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存在因果中介时个体化治疗规则的半参数与非参数方法AI 解读

Individualized treatment rules (ITRs) map an individual patient's characteristics to their recommended treatment value. Typically, the optimal ITR is defined as the rule which maximizes a mean counterfactual outcome; the resulting ITR maximizes the effect of treatment along all causal pathways to the outcome, including indirect pathways through mediating variables. Although maximizing the total effect is often sufficient, explicitly incorporating causal mediation in an ITR…

“神奇公式工具变量”究竟是什么？AI 解读

Two recent papers by Borusyak and Hull (2023, 2026) propose using known formulas to adjust linear instrumental variable estimators for confounding covariates. Implementing this "formula instrument" approach requires making a parametric assumption on the distribution of the unobserved shocks that generated the instrument. We develop a method for systematically evaluating the sensitivity of formula instrument estimates to this parametric assumption. The method is…

平衡孪生：存在隐藏混杂的时间序列因果推断AI 解读

Accurately estimating treatment effects in time series is essential for evaluating interventions in real-world applications, especially when treatment assignment is biased by unobserved factors. In many practical settings, interventions are adopted at different times across individuals, leading to staggered treatment exposure and heterogeneous pre-treatment histories. In such cases, aggregating outcome trajectories across treated units is ill-defined, making individual…

当核岭回归遇上 Hölder-Zygmund 类：极小极大最优性与 properness 的失效AI 解读

We study kernel ridge regression for nonparametric regression over the Hölder-Zygmund class. Using an RKHS equivalent to a Sobolev space of smoothness s+d/2, we prove that misspecified KRR attains the minimax L2 rate n^{-2s/(2s+d)}. We also show that properness fails in the Hölder-Zygmund norm: even for the zero regression function with Gaussian noise, the expected squared Hölder-Zygmund norm of the KRR noise component grows as log n.

条件高斯非线性系统的自适应在线平滑：闭式解与信息论滞后选择AI 解读

Data assimilation (DA) combines partial observations with dynamical models to improve state estimation. Filter-based DA uses only past and present data and is the prerequisite for real-time forecasts. Smoother-based DA exploits both past and future observations. It aims to fill in missing data, provide more accurate estimations, and develop high-quality datasets. However, the standard smoothing procedure requires using all historical state estimations, which is…

通过交叉验证一致选择面板模型的分组数量AI 解读

Group number selection is a key problem for group panel data modeling. In this work, we develop a cross-validation (CV) method to tackle this problem. Specifically, we split the panel data into two data folds on the time span with a buffer zone, with group structure preserved for individuals. We first estimate the group memberships and parameters on one data fold, then plug in the estimates and utilize the other data fold to evaluate a designed criterion. Subsequently, the…

高维回归中偏差感知的外部模型辅助推断AI 解读

In high-dimensional semi-supervised linear regression, prediction-powered inference (PPI) corrects an external predictor with a rectifier estimated from the labeled data. In a linear model, however, this rectifier cancels the predictor: PPI and PPI++ reduce to ordinary least squares and can inflate variance when the predictor is close to the oracle. We propose the Debiased External-model-Assisted Lasso (DEAL), which routes the external estimator and the unlabeled covariates…

利用独立性约束高效估计未测混杂下的因果效应界AI 解读

Causal graphs may inform covariate adjustment for estimating causal effects and improve estimation efficiency by exploiting the graphical structure. In many applications, however, the target causal parameter may not be point-identified due to the presence of unmeasured confounding. Sensitivity analysis methods address this challenge by characterizing bounds on the causal parameter under varying assumptions about the magnitude or form of unmeasured confounding. We focus on…

超越预测的良性过拟合：普通最小二乘插值估计量AI 解读

Recent advances in deep learning have highlighted the phenomenon of benign overfitting in overparameterized statistical models, sparking significant interest in understanding its foundations. Owing to its simplicity and practical relevance, the ordinary least squares (OLS) interpolator has become a key object of study for gaining theoretical insight into this phenomenon. While the properties of OLS are well understood in classical underparameterized settings, its behavior in…

从匹配、双重差分与混合设计中选择主要估计目标：最小最大遗憾方法AI 解读

Researchers using panel data to estimate causal effects routinely choose among three approaches to using past outcomes: difference-in-differences (DID), conditioning on lagged outcomes (matching, M), and a hybrid that does both (DIDM). The corresponding identifying assumptions are non-nested, leaving little guidance on which to report. We give conditions under which the corresponding estimands are ordered, with DIDM bracketed between matching and DID. This makes DIDM the…

局部隐私保护下的速率双重稳健推断AI 解读

We reconcile privacy protection and rate-double-robust inference. The privacy of individuals is protected by a local privacy mechanism: injecting noise into their sensitive data, revealing only the noisy data for inference. Hence, privacy protection hinders inference. In contrast, the inference of a target parameter is rate-double-robust when the large-sample bias of an estimator of the parameter is characterised by a trade-off between the estimation errors of two other,…

多层无锚点元回归：无共同对照的间接治疗比较AI 解读

Unanchored indirect treatment comparisons using single-arm studies or disconnected evidence are increasingly used in health technology assessment (HTA) when randomized evidence is unavailable. Existing methods, including matching-adjusted indirect comparison (MAIC) and simulated treatment comparison (STC), are generally limited to pairwise settings and typically estimate marginal effects in the comparator study population, which may differ from the decision-relevant…

两样本工具变量：有效两步估计、过度识别与弱工具检验AI 解读

Two-sample IV is a popular estimation method when the outcome and treatment variables are available in different samples, whereas instruments are available in both samples. The standard estimator is two-sample two-stage least squares estimator, which is efficient under homoskedasticity and homogeneity of the samples. We develop a robust two-step procedure for efficient estimation under general heteroskedasticity and heterogeneity of the samples, and propose a related…

拉丁方设计的不确定固定效应模型分析AI 解读

Uncertain data without frequency stability often arises in experimental design. Classical fixed-effects models can only analyze precise experimental data. Based on an uncertain measure, this paper establishes uncertain fixed-effect models for Latin-square designs. First, we propose three methods with uncertainty to estimate the treatment and blocked effects and construct their confidence intervals. Then, uncertain homogeneity and common tests are conducted to assess the…

结合贝叶斯非参数与半参数校正的因果中介分析案例AI 解读

We propose a Bayesian nonparametric approach using a truncated Enriched Dirichlet Process mixture (EDPM) model to estimate natural direct (NDE) and indirect (NIE) effects in causal mediation analyses in the presence of post-treatment confounders. We introduce an efficient cluster reallocation Metropolis-Hasting algorithm to improve mixing in the blocked Gibbs sampler. We implement a one-step posterior correction based on the efficient influence function for our setting. This…

遗漏协变量的比例风险模型内生选择偏差：模拟证据与替代方法AI 解读

In time-to-event analysis, the hazard ratio (HR) derived from the Cox proportional hazards (PH) model is the most commonly used and widely reported measure for assessing treatment effects. However, hazard ratios are non-collapsible due to their inherent conditioning on survival up to each time point. As a result, they are subject to built-in selection bias in the presence of unmeasured heterogeneity arising from omitted important covariates, even when these covariates are…

高维离散协变量下的因果推断AI 解读

When estimating causal effects from observational studies, researchers often need to adjust for many covariates to deconfound the non-causal relationship between exposure and outcome, among which many covariates are discrete. The behavior of commonly used estimators in the presence of many discrete covariates is not well understood since their properties are often analyzed under structural assumptions including sparsity and smoothness, which do not apply in discrete…

评估扩大筛查与改善结局策略总效应的因果框架AI 解读

For many health conditions, there are highly efficacious treatment and prevention products. Maximizing their impact requires strategies that improve the reach of health screening in order to establish who could benefit. For example, HIV prevention strategies aim to expand risk screening and to improve uptake of pre-exposure prophylaxis (PrEP) among those experiencing risk. Often, these strategies induce changes at the group-level (e.g., health clinics or communities) and are…

组成型处理因果推断中的核函数平衡方法AI 解读

We study causal effect estimation with compositional treatments, where the exposure lies on a simplex and the estimand is defined over compositions rather than scalar or binary values. By considering a projection of the average potential outcome onto the treatment space, a kernel-based covariate functional balancing approach is adopted for weight construction. The weights are obtained by directly minimizing a worst-case balancing error over a reproducing kernel Hilbert space…

SCOPE 收缩：小波去噪的统一框架AI 解读

We introduce Symmetric CDF Oriented Probability Enhanced (SCOPE) shrinkage, a unified family of sign-preserving shrinkage rules constructed from centered cumulative distribution functions of symmetric unimodal distributions. The proposed framework generates a broad class of attenuation profiles that interpolate between strong local shrinkage near zero and asymptotically unbiased behavior in the tails. A general formulation is developed that separates scale and shape effects…

通过自适应谱收缩实现过拟合高维矩阵分解AI 解读

Factor models are popular approaches for analyzing high-dimensional data to extract low-rank signals and estimate covariances. They decompose the covariance matrix as the sum of low-rank and diagonal components. A key issue is how to choose the latent dimension $k$, which is particularly challenging when the factor model only holds approximately and in low signal-to-noise scenarios. Bayesian overfitted factor models specify an upper bound on $k$ and rely on structured…

冉阿让的警探有理由怀疑吗？持续时间结果的边际处理效应AI 解读

We identify the distributional and quantile marginal treatment effect functions when the outcome is right-censored. Our method requires a conditionally exogenous instrument and random censoring. We propose asymptotically consistent semi-parametric estimators and valid inferential procedures for the target functions. To illustrate, we evaluate the effect of alternative sentences (fines and community service vs. no punishment) on recidivism in Brazil. Our results highlight…

分布型结局的 Wasserstein 政策学习AI 解读

Offline policy learning has received growing attention in causal inference. The primary objective is to learn a policy (individualized treatment rule) as a mapping from covariates to treatment that maximizes the empirical welfare defined as the mean of scalar-valued potential outcomes. In this paper, we study offline policy learning with distribution-valued outcomes, where each potential outcome is a probability measure on $\mathbb{R}$ and the reward is defined through a…

有限样本 Cressie–Read 矩估计的风险最优曲率选择AI 解读

We propose a finite-sample risk-optimal selection criterion for Cressie-Read power divergence (CRPD) estimation in overidentified moment-based models. The CRPD family, dual to generalized empirical likelihood, is indexed by the power parameter $γ$. Although $γ$ is conventionally fixed at a researcher-chosen value, we argue that it should be interpreted as a data-tunable curvature parameter governing the finite-sample behavior of the CRPD objective. Through implied…