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开放比特币指标：来自全节点的可核验经济研究时间序列AI 解读

Bitcoin research increasingly relies on on-chain indicators to study network activity, monetary issuance, transaction demand, miner incentives, coin-age behavior, and long-run monetary dynamics. However, many commonly used Bitcoin metrics are dispersed across commercial platforms, subject to heterogeneous definitions, or not fully reproducible from primary blockchain data. This manuscript introduces Open Bitcoin Metrics (OBM), a reproducible, full-node-derived dataset and…

高维伊辛模型中的迁移学习AI 解读

In high-dimensional Ising model estimation, target sample sizes are often limited, and effectively using auxiliary binary datasets of unknown relevance remains challenging. To address this, we propose Trans-Ising, a transfer learning method that combines a loss-based source screening rule with a two-stage estimation procedure. The method first identifies informative auxiliary sources using held-out target pseudolikelihood to prevent negative transfer. It then computes an…

数据驱动的逻辑回归集成方法及其在基因组学中的应用AI 解读

Advances in data collecting technologies in genomics have significantly increased the need for tools designed to study the genetic basis of many diseases. Effective statistical methods should excel in both prediction accuracy and biomarker identification. We introduce a novel approach to high-dimensional binary classification that integrates regularization with ensembling techniques. The method constructs compact ensembles of interpretable models derived by optimizing a…

存在未测量处理诱发混杂的近端中介分析AI 解读

Mediation analysis provides a central framework for elucidating causal mechanisms, yet its application is often impeded by treatment-induced confounding, under which the widely used natural mediation effects are generally unidentifiable. Interventional effects have been proposed as an alternative when these confounders are observable; however, identifying and estimating interventional effects remains challenging when confounders are unmeasured. In this paper, we address this…

异质性下的受污染多任务学习：基本极限与最优算法AI 解读

Integrating information across related tasks can improve estimation and prediction in transfer, multi-task, and federated learning, but contamination and heterogeneity make robust borrowing challenging. We study a contaminated multi-task empirical risk minimization (ERM) framework in which an $ε$ fraction of $K$ tasks, each with sample size $n$, may be arbitrarily contaminated while the remaining tasks are heterogeneous. Our goal is to estimate both the global minimizer of…

平行趋势假设下的结构嵌套均值模型AI 解读

We link and extend two approaches to estimating time-varying treatment effects on repeated continuous outcomes--time-varying Difference in Differences (DiD; see Roth et al. (2023) and Chaisemartin et al. (2023) for reviews) and Structural Nested Mean Models (SNMMs; see Vansteelandt and Joffe (2014) for a review). In particular, we show that SNMMs, previously known to be nonparametrically identified under a no unobserved confounding assumption, are also identified under a…

带结构化收缩先验的连续时间贝叶斯网络：大规模电子健康记录中的多病轨迹建模AI 解读

Multiple long-term conditions (MLTCs) arise through complex, time-dependent interactions among diseases, yet existing methods often struggle to jointly model disease progression, multimorbidity networks, and high-dimensional risk factors. We propose a structured Bayesian continuous-time Bayesian network (CTBN) framework for learning directed disease-dependency networks from longitudinal electronic health records. The model allows disease transition intensities to depend on…

真实世界证据中信息性治疗切换的工具变量方法AI 解读

Reproducible and generalizable assessment of treatment decisions requires principled handling of subsequent treatment switching that may inform expected outcomes and shift across cohorts and over time. To effectively account for informative treatment switching, we propose an instrumental variable approach that characterizes the poorly documented expected outcomes at switching as unmeasured confounding. After establishing the baseline treatment as a viable instrumental…

针对排除限制与外生性违背的广义证伪适应集AI 解读

The falsification adaptive set (FAS) as proposed by Masten and Poirier (2021) provides an identified set for a treatment effect when the baseline model is falsified, assuming invalid instruments violate exclusion only. We show that whether an invalid instrument is a confounder or collider has important consequences: incorrect treatment can cause the FAS to exclude the true parameter. We derive pattern-specific falsification adaptive sets for each combination of violations…

面向全体人群的因果推断：死亡截断结局的边际估计目标AI 解读

In longitudinal studies, outcomes of interest are often truncated by death, meaning that they are only observed or well-defined conditional on intercurrent events such as survival. Existing strategies face a trade-off: causally interpretable estimands, such as survivor average causal effects, target a latent subgroup, whereas while-alive and composite summaries apply to the full population but are difficult to interpret as causal effects on the non-mortality outcome. We…

因果泛函中变量离散化导致的粗化偏差AI 解读

Causal identification functionals often require integration over conditional densities of continuous variables, such as those arising in nonparametric identification theory of total and mediated causal effects in DAGs with hidden variables. Estimating these densities and evaluating the resulting integrals can be statistically and computationally demanding. A common workaround is to discretize the continuous variable and replace integrals with finite sums. Although…

利用辅助外部数据识别治疗受益者的共形筛选框架AI 解读

Identifying patients who are likely to benefit from a treatment is central to precision medicine and can guide follow-up trials, enrichment designs, and individualized decisions. Although randomized controlled trials (RCTs) provide evidence on efficacy, they are usually powered to estimate average treatment effects rather than patient-level benefit. Meanwhile, artificial intelligence and machine learning methods offer flexible tools for estimating heterogeneous treatment…

准贝叶斯层次模型AI 解读

We develop the Quasi-Bayesian Hierarchical Model (QBHM) for grouped GMM settings. The framework combines Bayesian hierarchical modelling with Laplace-type estimation: it preserves each group-specific objective function, while introducing a pooling term for economically comparable parameters. When the number of studies is fixed, the QBHM estimator-the quasi-posterior mean-has the same asymptotic distribution as GMM when estimating strongly identified study parameters. For…

以层次聚类缓解观察性因果推断中的多重共线性AI 解读

Multicollinearity is a long lasting challenge in observational causal inference, especially in regressions -- highly correlated independent variables make it hard to isolate their individual impacts on outcomes of interest. While common solutions such as shrinkage estimators and principal component regressions are helpful in prediction problems, a crucial limitation hinders their applicability to causal inference problems -- they cannot provide the original causal…

利用因子模型进行因果推断AI 解读

We develop a factor-model framework for causal inference in panels with policy interventions. Treatment effects are represented as structural changes in treated units' exposure to latent common shocks and, in extensions, changes in the factor process itself. The approach does not impose the standard parallel-trends restriction, accommodates one or many treated units, and targets systematic effects when unit-time idiosyncratic effects are not point identified. We provide…

估值揭示不确定性AI 解读

This paper studies the recovery of uncertainty from dynamic sublinear valuation rules. A robust valuation assigns each payoff its worst-case expected value across plausible models under uncertainty and induces a dynamic sublinear valuation rule. While valuation rules are observable in practice, the underlying uncertainty structure is latent. First, we show that the latent uncertainty structure can be identified from an observed valuation rule and provide an explicit…

带图马蹄先验的多元变系数BART模型AI 解读

Modern multivariate regression problems involve several related outcomes whose regression effects are not only nonlinear, heterogeneous, and outcome-specific, but also where the residual dependence among outcomes is scientifically meaningful. Existing multivariate Bayesian tree-based methods typically address only part of this problem: some impose substantial sharing of tree architecture across outcomes, which is overly restrictive when responses depend on distinct…

稳定化未带来包容性发展：玻利维亚自由化、贫困与不平等AI 解读

This article reconstructs the economic and social history of Bolivian neoliberalism and evaluates whether economic liberalization reduced or increased poverty and inequality in Bolivia. The historical argument is that the Bolivian neoliberal cycle was not a single event but a layered sequence: hyperinflation and emergency stabilization, the 1985 New Economic Policy, labor displacement and mining restructuring, second-generation reform in the 1990s, capitalization,…

生成结果与生成回归量：递归因果估计中的等价关系AI 解读

Time-varying treatment effects, surrogate-identified treatment effects, and mediation effects can all be written as recursive regressions, in which each regression's predicted values become generated outcomes for the next regression. We study how standard causal estimators behave in this setting. Formally, we compare the recursive plug-in, recursive balancing weight, and recursive doubly robust estimators. When every stage is fitted by ordinary least squares (OLS), the three…

文献综述与证据汇总：应用微观研究工具箱AI 解读

Consider an analyst interested in predicting the size of an effect. She has identified a set of prior published studies of similar effects. We provide a toolkit for (i) summarizing the prior literature, (ii) making predictions of effects in new contexts, and (iii) correcting for the bias from selectivity in the prior literature. We illustrate these methods with empirical examples from labor, public, behavioral, environmental, and development economics. Some of the tools are…

非可分选择模型估计：函数压缩映射方法AI 解读

We propose a novel method for estimating nonseparable selection models. We show that, for a given selection function and under suitable contraction conditions, the potential outcome distributions are nonparametrically identified from the selected outcome distributions and can be recovered using a simple iterative algorithm. This result enables a full-information approach to estimating selection models without imposing parametric or separability assumptions on the outcome…

广义潜在因子模型的可识别性与统计推断AI 解读

Generalized latent factor analysis not only provides a useful latent embedding approach in statistics and machine learning, but also serves as a widely used tool across various scientific fields, such as psychometrics, econometrics, and social sciences. Ensuring the identifiability of latent factors and the loading matrix is essential for the model's estimability and interpretability, and various identifiability conditions have been employed by practitioners. However,…

粗化观测多状态过程状态占据概率的稳健估计AI 解读

We derive augmented inverse probability weighted estimators for occupation probabilities of multistate models under two levels of coarsening; right-censoring and baseline exposure. The key exchangeability assumption for identification is coarsening at random, while allowing for time-varying confounders, but not requiring Markov properties. Using existing techniques from causal inference and missing data literature, the derived estimators have highly desirable robustness and…

用学校人口特征与教师特征建模教育表现AI 解读

High-dimensional educational datasets often exhibit sparsity, grouped predictors, and locally correlated covariates, limiting the effectiveness of conventional regression methods. We propose an Adaptive Weighted Group Fused LASSO estimator that jointly performs adaptive variable selection, group regularization, and coefficient fusion within a unified penalized regression framework. An efficient ADMM algorithm is developed, and asymptotic properties, including consistency,…