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样本选择偏差下的中介分析：肝移植候选名单差异的应用AI 解读

The study of disparities in the liver transplantation process may focus on quantifying causal effects, particularly the average, direct, or indirect effects of various social determinants of health on being listed as a candidate for transplant. Selection bias arises when the data sample does not represent the target population, defined here as all individuals referred to the transplant clinic. Listing decisions are made for the subset of patients who complete the evaluation…

半监督线性回归：高维下提升效率与稳健性AI 解读

In semi-supervised learning, the prevailing understanding suggests that observing additional unlabeled samples improves estimation accuracy for linear parameters only in the case of model misspecification. In this work, we challenge such a claim and show that additional unlabeled samples are beneficial in high-dimensional settings. Initially focusing on a dense scenario, we introduce robust semi-supervised estimators for the regression coefficient without relying on sparse…

异质偏好排序的不确定性量化AI 解读

This paper studies human preference learning based on partially revealed choice behavior and formulates the problem as a generalized Bradley-Terry-Luce (BTL) ranking model that accounts for heterogeneous preferences. Specifically, we assume that each user is associated with a nonparametric preference function, and each item is characterized by a low-dimensional latent feature vector - their interaction defines the underlying low-rank score matrix. In this formulation, we…

用于路径选择分析的约束递归 Logit 模型AI 解读

The recursive logit (RL) model has become a widely used framework for route choice modeling, but it suffers from a key limitation: it assigns nonzero probabilities to all paths in the network, including those that are unrealistic, such as routes exceeding travel time deadlines or violating energy constraints. To address this gap, we propose a novel Constrained Recursive Logit (CRL) model that explicitly incorporates feasibility constraints into the RL framework. CRL retains…

多项 Logit 与嵌套 Logit 估计的锥优化方法AI 解读

In this paper, we revisit parameter estimation for multinomial logit (MNL), nested logit (NL), and tree-nested logit (TNL) models through the framework of convex conic optimization. Traditional approaches typically solve the maximum likelihood estimation (MLE) problem using gradient-based methods, which are sensitive to step-size selection and initialization, and may therefore suffer from slow or unstable convergence. In contrast, we propose a novel estimation strategy that…

金融领域稀疏非负数据的估计方法AI 解读

We show that Poisson regression, though often recommended over log-linear regression for modeling count and other non-negative variables in finance and economics, can be far from optimal when heteroskedasticity and sparsity -- two common features of such data -- are both present. We propose a general class of moment estimators, encompassing Poisson regression, that balances the bias-variance trade-off under these conditions. A simple cross-validation procedure selects the…

利用分组固定效应进行模型设定检验AI 解读

We propose a Hausman test for the correct specification of unobserved heterogeneity in both linear and nonlinear fixed-effects panel data models. The null hypothesis is that heterogeneity is either time-invariant or, symmetrically, described by homogeneous time effects. We contrast the standard one-way fixed-effects estimator with the recently developed two-way grouped fixed-effects estimator, that is consistent in the presence of time-varying heterogeneity (or heterogeneous…

技能形成模型中的规范化与误设AI 解读

An important class of structural models studies the determinants of skill formation and the optimal timing of interventions. In this paper, I provide new identification results for these models and investigate the effects of seemingly innocuous scale and location restrictions on parameters of interest. To do so, I first characterize the identified set of all parameters without these additional restrictions and show that important policy-relevant parameters are point…

基于距离与核的全局及局部两样本条件分布检验AI 解读

Testing the equality of two conditional distributions is crucial in various modern applications, including transfer learning and causal inference. Despite its importance, this fundamental problem has received surprisingly little attention in the literature, with existing works focusing exclusively on global two-sample conditional distribution testing. Based on distance and kernel methods, this paper presents the first unified framework for both global and local two-sample…

基数稀疏性：在矩阵乘法与机器学习中的应用AI 解读

High-dimensional data has become ubiquitous across the sciences but presents computational and statistical challenges. A common approach to addressing these challenges is through sparsity. In this paper, we introduce a new concept of sparsity, called cardinality sparsity. Broadly speaking, we define a tensor as sparse if it contains only a small number of unique values. We demonstrate that cardinality sparsity can improve deep learning and tensor regression both…

因果 SHAP：通过因果发现实现依赖关系感知的特征归因AI 解读

Explaining machine learning (ML) predictions has become crucial as ML models are increasingly deployed in high-stakes domains such as healthcare. While SHapley Additive exPlanations (SHAP) is widely used for model interpretability, it fails to differentiate between causality and correlation, often misattributing feature importance when features are highly correlated. We propose Causal SHAP, a novel framework that integrates causal relationships into feature attribution while…

高频订单价格中的跳跃检测AI 解读

We propose methods to infer jumps of a semi-martingale, which describes long-term price dynamics, based on discrete, noisy, high-frequency observations. Different to the classical model of additive, centered market microstructure noise, we consider one-sided microstructure noise for order prices in a limit order book. We develop methods to estimate, locate and test for jumps using local minima of best ask quotes. We provide a local jump test and show that we can consistently…

ProCause：生成反事实结果以评估处方式流程监控方法AI 解读

Prescriptive Process Monitoring (PresPM) is the subfield of Process Mining that focuses on optimizing processes through real-time interventions based on event log data. Evaluating PresPM methods is challenging due to the lack of ground-truth outcomes for all intervention actions in datasets. A generative deep learning approach from the field of Causal Inference (CI), RealCause, has been commonly used to estimate the outcomes for proposed intervention actions to evaluate a…

警务种族偏见的因果推断：新目标参数与流动数据的重要性AI 解读

Studying racial bias in policing is a critically important problem, but one that comes with a number of inherent difficulties due to the nature of the available data. In this manuscript we tackle multiple key issues in the causal analysis of racial bias in policing. First, we formalize race and place policing, the idea that individuals of one race are policed differently when they are in neighborhoods primarily made up of individuals of other races. We develop an estimand to…

通用机器学习子群识别的统计性能保证AI 解读

Across a wide array of disciplines, many researchers use machine learning (ML) algorithms to identify a subgroup of individuals who are likely to benefit from a treatment the most (``exceptional responders'') or those who are harmed by it. A common approach to this subgroup identification problem consists of two steps. First, researchers estimate the conditional average treatment effect (CATE) using an ML algorithm. Next, they use the estimated CATE to select those…

MOPED：检测成对极端依赖变点的移动和方法AI 解读

It is increasingly the case with modern time series that many data sets of practical interest contain abrupt changes in structure. These changes may occur in complex characteristics such as the extremal dependence structure, and identifying such structural breaks remains a challenging problem. Many existing change point detection algorithms focus on changes in dependence across the entire distribution, rather than the tails, and approaches that are tailored to extremes…

不可忽略缺失下高维分位数回归的半参数模型平均AI 解读

Model averaging has demonstrated superior performance for ensemble forecasting in high-dimensional framework, its extension to incomplete datasets remains a critical but underexplored challenge. Moreover, identifying the parsimonious model through averaging procedure in quantile regression demands urgent methodological innovation. In this paper, we propose a novel model averaging method for high-dimensional quantile regression with nonignorable missingness. The idea is to…

固定效应动态面板 Logit 模型的根号 n 一致条件极大似然估计AI 解读

In this paper we first propose a root-n-consistent Conditional Maximum Likelihood (CML) estimator for all the common parameters in the panel logit AR(p) model with strictly exogenous covariates and fixed effects. Our CML estimator (CMLE) converges in probability faster and is more easily computed than the kernel-weighted CMLE of Honoré and Kyriazidou (2000). Next, we propose a root-n-consistent CMLE for the coefficients of the exogenous covariates only. We also discuss new…

优化随机临床试验处理分配的自适应设计AI 解读

The treatment assignment mechanism in a randomized clinical trial can be optimized for statistical efficiency within a specified class of randomization mechanisms. Optimal designs of this type have been characterized in terms of the variances of potential outcomes conditional on baseline covariates. Approximating these optimal designs requires information about the conditional variance functions, which is often unavailable or unreliable at the design stage. As a practical…

非凸惩罚信号套索用于高效网络重构与拓扑推断AI 解读

Inferring network structures remains an interesting question for its importance on the understanding and controlling collective dynamics of complex systems. The existing shrinking methods such as Lasso-type estimation can not suitably reveal such property. A new method recently suggested, called by {\it signal lasso} (or its updating version: adaptive signal lasso) was proposed to solve the network reconstruction problem, where the signal parameter can be shrunk to either 0…

利用高维经验似然进行平均处理效应的多重稳健推断AI 解读

In this paper, we develop a multiply robust inference procedure of the average treatment effect (ATE) for data with high-dimensional covariates. We consider the case where it is difficult to correctly specify a single parametric model for the propensity scores (PS). For example, the target population is formed from heterogeneous sources with different treatment assignment mechanisms. We propose a novel high-dimensional empirical likelihood weighting method under soft…

G-HIVE：含隐藏变量的多响应广义线性模型参数估计与近似推断AI 解读

In practice, there often exist unobserved variables, also termed hidden variables, associated with both the response and covariates. Existing works in the literature mostly focus on linear regression with hidden variables. However, when the regression model is non-linear, the presence of hidden variables leads to new challenges in parameter identification, estimation, and statistical inference. This paper studies multivariate response generalized linear models (GLMs) with…

具有信息性处理时点的因果效应估计AI 解读

Epidemiological studies are often concerned with estimating causal effects of a sequence of treatment decisions on survival outcomes. In many settings, treatment decisions do not occur at fixed, pre-specified followup times. Rather, timing varies across subjects in ways that may be informative of subsequent treatment decisions and potential outcomes. Awareness of the issue and its potential solutions is lacking in the literature, which motivate this work. Here, we formalize…

结合统计识别与潜在内生代理变量估计财政乘数AI 解读

Different proxy variables used in fiscal policy SVARs lead to contradicting conclusions regarding the size of fiscal multipliers. Our analysis suggests that the conflicting results may stem from violations of the proxy exogeneity assumptions. We propose a novel approach to include proxy variables into a Bayesian non-Gaussian SVAR, tailored to accommodate potentially endogenous proxies. Using our model, we find that increasing government spending is more effective in…