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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…

核单指数赌博机：估计、推断与学习AI 解读

We study contextual bandits with finitely many actions in which the reward of each arm follows a single-index model with an arm-specific index parameter and an unknown nonparametric link function. We consider a regime in which arms correspond to stable decision options and covariates evolve adaptively under the bandit policy. This setting creates significant statistical challenges: the sampling distribution depends on the allocation rule, observations are dependent over…

聚类数据下回归不连续设计的推断AI 解读

Clustered sampling is prevalent in empirical regression discontinuity (RD) designs, but it has not received much attention in the theoretical literature. In this paper, we introduce a general model-based framework for such settings and derive high-level conditions under which the standard local linear RD estimator is asymptotically normal. We verify that our high-level assumptions hold across a wide range of empirical designs, including settings of growing cluster sizes. We…

通过时间关联、观察与实验数据识别长期处理效应AI 解读

Recent literature proposes combining short-term experimental and long-term observational data to provide alternatives to conventional observational studies for the identification of long-term average treatment effects (LTEs). This paper re-examines the identification problem and uncovers that assumptions restricting temporal link functions -- relationships between short-term and mean long-term potential outcomes -- are central in this context. The experimental data serve to…

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.…

借助外部数据稳健估计随机试验中的异质性处理效应AI 解读

Randomized trials are typically designed to detect average treatment effects but often lack the statistical power to uncover individual-level treatment effect heterogeneity, limiting their value for personalized decision-making. To address this, we propose the QR-learner, a model-agnostic learner that estimates conditional average treatment effects (CATE) within the trial population by leveraging external data from other trials or observational studies. The proposed method…

重复第一价格拍卖中的联合价值估计与出价AI 解读

We study regret minimization in repeated first-price auctions (FPAs), where a bidder observes only the realized outcome after each auction -- win or loss. This setup reflects practical scenarios in online display advertising where the actual value of an impression depends on the difference between two potential outcomes, such as clicks or conversion rates, when the auction is won versus lost. We incorporate causal inference into this framework and analyze the challenging…

信息性与非信息性缺失未知混合下的因果效应界限AI 解读

In experimental and observational data settings, researchers often have limited knowledge of the reasons for missing outcomes. To address this uncertainty, we propose bounds on causal effects for missing outcomes, accommodating the scenario where missingness is an unobserved mixture of informative and non-informative components. Within this mixed missingness framework, we explore several assumptions to derive bounds on causal effects, including bounds expressed as a function…

协变量不匹配下通过双重校准改善随机试验的条件平均治疗效应估计AI 解读

We develop estimators that improve precision of heterogeneous treatment effect estimates that allow borrowing information from observational studies when the available covariates in each data source do not perfectly match. Standard data-borrowing methods often assume perfectly matched covariates. We propose MR-OSCAR, an RCT-calibrated, two-stage estimation approach that first predicts the trial-missing variables using the observational data via imputation and then calibrates…

实验密集环境下通过最优资源配置降低第二类错误AI 解读

Randomized experiments (often known as "A/B tests") are widely used to evaluate product and service innovations. We study how to allocate limited experimentation resources across M concurrent experiments in an experiment-rich regime. Existing work on allocation has predominantly focused on minimizing the worst-case mean squared error (MSE) of estimated treatment effects, which favors experiments with larger (and typically unknown) outcome variance. While appropriate for…

多暴露与多结局的空间因果张量补全：PFAS 污染健康效应应用AI 解读

Per- and polyfluoroalkyl substances (PFAS) are typically encountered as mixtures of distinct chemicals with distinct effects on multiple health outcomes. Estimating joint causal effects using spatially-dependent observed data is challenging. We propose a spatial causal tensor completion framework that jointly models multiple exposures and outcomes within a low-rank tensor structure, while adjusting for observed confounders and latent spatial confounders. This method combines…

缺失数据下纵向随机试验终点胜出概率的秩方法AI 解读

The primary analysis for longitudinal randomized controlled trials (RCTs) often compares treatment groups at the last timepoint, referred to as the landmark time. Assuming data are normally distributed and missing at random, the mixed model for repeated measures (MMRM) is widely used to conduct inference in terms of a mean difference. When outcomes violate normality assumption and/or the mean difference lacks a clear interpretation, we may quantify treatment effects using…

终末事件截断复发事件的主层分析：嵌套贝叶斯非参数方法AI 解读

Recurrent events often serve as key endpoints in clinical studies but may be prematurely truncated by terminal events such as death, creating selection bias and complicating causal inference. To address this challenge, we develop a Bayesian nonparametric framework to address potential selection bias due to truncation by death within the continuous-time principal stratification framework. We introduce causal estimands for recurrent events in the presence of a terminal event…

加速因子的因果解释AI 解读

In studies of time-to-event outcomes with unmeasured heterogeneity, the hazard ratio for treatment is known to have a complex causal interpretation. Accelerated failure time (AFT) models, which assess the effect on the survival time ratio scale, are often suggested as a better alternative because they model a parameter with direct causal interpretation while allowing straightforward adjustment for measured confounders. In this work, we formalize the causal interpretation of…

目标试验模拟中的时间划分AI 解读

In target trial emulation, time partitioning enables researchers to handle time-varying confounders and immortal time bias with appropriate methods. Based on two clinical scenarios, this study aimed to explore issues related to time partitioning and to provide guidance for trial emulation. After formalizing the research question within the framework of structural causal models, we show how a given time partitioning may be too fine or too coarse depending on the clinical…

机器学习生成回归变量的自动局部稳健 GMMAI 解读

Machine-learning (ML) methods now routinely generate regressors used in subsequent econometric analyses, for example, estimated propensity scores, control-function residuals, imputed covariates, learned proxies, or low-dimensional embeddings of high-dimensional data. As these ML-generated regressors become ubiquitous, the lack of general inference methods for models that use them has become a critical limitation. Standard plug-in and Double ML procedures ignore how generated…

基于分布等价性先检验后合并的数据融合AI 解读

Randomized controlled trials (RCTs) are the gold standard for causal inference, yet practical constraints often limit the size of the concurrent control arm. Borrowing control data from previous trials offers a potential efficiency gain, but naive borrowing can induce bias when historical and current populations differ. Existing test-then-pool (TTP) procedures address this concern by testing for equality of control outcomes between historical and concurrent trials before…

双侧优先排序：保持平台一致性的市场实验设计AI 解读

Online marketplaces frequently run pricing experiments in environments where users choose from a list of items. In these settings, items compete for users' limited attention and demand, creating interference among items within a list: Changing prices for any item can affect the demand for others, biasing estimates from item-level A/B tests. Besides, a key consideration in pricing experiments is preserving platform coherency across prices and item availability. This…

理解近端因果推断AI 解读

Proximal causal inference (PCI) has emerged as a promising framework for identifying and estimating causal effects in the presence of unobserved confounders. While many traditional causal inference methods rely on the assumption of no unobserved confounding, this assumption is likely often violated. PCI addresses this challenge by relying on an alternative set of assumptions regarding the relationships between treatment, outcome, and auxiliary variables that serve as proxies…

替代标志物评价中秩方法的贝叶斯批评AI 解读

Surrogate markers are often employed in clinical trials to replace primary outcomes that may be difficult, expensive, or time-consuming to measure directly. These markers can accelerate the evaluation of new treatments, provided they reliably capture the causal relationship between treatment and true clinical benefit. Parast et al. (2024) recently proposed a rank-based approach for evaluating surrogate markers, characterized by its nonparametric nature and minimal…

大规模因果推断中核估计量的快速不确定性量化AI 解读

Kernel methods are widely used in causal inference for tasks such as treatment effect estimation, policy evaluation, and policy learning. The bootstrap is a standard tool for uncertainty quantification because of its broad applicability. As increasingly large datasets become available, such as the 2023 U.S. Natality data from the National Vital Statistics System (NVSS), which includes 3,596,017 registered births, the computational demands of these methods increase…

极端尾部关联的度量AI 解读

Simultaneous occurrences of extreme events need not imply symmetric or reciprocal tail dependence. However, most existing measures of extremal dependence are inherently symmetric and hence often fail to capture directional influence in tail association. We introduce a rank-based measure of Extreme Tail Association (ETA) for bivariate data quantifying such directional influence of one variable on another in extreme tail regions. The proposed estimator is easily computable,…

带子群选择的两阶段自适应设计置信区间AI 解读

We consider clinical trials in which an experimental treatment is compared with a control in pre-specified patient subpopulations. In such settings, adaptive enrichment designs allow the enrolled population to be modified at an interim analysis, with subpopulations selected according to preplanned rules. Since these interim decisions are data-dependent, valid statistical inference must account for them. We focus on constructing confidence intervals for the treatment effect…

星系天体物理学的因果结构AI 解读

Data-driven astrophysics currently relies on the detection and characterisation of correlations between objects' properties, which are then used to test physical theories that make predictions for them. This process fails to utilise information in the data that forms a crucial part of the theories' predictions, namely which variables are directly correlated (as opposed to accidentally correlated through others), the directions of these determinations, and the presence or…