的变分贝叶斯多重插补

Multiple imputation has become one of the standard methods in drawing inferences in many incomplete data applications. Applications of multiple imputation in relatively more complex settings, such as high-dimensional clustered data, require specialized methods to overcome the computational burden. Using linear mixed-effects models, we develop such methods that can be applied to continuous, binary, or categorical incomplete data by employing variational Bayesian inference to…

AI 解读阅读原文 ↗BibTeX ↓

Sparse Bayesian Factor Models with Mass-Nonlocal Factor Scores

采用点质量与非局部因子得分先验的稀疏贝叶斯因子模型

Bayesian factor models are widely used for dimensionality reduction and pattern discovery in high-dimensional datasets across diverse fields. These models typically focus on imposing priors on factor loading to induce sparsity and improve interpretability. However, factor scores, which play a critical role in individual-level associations with factors, have received less attention and are assumed to follow a standard normal distribution. This assumption oversimplifies the…

AI 解读阅读原文 ↗BibTeX ↓

A Dynamic, Ordinal Gaussian Process Item Response Theoretic Model

动态有序高斯过程项目反应理论模型

Social scientists are often interested in using ordinal indicators to estimate latent traits that change over time. Frequently, this is done with item response theoretic (IRT) models that describe the relationship between those latent traits and observed indicators. We combine recent advances in Bayesian nonparametric IRT, which makes minimal assumptions on shapes of item response functions, and Gaussian process time series methods to capture dynamic structures in latent…

AI 解读阅读原文 ↗BibTeX ↓

Relational Graph in Vector Autoregression: A Case Study on the Effect of the Great Recession on Connectivity of Economic Indicators

向量自回归中的关系图:大衰退与经济指标连接变化

Under a high-dimensional vector autoregressive (VAR) model, we propose a way of efficiently estimating both the stationary graph structure between the nodal time series and their temporal dynamics. The framework is then used to make inferences on the change in interdependencies between several economic indicators due to the impact of the Great Recession, the financial crisis that lasted from 2007 through 2009. There are several key advantages of the proposed framework; (1)…

AI 解读阅读原文 ↗BibTeX ↓

Probabilistic Crop Yields Forecasts With Spatio-Temporal Conditional Copula Using Extreme Weather Covariates

结合极端天气协变量与时空条件 Copula 的作物产量概率预测

We introduce a novel forecasting model for crop yields that explicitly accounts for spatio-temporal dependence and the influence of extreme weather and climatic events. Our approach combines Bayesian Structural Time Series for modeling marginal crop yields, ensuring a more robust quantification of uncertainty given the typically short historical records. To capture dynamic dependencies between regions, we develop a time-varying conditional copula model, where the copula…

AI 解读阅读原文 ↗BibTeX ↓

Multiple Imputation of Hierarchical Nonlinear Time Series Data with an Application to School Enrollment Data

层级非线性时间序列的多重插补及其入学率应用

International comparisons of hierarchical time series data sets based on survey data, such as annual country-level estimates of school enrollment rates, can suffer from large amounts of missing data due to differing coverage of surveys across countries and across times. A popular approach to handling missing data in these settings is through multiple imputation, which can be especially effective when there is an auxiliary variable that is strongly predictive of and has a…

AI 解读阅读原文 ↗BibTeX ↓

Bayesian analysis of restricted mean survival time adjusted for covariates using pseudo-observations

利用伪观测进行协变量调整的限制平均生存时间贝叶斯分析

The difference in restricted mean survival time (RMST) is a clinically meaningful measure to quantify treatment effect in randomized controlled trials, especially when the proportional hazards assumption does not hold. Several frequentist methods exist to estimate RMST adjusted for covariates based on modeling and integrating the survival function. A more natural approach may be a regression model on RMST using pseudo-observations, which allows for a direct estimation…

AI 解读阅读原文 ↗BibTeX ↓

A general joint latent class model of longitudinal and survival data with the covariance modelling

带协方差建模的纵向与生存数据联合潜类别模型

Based on the proposed time-varying JLCM (Miao and Charalambous, 2022), the heterogeneous random covariance matrix can also be considered, and a regression submodel for the variance-covariance matrix of the multivariate latent random effects can be added to the joint latent class model. A general joint latent class model with heterogeneous random-effects modelling is a natural extension of the time-varying JLCM, which consists of the linear and the log link functions to model…

AI 解读阅读原文 ↗BibTeX ↓

A Causal Analysis of the Plots of Intelligent Adversaries

智能对手行动计划的因果分析

In this paper we demonstrate a new advance in causal Bayesian graphical modelling combined with Adversarial Risk Analysis. This research aims to support strategic analyses of various defensive interventions to counter the threat arising from plots of an adversary. These plots are characterised by a sequence of preparatory phases that an adversary must necessarily pass through to achieve their hostile objective. To do this we first define a new general class of plot models.…

AI 解读阅读原文 ↗BibTeX ↓