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高维 VAR 模型中的贝叶斯收缩：比较研究AI 解读

High-dimensional vector autoregressive (VAR) models offer a versatile framework for multivariate time series analysis, yet face critical challenges from over-parameterization and uncertain lag order. In this paper, we systematically compare three Bayesian shrinkage priors (horseshoe, lasso, and normal) and two frequentist regularization approaches (ridge and nonparametric shrinkage) under three carefully crafted simulation scenarios. These scenarios encompass (i) overfitting…

一般工具变量下因果效应的识别与去偏学习AI 解读

Instrumental variable methods are fundamental to causal inference when treatment assignment is confounded by unobserved variables. In this article, we develop a general nonparametric causal framework for identification and learning with multi-categorical or continuous instrumental variables. Specifically, the mean potential outcomes and the average treatment effect can be identified via a regular weighting function derived from the proposed framework. Leveraging…

Cox 模型变量选择后的统计推断：一项模拟研究AI 解读

Choosing relevant predictors is central to the analysis of biomedical time-to-event data. Classical frequentist inference, however, presumes that the set of covariates is fixed in advance and does not account for data-driven variable selection. As a consequence, naive post-selection inference may be biased and misleading. In right-censored survival settings, these issues may be further exacerbated by the additional uncertainty induced by censoring. We investigate several…

贝叶斯加性回归树的计算效率：渐近分析AI 解读

Bayesian Additive Regression Trees (BART) is a popular Bayesian non-parametric regression model that is commonly used in causal inference and beyond. Its strong predictive performance is supported by well-developed estimation theory, comprising guarantees that its posterior distribution concentrates around the true regression function at optimal rates under various data generative settings and for appropriate prior choices. However, the computational properties of the…

边际似然函数的泛函估计AI 解读

We propose a framework for computing, optimizing and integrating with respect to a smooth marginal likelihood in statistical models that involve high-dimensional parameters/latent variables and continuous low-dimensional hyperparameters. The method requires samples from the posterior distribution of the parameters for different values of the hyperparameters on a simulation grid and returns inference on the marginal likelihood defined everywhere on its domain, and on its…

球面数据的 Monge-Kantorovich 分位数正则化估计AI 解读

Tools from optimal transport (OT) theory have recently been used to define a notion of quantile function for directional data. In practice, regularization is mandatory for applications that require out-of-sample estimates. To this end, we introduce a regularized estimator built from entropic optimal transport, by extending the definition of the entropic map to the spherical setting. We propose a stochastic algorithm to directly solve a continuous OT problem between the…

利用有效工具变量与机器学习推断异质处理效应AI 解读

We introduce a new instrumental variable (IV) estimator for heterogeneous treatment effects in the presence of endogeneity. Our estimator is based on double/debiased machine learning (DML) and uses efficient machine learning instruments (MLIV) and kernel smoothing. We prove consistency and asymptotic normality of our estimator and also construct confidence sets that are more robust towards weak IV. Along the way, we also provide an accessible discussion of the corresponding…

数据整合中的经验贝叶斯方法AI 解读

We discuss the use of empirical Bayes for data integration, in the sense of transfer learning. Our main interest is in settings where one wishes to learn structure (e.g. feature selection) and one only has access to incomplete data from previous studies, such as summaries, estimates or lists of relevant features. We discuss differences between full Bayes and empirical Bayes, and develop a computational framework for the latter. We discuss how empirical Bayes attains…

稀疏泊松回归的变分推断AI 解读

We have utilized the non-conjugate Variational Bayesian (VB) method for the problem of the sparse Poisson regression model. To provide approximate conjugacy in the model, the likelihood is approximated by a quadratic function, yielding conjugacy between the approximation component and the Gaussian prior on the regression coefficient. Three sparsity-enforcing priors (Laplace, Continuous Spike and Slab, and Bernoulli) are used for this problem. The proposed models are compared…

通过离散实验学习个性化连续策略：理论与实证证据AI 解读

Randomized Controlled Trials (RCTs), or A/B testing, have become the gold standard for optimizing various operational policies on online platforms. However, RCTs on these platforms typically cover a limited number of discrete treatment levels, while the platforms increasingly face complex operational challenges involving optimizing continuous variables, such as pricing and incentive programs. The current industry practice involves discretizing these continuous decision…

AdapDISCOM：面向块状缺失与测量误差的高维多模态自适应稀疏回归AI 解读

Multimodal high-dimensional data are increasingly prevalent in biomedical research, yet they are often compromised by block-wise missingness and measurement errors, posing significant challenges for statistical inference and prediction. We propose AdapDISCOM, a novel adaptive direct sparse regression method that simultaneously addresses these two pervasive issues. Building on the DISCOM framework, AdapDISCOM introduces modality-specific weighting schemes to account for…

双重变量重要性匹配：区分事件概率与发生时间的因果效应AI 解读

In many clinical contexts, estimating effects of treatment in time-to-event data is complicated not only by confounding, censoring, and heterogeneity, but also by the presence of a cured subpopulation in which the event of interest never occurs. In such settings, treatment may have distinct effects on (1) the probability of being cured and (2) the event timing among non-cured individuals. Standard survival analysis and causal inference methods typically do not separate cured…

稀疏网络联合潜空间建模中的协变量选择AI 解读

Network data are increasingly common in the social sciences and infectious disease epidemiology. Analyses often link network structure to node-level covariates, but existing methods falter with sparse networks and high-dimensional node features. We propose a joint latent space modeling framework for sparse networks with high-dimensional binary node covariates that performs covariate selection while accounting for uncertainty in estimated latent positions. Building on joint…

非可加损失下不可共享数据的分布式卷积秩回归AI 解读

We study high-dimensional rank regression when data are distributed across multiple machines and the loss is a non-additive U-statistic, as in convoluted rank regression (CRR). Classical communication-efficient surrogate likelihood (CSL) methods crucially rely on the additivity of the empirical loss and therefore break down for CRR, whose global loss couples all sample pairs across machines. We propose a distributed convoluted rank regression (DCRR) framework that constructs…

通过双重阈值实现稀疏组主成分分析：多细胞程序应用AI 解读

Multi-cellular programs (MCPs) are coordinated patterns of gene expression across interacting cell types that collectively drive complex biological processes such as tissue development and immune responses. While MCPs are typically estimated from high-dimensional gene expression data using methods like sparse principal component analysis or latent factor models, these approaches often suffer from high computational costs and limited statistical power. In this work, we…

基于变分稳定Doob匹配的扩散模型推理时对齐AI 解读

Inference-time alignment for diffusion models aims to adapt a pre-trained reference diffusion model toward a target distribution without retraining the reference score network, thereby preserving the generative capacity of the reference model while enforcing desired properties at the inference time. A central mechanism for achieving such alignment is guidance, which modifies the sampling dynamics through an additional drift term. In this work, we introduce variationally…

基于张量数据的扩散指数预测AI 解读

In this paper, we consider diffusion index forecasting with both tensor and non-tensor predictors, where the tensor structure is preserved with a Canonical Polyadic (CP) tensor factor model. When the number of non-tensor predictors is small, we study the asymptotic properties of the least squares estimator in this tensor factor-augmented regression, allowing for factors with different strengths. We derive an analytical formula for prediction intervals that accounts for the…

用约束线性回归估计混合分位数AI 解读

We study the problem of modeling univariate distributions via their quantile functions. We introduce a flexible family of distributions whose quantile function is a linear combination of basis quantiles. Because the model is linear in its parameters, estimation reduces to constrained linear regression, yielding a convex optimization problem that readily accommodates cardinality constraints as well as L1 or smoothness regularization. For Lq-type objectives we show the…

多维断点回归设计中的全局检验AI 解读

Regression discontinuity (RD) designs with multiple running variables arise in a growing number of empirical applications, including geographic boundaries and multi-score assignment rules. Although recent methodological work has extended estimation and inference tools to multivariate settings, far less attention has been devoted to developing global testing methods that formally assess whether a discontinuity exists anywhere along a multivariate treatment boundary. Existing…

利用潜在干扰网络代理进行因果效应的贝叶斯估计AI 解读

Network interference occurs when treatments assigned to some units affect the outcomes of others. Traditional approaches often assume that the observed network correctly specifies the interference structure. However, in practice, researchers frequently only have access to proxy measurements of the interference network due to limitations in data collection or potential mismatches between measured networks and actual interference pathways. In this paper, we introduce a…

事件时间过程中校准缩放干预的因果推断AI 解读

This work develops a flexible inferential framework for nonparametric causal inference in time-to-event settings, based on stochastic interventions defined through multiplicative scaling of the intensity governing an intermediate event process. These interventions induce a family of estimands indexed by a scalar parameter α, representing effects of modifying event rates while preserving the temporal and covariate-dependent structure of the observed data generating mechanism.…

神经熵正则最优传输与 Gromov-Wasserstein 对齐AI 解读

Optimal transport (OT) and Gromov-Wasserstein (GW) alignment are powerful frameworks for geometrically driven matching of probability distributions, yet their large-scale usage is hampered by high statistical and computational costs. Entropic regularization has emerged as a promising solution, allowing parametric convergence rates via the plug-in estimator, which can be computed using the Sinkhorn algorithm (or its iterations in the GW case). However, Sinkhorn's $O(n^2)$ time…

决策导向的最优传输AI 解读

We propose a fundamental metric for measuring the distance between two distributions. This metric, referred to as the decision-focused (DF) divergence, is tailored to stochastic linear optimization problems in which the objective coefficients are random and may follow two distinct distributions. Traditional metrics such as KL divergence and Wasserstein distance are not well-suited for quantifying the resulting cost discrepancy, because changes in the coefficient distribution…

可分二元治疗选择模型下的工具变量非参数推断AI 解读

Instrumental variable (IV) methods are widely used to infer treatment effects in the presence of unmeasured confounding. In this paper, we study nonparametric inference with an IV under a separable binary treatment choice model, which posits that the odds of the probability of taking the treatment, conditional on the instrument and the treatment-free potential outcome, factor into separable components for each variable. While nonparametric identification of smooth…