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用于代谢组缺失值插补的截断高斯无限因子模型AI 解读

Metabolomics is the study of small molecules in biological samples. Metabolomics data are typically high-dimensional and contain highly correlated variables and frequent missing values. Both missing at random (MAR) data, due to acquisition or processing errors, and missing not at random (MNAR) data, caused by values falling below detection thresholds, are common. Thus, imputation is a critical component of downstream analysis. Existing imputation methods generally assume one…

随机实验中实现无偏机器学习协变量调整的条件交叉拟合AI 解读

Randomized experiments are the gold standard for estimating the average treatment effect (ATE). While covariate adjustment can reduce the asymptotic variances of the unbiased Horvitz-Thompson estimators for the ATE, it suffers from finite-sample biases due to data reuse in both prediction and estimation. Traditional sample-splitting and cross-fitting methods can address the problem of data reuse and obtain unbiased estimators. However, they require that the data are…

结合多个随访时点检验优先级复合终点AI 解读

Composite endpoints are widely used in cardiovascular clinical trials. In recent years, hierarchical composite endpoints-particularly the win ratio approach and its predecessor, the Finkelstein-Schoenfeld (FS) test, also known as the unmatched win ratio test-have gained popularity. These methods involve comparing individuals across multiple endpoints, ranked by priority, with mortality typically assigned the highest priority in many applications. However, these methods have…

持续岭回归泛化性能的高维渐近理论AI 解读

Continual learning is motivated by the need to adapt to real-world dynamics in tasks and data distribution while mitigating catastrophic forgetting. Despite significant advances in continual learning techniques, the theoretical understanding of their generalization performance lags behind. This paper examines the theoretical properties of continual ridge regression in high-dimensional linear models, where the dimension is proportional to the sample size in each task. Using…

存在小群组时的 K-means 面板数据聚类AI 解读

We consider panel data models with group structure. We study the asymptotic behavior of least-squares estimators and information criterion for the number of groups, allowing for the presence of small groups that have an asymptotically negligible relative size. Our contributions are threefold. First, we derive sufficient conditions under which the least-squares estimators are consistent and asymptotically normal. One of the conditions implies that a longer sample period is…

正则化 e-过程：具有知识驱动效率增益的任意时刻有效推断AI 解读

Classical statistical methods have theoretical justification when the sample size is predetermined. In applications, however, it's often the case that sample sizes are data-dependent rather than predetermined. The aforementioned methods aren't reliable in this latter case, hence the recent interest in e-processes and methods that are anytime valid, i.e., reliable for any dynamic data-collection plan. But if the investigator has relevant-yet-incomplete prior information about…

评估临床治疗规则效用的非参数界限AI 解读

Evaluating the value of new clinical treatment rules based on patient characteristics is important but often complicated by hidden confounding factors in observational studies. Standard methods for estimating the average patient outcome if a new rule were universally adopted typically rely on strong, untestable assumptions about these hidden factors. This paper tackles this challenge by developing nonparametric bounds - a range of plausible values - for the expected outcome…

采用累积收缩先验的离散自回归切换过程与时间序列图建模AI 解读

We propose a flexible Bayesian approach for sparse Gaussian graphical modeling of multivariate time series. We account for temporal correlation in the data by assuming that observations are characterized by an underlying and unobserved hidden discrete autoregressive process. We assume multivariate Gaussian emission distributions and capture spatial dependencies by modeling the state-specific precision matrices via graphical horseshoe priors. We characterize the mixing…

内生连续处理因果效应的部分识别AI 解读

No unmeasured confounding is a common assumption when reasoning about counterfactual outcomes, but such an assumption may not be plausible in observational studies. Sensitivity analysis is often employed to assess the robustness of causal conclusions to unmeasured confounding, but existing methods are predominantly designed for binary treatments. In this paper, we provide natural extensions of two extensively used sensitivity frameworks -- the Rosenbaum and Marginal…

扩散模型驱动的高维变量选择AI 解读

Variable selection for high-dimensional, highly correlated data has long been a challenging problem, often yielding unstable and unreliable models. We propose a resample-aggregate framework that exploits diffusion models' ability to generate high-fidelity synthetic data. Specifically, we draw multiple pseudo-data sets from a diffusion model fitted to the original data, apply any off-the-shelf selector (e.g., lasso or SCAD), and store the resulting inclusion indicators and…

因果效应与反事实的界限估计AI 解读

Causal inference often hinges on strong assumptions - such as no unmeasured confounding or perfect compliance - that are rarely satisfied in practice. Partial identification offers a principled alternative: instead of relying on unverifiable assumptions to estimate causal effects precisely, it derives bounds that reflect the uncertainty inherent in the data. Despite its theoretical appeal, partial identification remains underutilized in applied work, in part due to the…

复杂时间动态下单调平滑时变函数的同时推断AI 解读

We propose a new framework for the simultaneous inference of monotone and smoothly time-varying functions under complex temporal dynamics. This will be done utilizing the monotone rearrangement and the nonparametric estimation. We capitalize the Gaussian approximation for the nonparametric monotone estimator and construct the asymptotically correct simultaneous confidence bands (SCBs) using designed bootstrap methods. We investigate two general and practical scenarios. The…

去偏且具有半参数效率的变化中变化估计量AI 解读

We present a novel extension of the influential changes-in-changes (CiC) framework of Athey and Imbens (2006) for estimating the average treatment effect on the treated (ATT) and distributional causal effects in panel data with unmeasured confounding. While CiC relaxes the parallel trends assumption in difference-in-differences (DiD), existing methods typically assume a scalar unobserved confounder and monotonic outcome relationships, and lack inference tools that…

基于多方向正则化的并行网络重构AI 解读

Reconstructing large-scale latent networks from observed dynamics is crucial for understanding complex systems. However, the existing methods based on compressive sensing are often rendered infeasible in practice by prohibitive computational and memory costs. To address this challenge, we introduce a new distributed computing framework for efficient large-scale network reconstruction with parallel computing, namely PALMS (Parallel Adaptive Lasso with Multi-directional…

合理量化不确定性：经验贝叶斯歧视检测中的置信区间AI 解读

We revisit empirical Bayes discrimination detection, focusing on uncertainty arising from both partial identification and sampling variability. While prior work has mostly focused on partial identification, we find that some empirical findings are not robust to sampling uncertainty. To better connect statistical evidence to the magnitude of real-world discriminatory behavior, we propose a counterfactual odds-ratio estimand with a attractive properties and interpretation. Our…

正则化改进的两正态均值问题解AI 解读

The many-normal-means problem is a classic example that motivates the development of many important inferential procedures in the history of statistics. In this short note, we consider a further special case of the problem, which involves only two normally distributed data points with a constraint that the pair of means are not too far apart from one another. Starting with a regularized ML estimator, we construct a novel possibilistic IM for marginal inference on one of the…

二元分布回归：理论、估计及代际流动应用AI 解读

We employ distribution regression (DR) to estimate the joint distribution of two outcome variables conditional on chosen covariates. While Bivariate Distribution Regression (BDR) is useful in a variety of settings, it is particularly valuable when some dependence between the outcomes persists after accounting for the impact of the covariates. Our analysis relies on a result from Chernozhukov et al. (2018) which shows that any conditional joint distribution has a local…

用于因果推断的贝叶斯双重机器学习AI 解读

This paper proposes a simple, novel, and fully-Bayesian approach for causal inference in partially linear models with high-dimensional control variables. Off-the-shelf machine learning methods can introduce biases in the causal parameter known as regularization-induced confounding. To address this, we propose a Bayesian Double Machine Learning (BDML) method, which modifies a standard Bayesian multivariate regression model and recovers the causal effect of interest from the…

多变量孟德尔随机化的一种更稳健方法AI 解读

Multivariable Mendelian randomization (MVMR) uses genetic variants as instrumental variables to infer the direct effects of multiple exposures on an outcome. However, unlike univariable Mendelian randomization, MVMR often faces greater challenges with many weak instruments, which can lead to bias not necessarily toward zero and inflation of type I errors. In this work, we introduce a new asymptotic regime that allows exposures to have varying degrees of instrument strength,…

工具变量回归中弱工具稳健推断的统计学指南及 Python 示例AI 解读

We provide an overview of results relating to estimation and weak-instrument-robust inference in instrumental variables regression. Methods are implemented in the ivmodels software package for Python, which we use to illustrate results.

序贯自适应实验的有效统计估计及其对自适应设计的启示AI 解读

Adaptive experimental designs have gained popularity in clinical trials and online experiments. Unlike traditional, fixed experimental designs, adaptive designs can dynamically adjust treatment randomization probabilities and other design features in response to data accumulated sequentially during the experiment. These adaptations are useful to achieve diverse objectives, including reducing uncertainty in the estimation of causal estimands or increasing participants'…

PanelMatch：时间序列截面数据因果推断的匹配方法AI 解读

Analyzing time-series cross-sectional (also known as longitudinal or panel) data is an important process across a number of fields, including the social sciences, economics, finance, and medicine. PanelMatch is an R package that implements a set of tools enabling researchers to apply matching methods for causal inference with time-series cross-sectional data. Relative to other commonly used methods for longitudinal analyses, like regression with fixed effects, the…

非平稳条件下函数索引序贯经验过程及其平滑版本的弱收敛AI 解读

We study the sequential empirical process indexed by general function classes and its smoothed set-indexed analogue. Sufficient conditions for asymptotic equicontinuity are provided for nonstationary arrays of time series. This yields comprehensive general results that are applicable to various notions of dependence, which is exemplified in detail for nonstationary $α$-mixing series. Especially, we obtain the weak convergence of the sequential process under essentially the…

差分隐私下的协变量平衡因果推断AI 解读

Differential privacy is the leading mathematical framework for privacy protection, providing a probabilistic guarantee that safeguards individuals' private information when publishing statistics from a dataset. This guarantee is achieved by applying a randomized algorithm to the original data, which introduces unique challenges in data analysis by distorting inherent patterns. In particular, causal inference using observational data in privacy-sensitive contexts is…