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弱因子下因子增强回归模型的偏差修正AI 解读

In this paper, we study the asymptotic bias of the factor-augmented regression estimator and its reduction, which is augmented by the $r$ factors extracted from a large number of $N$ variables with $T$ observations. In particular, we consider general weak latent factor models with $r$ signal eigenvalues that may diverge at different rates, $N^{α_{k}}$, $0<α_{k}\leq 1$, $k=1,\dots,r$. In the existing literature, the bias has been derived using an approximation for the…

基于贝叶斯镜像统计量的错误发现率控制AI 解读

Simultaneously performing variable selection and inference in high-dimensional models is an open challenge in statistics and machine learning. The increasing availability of vast amounts of variables requires the adoption of specific statistical procedures to accurately select the most important predictors in a high-dimensional space, while being able to control some form of selection error. In this work we adapt the Mirror Statistic approach to False Discovery Rate (FDR)…

非平稳与误差污染下的函数型回归：气候变化经济影响应用AI 解读

This paper studies a regression model with functional dependent and explanatory variables, both of which exhibit nonstationary dynamics. The model assumes that the nonstationary stochastic trends of the dependent variable are explained by those of the explanatory variables, and hence that there exists a stable long-run relationship between the two variables despite their nonstationary behavior. We also assume that the functional observations may be error-contaminated. We…

聚合树AI 解读

Uncovering the heterogeneous effects of particular policies or "treatments" is a key concern for researchers and policymakers. A common approach is to report average treatment effects across subgroups based on observable covariates. However, the choice of subgroups is crucial as it poses the risk of $p$-hacking and requires balancing interpretability with granularity. This paper proposes a nonparametric approach to construct heterogeneous subgroups. The approach enables a…

基于复合分位数的数据自适应因子模型AI 解读

This paper proposes a data-adaptive factor model (DAFM), a novel framework for extracting common factors that explain the structures of high-dimensional data. DAFM adopts a composite quantile strategy to adaptively capture the full distributional structure of the data, thereby enhancing estimation accuracy and revealing latent patterns that are invisible to conventional factor models. In this paper, we develop a practical algorithm for estimating DAFM by minimizing an…

高维回归中树引导特征聚合的直接方法AI 解读

In high-dimensional linear models, sparsity is often exploited to reduce variability and achieve parsimony. Equi-sparsity, where one assumes that predictors can be aggregated into groups sharing the same effects, is an alternative parsimonious structure that can be more suitable in certain applications. Previous work has clearly demonstrated the benefits of exploiting equi-sparsity in the presence of ``rare features'' (Yan and Bien 2021). In this work, we propose a new…

反事实公平评估的部分识别方法AI 解读

The wide adoption of AI decision-making systems in critical domains such as criminal justice, loan approval, and hiring processes has heightened concerns about algorithmic fairness. As we often only have access to the output of algorithms without insights into their internal mechanisms, it was natural to examine how decisions would alter when auxiliary sensitive attributes (such as race) change. This led the research community to come up with counterfactual fairness…

时间平滑反事实曲线的计算与统计高效估计AI 解读

Longitudinal causal inference is concerned with defining, identifying, and estimating the effect of a time-varying intervention on a time-varying outcome that is indexed by a follow-up time. In an observational study, Robins's generalized g-formula can identify causal effects induced by a broad class of time-varying interventions. Various methods for estimating the generalized g-formula have been posed for different outcome types, such as a failure event indicator by a…

回归不连续设计中的说服效应AI 解读

We develop a framework for identifying and estimating persuasion effects in regression discontinuity (RD) designs. The RD persuasion rate measures the probability that individuals at the threshold would take the action if exposed to a persuasive message, given that they would not take the action without exposure. We present identification results for both sharp and fuzzy RD designs, derive sharp bounds under various data scenarios, and extend the analysis to local compliers.…

三元网络形成AI 解读

We study estimation and inference for triadic link formation with dyad-level fixed effects in a nonlinear binary choice logit framework. Dyad-level effects provide a richer and more realistic representation of heterogeneity across pairs of dimensions (e.g. importer-exporter, importer-product, exporter-product), yet their sheer number creates a severe incidental parameter problem. We propose a novel ``hexad logit'' estimator and establish its consistency and asymptotic…

超越疾病研究：用倾斜 knockoffs 控制次级表型变量选择AI 解读

Researchers in biomedical studies often work with samples that are not selected uniformly at random from the population of interest, a major example being a case-control study. While these designs are motivated by specific scientific questions, it is often of interest to use the data collected to pursue secondary lines of investigations. In these cases, ignoring the fact that observations are not sampled uniformly at random can lead to spurious results. For example, in a…

零膨胀单细胞 RNA 测序数据的共同中介统计框架AI 解读

Single-cell RNA sequencing (scRNA-seq) has revolutionized the study of cellular heterogeneity, enabling detailed molecular profiling at the individual cell level. However, integrating high-dimensional single-cell data into causal mediation analysis remains challenging due to zero inflation and complex mediator structures. We propose a novel mediation framework leveraging zero-inflated negative binomial models to characterize cell-level mediator distributions and beta…

用于透明治疗效应估计的分阶段事件树AI 解读

Average and conditional treatment effects are fundamental causal quantities used to evaluate the effectiveness of treatments in various critical applications, including clinical settings and policy-making. Beyond the gold-standard estimators from randomized trials, numerous methods have been proposed to estimate treatment effects using observational data. In this paper, we provide a novel characterization of widely used causal inference techniques within the framework of…

逐点预测密度校准幂先验：动态借用历史信息AI 解读

Incorporating historical or real-world data into analyses of treatment effects for rare diseases has become increasingly popular. A major challenge, however, lies in determining the appropriate degree of congruence between historical and current data. In this study, we devote ourselves to the capacity of historical data in replicating the current data, and propose a new congruence measure/estimand $p_{CM}$. $p_{CM}$ quantifies the heterogeneity between two datasets following…

用于个性化与透明证据综合的加权方法AI 解读

Over the past few decades, statistical methods for causal inference have made impressive strides, enabling progress across a range of scientific fields. However, much of this methodological development has been confined to individual studies, limiting its ability to draw more generalizable conclusions. Achieving a thorough understanding of cause and effect typically relies on the integration, reconciliation, and synthesis from diverse study designs and multiple data sources.…

校准反事实共形公平性：分布偏移下的覆盖率平等AI 解读

We present Calibrated Counterfactual Conformal Fairness ($C^3F$), a post-hoc procedure that targets group-conditional coverage parity under covariate shift. $C^3F$ combines importance-weighted conformal calibration with a counterfactual regularizer based on path-specific effects in a structural causal model. The method estimates group-specific nonconformity quantiles using likelihood-ratio weights so that coverage degrades gracefully with the second moment of the weights. We…

网络干扰下的双重差分AI 解读

This paper develops doubly robust estimators for direct (DATT) and spillover (SATT) average treatment effects on the treated in network-based difference-in-differences (DiD) designs. Unlike standard DiD methods, the proposed approach explicitly accommodates treatment spillovers and high-dimensional network confounding arising from complex inter-unit dependencies. Identification relies on a conditional parallel-trends assumption that holds after adjusting for high-dimensional…

CP 张量因子模型的估计与推断AI 解读

High-dimensional tensor-valued data have recently gained attention from researchers in economics and finance. We consider the estimation and inference of high-dimensional tensor factor models, where each dimension of the tensor diverges. Our focus is on a factor model that admits CP-type tensor decomposition, which allows for non-orthogonal loading vectors. Based on the contemporary covariance matrix, we propose an iterative simultaneous projection estimation method. Our…

结合实验与观察数据识别和估计长期因果效应AI 解读

We study identifying and estimating the causal effect of a treatment variable on a long-term outcome using data from an observational and an experimental domain. The observational data are subject to unobserved confounding. Furthermore, subjects in the experiment are only followed for a short period; thus, long-term effects are unobserved, though short-term effects are available. Consequently, neither data source alone suffices for causal inference on the long-term outcome,…

弱分布重叠下马尔可夫决策过程的离策略评估AI 解读

Doubly robust methods hold considerable promise for off-policy evaluation in Markov decision processes (MDPs) under sequential ignorability: They have been shown to converge as $1/\sqrt{T}$ with the horizon $T$, to be statistically efficient in large samples, and to allow for modular implementation where preliminary estimation tasks can be executed using standard reinforcement learning techniques. Existing results, however, make heavy use of a strong distributional overlap…

交错处理事件研究中以处理队列为锚的稳健推断AI 解读

This paper proposes a cohort-anchored framework for robust inference in event studies with staggered adoption, building on Rambachan and Roth (2023). Robust inference based on event-study coefficients aggregated across cohorts can be misleading due to the dynamic composition of treated cohorts, especially when pre-trends differ across cohorts. My approach avoids this problem by operating at the cohort-period level. To address the additional challenge posed by time-varying…

存在终末事件时复发事件期望次数的因果推断AI 解读

While recurrent event analyses have been extensively studied, limited attention has been given to causal inference within the framework of recurrent event analysis. We develop a multiply robust estimation framework for causal inference in recurrent event data with a terminal failure event. We define our estimand as the vector comprising both the expected number of recurrent events and the failure survival function evaluated along a sequence of landmark times. We show that…

多个分布式单臂试验的协作间接治疗比较AI 解读

When randomized controlled trials are impractical or unethical to simultaneously compare multiple treatments, indirect treatment comparisons using single-arm trials offer valuable evidence for health technology assessments, especially for rare diseases and early-phase drug development. In practice, each sponsor conducts a single-arm trial on its own drug with restricted data-sharing and targets effects in its trial population, which can lead to unfair comparisons. This…

向上秩流动曲线的非参数与半参数估计AI 解读

We introduce the upward rank mobility curve as a new measure of intergenerational mobility that captures upward movements across the entire parental income distribution. Our approach extends Bhattacharya and Mazumder (2011) by conditioning on a single parental income rank, thereby eliminating aggregation bias. We show that the measure can be characterized solely by the copula of parent and child income, and we propose a nonparametric copula-based estimator with better…