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 — 2026-10-29。
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 8784 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。
一般估计:题名或摘要明确讨论估计的论文,可再按具体方法浏览。
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。
8,784 篇论文
导出
BibTeX ↓RIS ↓RSS 订阅 ↗

Sparse higher order partial least squares for simultaneous variable selection, dimension reduction, and tensor denoising

稀疏高阶偏最小二乘:同时变量选择、降维与张量去噪

Partial Least Squares (PLS) regression emerged as an alternative to ordinary least squares for addressing multicollinearity in a wide range of scientific applications. As multidimensional tensor data is becoming more widespread, tensor adaptations of PLS have been developed. In this paper, we first establish the statistical behavior of Higher Order PLS (HOPLS) of Zhao et al. (2012), by showing that the consistency of the HOPLS estimator cannot be guaranteed as the tensor…

AI 解读阅读原文 ↗BibTeX ↓

Penalized regression with negative-unlabeled data: An approach to developing a long COVID research index

负-未标注数据下的惩罚回归:构建长新冠研究指数的方法

Moderate to severe post-acute sequelae of SARS-CoV-2 infection (PASC), also called long COVID, is estimated to impact as many as 10% of SARS-CoV-2 infected individuals, representing a chronic condition with a substantial global public health burden. An expansive literature has identified over 200 long-term and persistent symptoms associated with a history of SARS-CoV-2 infection; yet, there remains to be a clear consensus on a syndrome definition. Such a definition is a…

AI 解读阅读原文 ↗BibTeX ↓

Modeling Causal Mechanisms with Diffusion Models for Interventional and Counterfactual Queries

利用扩散模型刻画因果机制并回答干预与反事实问题

We consider the problem of answering observational, interventional, and counterfactual queries in a causally sufficient setting where only observational data and the causal graph are available. Utilizing the recent developments in diffusion models, we introduce diffusion-based causal models (DCM) to learn causal mechanisms, that generate unique latent encodings. These encodings enable us to directly sample under interventions and perform abduction for counterfactuals.…

AI 解读阅读原文 ↗BibTeX ↓

Local Effects of Continuous Instruments without Positivity

无需正值性假设的连续工具变量局部效应

Instrumental variables are a popular study design for the estimation of treatment effects in the presence of unobserved confounders. In the canonical instrumental variables design, the instrument is a binary variable. In many settings, however, the instrument is continuous. Standard estimation methods can be applied with continuous instruments, but they require strong assumptions. While recent work has introduced more flexible estimation approaches, these methods require a…

AI 解读阅读原文 ↗BibTeX ↓

Finitely Heterogeneous Treatment Effect in Event-study

事件研究中的有限类型异质性处理效应

A key assumption of the differences-in-differences designs is that the average evolution of untreated potential outcomes is the same across different treatment cohorts: a parallel trends assumption. In this paper, we relax the parallel trend assumption by assuming a latent type variable and developing a type-specific parallel trend assumption. With a finite support assumption on the latent type variable and long pretreatment time periods, we show that an extremum classifier…

AI 解读阅读原文 ↗BibTeX ↓

Direct Estimation for Commonly Used Pattern-Mixture Models in Clinical Trials

临床试验常用模式混合模型的直接估计

Pattern-mixture models have received increasing attention as they are commonly used to assess treatment effects in primary or sensitivity analyses for clinical trials with nonignorable missing data. Pattern-mixture models have traditionally been implemented using multiple imputation, where the variance estimation may be a challenge because the Rubin's approach of combining between- and within-imputation variance may not provide consistent variance estimation while bootstrap…

AI 解读阅读原文 ↗BibTeX ↓

Separable pathway effects of semi-competing risks using multi-state models

利用多状态模型分解半竞争风险中的可分离路径效应

Semi-competing risks refer to the phenomenon where a primary event (such as mortality) can ``censor'' an intermediate event (such as relapse of a disease), but not vice versa. Under the multi-state model, the primary event consists of two specific types: the direct outcome event and an indirect outcome event developed from intermediate events. Within this framework, we show that the total treatment effect on the cumulative incidence of the primary event can be decomposed…

AI 解读阅读原文 ↗BibTeX ↓

A Non-parametric Direct Learning Approach to Heterogeneous Treatment Effect Estimation under Unmeasured Confounding

未测量混杂下异质性处理效应的非参数直接学习方法

In many social, behavioral, and biomedical sciences, treatment effect estimation is a crucial step in understanding the impact of an intervention, policy, or treatment. In recent years, an increasing emphasis has been placed on heterogeneity in treatment effects, leading to the development of various methods for estimating Conditional Average Treatment Effects (CATE). These approaches hinge on a crucial identifying condition of no unmeasured confounding, an assumption that…

AI 解读阅读原文 ↗BibTeX ↓

Robust Domain Generalisation with Causal Invariant Bayesian Neural Networks

利用因果不变贝叶斯神经网络实现稳健域泛化

Deep neural networks can obtain impressive performance on various tasks under the assumption that their training domain is identical to their target domain. Performance can drop dramatically when this assumption does not hold. One explanation for this discrepancy is the presence of spurious domain-specific correlations in the training data that the network exploits. Causal mechanisms, in the other hand, can be made invariant under distribution changes as they allow…

AI 解读阅读原文 ↗BibTeX ↓

A Geometrical Analysis of Kernel Ridge Regression and its Applications

核岭回归的几何分析及其应用

We obtain upper bounds for the estimation error of Kernel Ridge Regression (KRR) for all non-negative regularization parameters, offering a geometric perspective on various phenomena in KRR. As applications: 1. We address the multiple descent problem, unifying the proofs of arxiv:1908.10292 and arxiv:1904.12191 for polynomial kernels and we establish multiple descent for the upper bound of estimation error of KRR under sub-Gaussian design and non-asymptotic regimes. 2. For a…

AI 解读阅读原文 ↗BibTeX ↓

Inferring unknown unknowns: Regularized bias-aware ensemble Kalman filter

推断未知未知:正则化偏差感知集合卡尔曼滤波

Because of physical assumptions and numerical approximations, low-order models are affected by uncertainties in the state and parameters, and by model biases. Model biases, also known as model errors or systematic errors, are difficult to infer because they are `unknown unknowns', i.e., we do not necessarily know their functional form a priori. With biased models, data assimilation methods may be ill-posed because either (i) they are 'bias-unaware' because the estimators are…

AI 解读阅读原文 ↗BibTeX ↓

Efficient Asymmetric Causality Tests

高效的非对称因果关系检验

Asymmetric causality tests are increasingly gaining popularity in different scientific fields. This approach corresponds better to reality since logical reasons behind asymmetric behavior exist and need to be considered in empirical investigations. Hatemi-J (2012) introduced the asymmetric causality tests via partial cumulative sums for positive and negative components of the variables operating within the vector autoregressive (VAR) model. However, since the residuals…

AI 解读阅读原文 ↗BibTeX ↓

A Marginal Maximum Likelihood Approach for Hierarchical Simultaneous Autoregressive Models with Missing Data

含缺失数据的分层空间自回归模型的边际极大似然方法

Efficient estimation methods for simultaneous autoregressive (SAR) models with missing data in the response variable have been well-explored in the literature. A common practice is to introduce measurement error into SAR models to separate the noise component from the spatial process. However, prior research has not considered incorporating measurement error into SAR models with missing data. Maximum likelihood estimation for such models, especially with large datasets,…

AI 解读阅读原文 ↗BibTeX ↓

Navigating Inflation in Ghana: How Can Machine Learning Enhance Economic Stability and Growth Strategies

加纳通胀预测:机器学习对经济稳定与增长策略的潜在作用

Inflation remains a persistent challenge for many African countries. This research investigates the critical role of machine learning (ML) in understanding and managing inflation in Ghana, emphasizing its significance for the country's economic stability and growth. Utilizing a comprehensive dataset spanning from 2010 to 2022, the study aims to employ advanced ML models, particularly those adept in time series forecasting, to predict future inflation trends. The methodology…

AI 解读阅读原文 ↗BibTeX ↓

Comparing HIV Vaccine Immunogenicity across Trials with Different Populations and Study Designs

跨人群与研究设计比较 HIV 疫苗免疫原性

Safe and effective preventive vaccines have the potential to help stem the HIV epidemic. The efficacy of such vaccines is typically measured in randomized, double-blind phase IIb/III trials and described as a reduction in newly acquired HIV infections. However, such trials are often expensive, time-consuming, and/or logistically challenging. These challenges lead to a great interest in immune responses induced by vaccination, and in identifying which immune responses predict…

AI 解读阅读原文 ↗BibTeX ↓

Neural Networks Decoded: Targeted and Robust Analysis of Neural Network Decisions via Causal Explanations and Reasoning

解码神经网络:基于因果解释与推理的针对性稳健分析

Despite their success and widespread adoption, the opaque nature of deep neural networks (DNNs) continues to hinder trust, especially in critical applications. Current interpretability solutions often yield inconsistent or oversimplified explanations, or require model changes that compromise performance. In this work, we introduce TRACER, a novel method grounded in causal inference theory designed to estimate the causal dynamics underpinning DNN decisions without altering…

AI 解读阅读原文 ↗BibTeX ↓

Optimal Aggregation of Prediction Intervals under Unsupervised Domain Shift

无监督域偏移下预测区间的最优聚合

As machine learning models are increasingly deployed in dynamic environments, it becomes paramount to assess and quantify uncertainties associated with distribution shifts. A distribution shift occurs when the underlying data-generating process changes, leading to a deviation in the model's performance. The prediction interval, which captures the range of likely outcomes for a given prediction, serves as a crucial tool for characterizing uncertainties induced by their…

AI 解读阅读原文 ↗BibTeX ↓

Nonparametric Jackknife Instrumental Variable Estimation and Confounding Robust Surrogate Indices

非参数刀切工具变量估计与抗混杂替代指标

Jackknife instrumental variable estimation (JIVE) is a classic method to leverage many weak instrumental variables (IVs) to estimate linear structural models, overcoming the bias of standard methods like two-stage least squares. In this paper, we extend the jackknife approach to nonparametric IV (NPIV) models with many weak IVs. Since NPIV characterizes the structural regression as having residuals projected onto the IV being zero, existing approaches minimize an estimate of…

AI 解读阅读原文 ↗BibTeX ↓

A Bayesian Method for Adverse Effects Estimation in Observational Studies with Truncation by Death

死亡截断下观察性研究不良事件效应的贝叶斯估计

Death among subjects is common in observational studies evaluating the causal effects of interventions among geriatric or severely ill patients. High mortality rates complicate the comparison of the prevalence of adverse events (AEs) between interventions. This problem is often referred to as outcome "truncation" by death. A possible solution is to estimate the survivor average causal effect (SACE), an estimand that evaluates the effects of interventions among those who…

AI 解读阅读原文 ↗BibTeX ↓

Fast algorithm for sparse least trimmed squares via trimmed-regularized reformulation

基于截断正则化重表述的稀疏最小截断平方快速算法

The least trimmed squares (LTS) is a reasonable formulation of robust regression whereas it suffers from high computational cost due to the nonconvexity and nonsmoothness of its objective function. The most frequently used FAST-LTS algorithm is particularly slow when a sparsity-inducing penalty such as the $\ell_1$ norm is added. This paper proposes a computationally inexpensive algorithm for the sparse LTS, which is based on the proximal gradient method with a reformulation…

AI 解读阅读原文 ↗BibTeX ↓

Subspace decompositions for association structure learning in multivariate categorical response regression

多变量分类响应回归中关联结构学习的子空间分解

Modeling the complex relationships between multiple categorical response variables as a function of predictors is a fundamental task in the analysis of categorical data. However, existing methods can be difficult to interpret and may lack flexibility. To address these challenges, we introduce a penalized likelihood method for multivariate categorical response regression that relies on a novel subspace decomposition to parameterize interpretable association structures. Our…

AI 解读阅读原文 ↗BibTeX ↓

Causal Message Passing for Experiments with Unknown and General Network Interference

未知一般网络干扰实验中的因果消息传递

Randomized experiments are a powerful methodology for data-driven evaluation of decisions or interventions. Yet, their validity may be undermined by network interference. This occurs when the treatment of one unit impacts not only its outcome but also that of connected units, biasing traditional treatment effect estimations. Our study introduces a new framework to accommodate complex and unknown network interference, moving beyond specialized models in the existing…

AI 解读阅读原文 ↗BibTeX ↓

Penalized Sparse Covariance Regression with High Dimensional Covariates

高维协变量下的惩罚稀疏协方差回归

Covariance regression offers an effective way to model the large covariance matrix with the auxiliary similarity matrices. In this work, we propose a sparse covariance regression (SCR) approach to handle the potentially high-dimensional predictors (i.e., similarity matrices). Specifically, we use the penalization method to identify the informative predictors and estimate their associated coefficients simultaneously. We first investigate the Lasso estimator and subsequently…

AI 解读阅读原文 ↗BibTeX ↓

Confidence Sets for Causal Orderings

因果排序的置信集合

Causal discovery procedures aim to deduce causal relationships among variables in a multivariate dataset. While various methods have been proposed for estimating a single causal model or a single equivalence class of models, less attention has been given to quantifying uncertainty in causal discovery in terms of confidence statements. A primary challenge in causal discovery of directed acyclic graphs is determining a causal ordering among the variables, and our work offers a…

AI 解读阅读原文 ↗BibTeX ↓