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合成控制的松弛方法AI 解读

The synthetic control method (SCM) is widely used for constructing the counterfactual of a treated unit based on data from control units in a donor pool. Allowing the donor pool contains more control units than time periods, we propose a novel machine learning algorithm, named SCM-relaxation, for counterfactual prediction. Our relaxation approach minimizes an information-theoretic measure of the weights subject to a set of relaxed linear inequality constraints in addition to…

高维部分线性模型与趋势滤波AI 解读

Understanding the links between diet, metabolic changes, and health outcomes is a key focus in nutritional science and broader biological research. Analyzing relationships, such as those between ultra-processed food (UPF) intake and metabolites, offers insights into potential biomarkers for diet-related diseases and public health applications. However, these analyses are challenging due to high-dimensional data structures and complex, often nonlinear associations between…

层级终点胜出统计量的样本量与功效计算：FORSS 框架AI 解读

Win statistics have gained increasing popularity as primary analysis methods for clinical trials with hierarchical endpoints (HEs) as primary endpoints. However, existing sample size and power calculation approaches in trial design still face several limitations and challenges: simulation-based approaches are computationally intensive, while existing formula-based methods often rely on simplifying assumptions such as independence among HEs, or require specification of…

通过校准大规模观察结局迁移处理效应AI 解读

A high-quality experimental dataset is often much smaller than a corresponding observational dataset. When this holds with possibly biased measurements of the outcome of interest in the latter, we propose an estimation and inference procedure for a transported treatment effect. Our point estimator can be computed as follows. First, we estimate the conditional average treatment effect (CATE) by calibrating a treatment-control contrast estimated using the observational…

人工超级智能的决策理论视角：预测与处理选择中的缺失数据问题AI 解读

Enormous attention and resources are being devoted to the quest for artificial general intelligence and, even more ambitiously, artificial superintelligence. We wonder about the implications for methodological research that aims to help decision makers cope with what econometricians call identification problems, inferential problems in empirical research that do not diminish as sample size grows. Of particular concern are missing data problems in prediction and treatment…

评估胜出方案：何时及如何校正随机实验中的选择偏差AI 解读

Decision-makers often deploy the best-performing treatment from a randomized experiment, creating a winner's curse: selection favors treatments whose observed outcomes are high partly because of statistical noise, so the naïve estimate of the winner is upward biased. We distinguish two forms of winner's curse, bias relative to the true best treatment (global) and bias relative to the selected treatment's true mean (selective), and link them to regret from deploying a…

支付异质性指数：大规模采购监督与决策支持的无监督框架AI 解读

Public procurement is vulnerable to error, fraud, and corruption, particularly as high transaction volumes overwhelm oversight. While research often focuses on tender-stage anomalies, post-award payment monitoring remains underexplored. Since labelled datasets are rare and methods like Benford's Law face restrictive assumptions, there is a need for interpretable, unsupervised frameworks for high-volume procurement oversight and decision support. This paper introduces the…

固定效应删失面板模型中修剪最小二乘与最小绝对偏差的渐近方差AI 解读

We study inference using trimmed least squares (TLS) and trimmed least absolute deviations (TLAD) estimators of \citet{honore_trimmed_1992} in censored two-period panel-data models with fixed effects. We show that the published asymptotic variance formulas rely on additional regularity conditions that are not fully stated in the original analysis. For TLS, the published Hessian formula requires that the regressor-difference index vanish only when the regressor difference…

将单世界干预图视为分布：因果识别框架AI 解读

Causal inference seeks to estimate the effect of an intervention on an outcome using observed data, typically via Rubin's potential-outcome framework or Pearl's do-calculus. Following section 9 of Richardson and Robins (2013), this essay treats single-world intervention graphs (SWIGs) as representations of both the observed-data distribution and the interventional distribution, rather than as a bridge to potential outcomes. We demonstrate that this perspective provides a…

保证正性与稳定性的 Hawkes 过程系统理论识别方法AI 解读

The Hawkes process models self-exciting event streams, requiring a strictly non-negative and stable stochastic intensity. Standard identification methods enforce these properties using non-negative causal bases, yielding conservative parameter constraints and severely ill-conditioned least-squares Gram matrices at higher model orders. To overcome this, we introduce a system-theoretic identification framework utilizing the sign-indefinite orthonormal Laguerre basis, which…

加纳小农玉米种植户的拖拉机服务使用、盈利与采纳决定因素AI 解读

Although tractor services are increasingly used in the Ejura-Sekyedumase Municipality, access remains uneven, and some smallholder maize farmers still rely on labour-intensive production methods. This study investigated the profitability effects and adoption determinants of tractor service utilisation in Ejura-Sekyedumase Municipality, Ashanti Region, Ghana. Cross-sectional data were collected from 359 farmers using multi-stage proportionate random sampling. A multivariate…

事件时间结局因果推断的样本量与功效计算AI 解读

This paper develops power and sample size formulas for causal inference with time-to-event outcomes. The target estimand is the marginal hazard ratio: the coefficient of a marginal structural Cox proportional hazard model with treatment as the only predictor. We extend the robust sandwich variance theory and derive the analytical form of the asymptotic variance for the inverse probability weighted partial likelihood estimator. Building on this, we derive a new analytical…

基于观察数据的政策学习：HIV/HCV 共感染患者的丙肝治疗AI 解读

Decision-makers frequently must choose a single action from a finite set of alternatives -- for example, physicians selecting a treatment, investors choosing a portfolio risk level, or judges determining sentences. To improve outcomes, policymakers often issue policy rules or guidelines to inform such choices. In this paper, I show how to generally derive policy rules from observational data in a multi-action framework under relatively weak assumptions about the underlying…

高斯序列因果条件有向信息率的非渐近误差界AI 解读

Directed information and its causally conditioned variations are often used to measure causal influences between random processes. In practice, these quantities must be measured from data. Non-asymptotic error bounds for these estimates are known for sequences over finite alphabets, but less is known for real-valued data. This paper examines the case in which the data are sequences of Gaussian vectors. We provide an explicit formula for causally conditioned directed…

在目标试验中嵌入目标研究：评估干预对群体差距的影响AI 解读

We present a novel framework (TS+TT) to nest a Target Study (TS) within a Target Trial (TT) for evaluating the effects of interventions on disparities. The TS component grounds the measurement of disparity in ethical assumptions, based on the concept of allowability, and anchors it to an explicit population within calendar time. It specifies an enrollment plan of stratified sampling of eligible persons to yield a sample where social groups are distributionally similar on…

收入分布与COPD患病率的空间异质成分回归：地理加权惩罚方法AI 解读

Income inequality is a major contributor to health disparities, yet its effects often vary by geography and are commonly represented as compositional distributions (e.g., proportions of households across income brackets). Existing spatial regression methods struggle in this setting: they typically assume smooth spatial variation, cannot accommodate abrupt spatial heterogeneity, and lack principled treatment of compositional covariates. We propose a geographically weighted…

无界支撑上的最近邻匹配与协变量漂移迁移AI 解读

Expectations of multivariate functions with missing labels occur in various fields such as transfer learning and average treatment effects. Although non-parametric estimators based on nearest-neighbour matching are frequently used in this context, the existing literature assumes that the covariates live in some well-shaped compact subset of $\R^d$, with densities that are bounded away from zero. In this paper, we show that the usual rates of convergence can be achieved with…

再随机化与分层再随机化下灵活协变量调整的渐近推断AI 解读

Rerandomization is an effective treatment allocation procedure to control for baseline covariate imbalance. For estimating the average treatment effect, rerandomization has been previously shown to improve the precision of the unadjusted and the linearly-adjusted estimators over simple randomization without compromising consistency. However, it remains unclear whether such results apply more generally to the class of M-estimators, including the g-computation formula with…

准贝叶斯局部投影工具变量法：可再生能源与电价应用AI 解读

This paper introduces a quasi-Bayesian approach for local projection instrumental-variables (LP-IV) estimation. It builds a moment-based quasi-posterior using the generalized method of moments (GMM) objective and applies a roughness-penalty prior to smooth impulse responses over different horizons. The approach maintains the key first-order features of traditional LP-IV methods, while enhancing stability in finite samples and allowing for joint inference through simultaneous…

高维平滑支持向量机的统计推断：从离线到在线数据AI 解读

High-dimensional classification problems often rely on the Lasso-penalized linear Support Vector Machines (SVMs). However, the double non-smoothness induced by the hinge loss and Lasso penalty in this model makes statistical inference challenging and impedes computational efficiency. In this paper, we propose a unified inference framework in both offline and online settings. In the offline case, by applying a convolution smoothing technique to the hinge loss, we construct a…

具有图 Ornstein–Uhlenbeck 动态的边索引网络时间序列AI 解读

We introduce a class of Lévy-driven graph Ornstein-Uhlenbeck (grOU) models for edge-indexed network time series. The proposed framework extends generalized network autoregressive (GNAR) processes for edge-indexed network time series to continuous time and adapts graph Ornstein-Uhlenbeck dynamics, originally developed for node-indexed processes, to the edge-indexed setting. The model accommodates general Lévy noise and therefore captures both Brownian and jump behavior. We…

稀疏Probit回归的均值场变分贝叶斯方法AI 解读

We consider Bayesian variable selection for binary outcomes under a probit link with a spike-and-slab prior on the regression coefficients. Motivated by the computational challenges encountered by Markov chain Monte Carlo (MCMC) samplers in high-dimensional regimes, we develop a mean-field variational Bayes approximation in which all variational factors admit closed-form updates, and the evidence lower bound is available in closed form. This, in turn, allows the development…

NMF-FFB：具有前馈-反馈结构的非负矩阵分解AI 解读

Non-negative matrix factorization (NMF) approximates a non-negative endogenous data matrix as $Y_1 \approx XB$, with non-negative latent components $X$ and coefficients $B$. Standard covariate-aware NMF is feedforward: $B$ depends only on exogenous variables $Y_2$, with no latent feedback among endogenous variables. We propose NMF-FFB (NMF with feedforward-feedback structure), an exploratory data-fitting framework that embeds the simultaneous equation $B = Θ_1 Y_1 + Θ_2 Y_2$…

重新审视并校准用于因果推断的加权生存分析AI 解读

Causal inference with time-to-event outcomes is fundamental in various scientific studies. In a static setup with fitted propensity scores, weighted Kaplan-Meier estimation for survival probabilities and weighted Breslow-Peto estimation for hazard ratios have been widely used, but their statistical properties have been overlooked or studied only to a limited extent. We re-examine the weighted Kaplan-Meier method by formally linking it with the general framework of augmented…