论文检索

含暴露测量误差的灵活高效因果效应估计：控制变量法AI 解读

Exposure measurement error is a ubiquitous but often overlooked challenge in causal inference with observational data. Existing methods accounting for exposure measurement error largely rely on restrictive parametric assumptions, while emerging data-adaptive estimation approaches allow for less restrictive assumptions but at the cost of flexibility, as they are typically tailored towards rigidly-defined statistical quantities. There remains a critical need for…

大稀疏网络中β模型的L2正则化最大似然估计AI 解读

The $β$-model is a powerful tool for modeling large and sparse networks driven by degree heterogeneity, where many network models become infeasible due to computational challenge and network sparsity. However, existing estimation algorithms for $β$-model do not scale up. Also, theoretical understandings remain limited to dense networks. This paper brings several significant improvements over existing results to address the urgent needs of practice. We propose a new $\ell_2$-p…

因果建模导论AI 解读

This tutorial provides a concise introduction to modern causal modeling by integrating potential outcomes and graphical methods. We motivate causal questions such as counterfactual reasoning under interventions and define binary treatments and potential outcomes. We discuss causal effect measures-including average treatment effects on the treated and on the untreated-and choices of effect scales for binary outcomes. We derive identification in randomized experiments under…

含大量协变量的线性回归中的野生自助法推断AI 解读

We propose a simple modification to the wild bootstrap procedure and establish its asymptotic validity for linear regression models with many covariates and heteroskedastic errors. Monte Carlo simulations show that the modified wild bootstrap has excellent finite sample performance compared with alternative methods that are based on standard normal critical values, especially when the sample size is small and/or the number of controls is of the same order of magnitude as the…

半竞争风险的贝叶斯非参数方法及心血管健康应用AI 解读

We address causal estimation in semi-competing risks settings, where a non-terminal event may be precluded by one or more terminal events. We define a principal-stratification causal estimand for treatment effects on the non-terminal event, conditional on surviving past a specified landmark time. To estimate joint event-time distributions, we employ both vine-copula constructions and Bayesian nonparametric Enriched Dirichlet-process mixtures (EDPM), enabling inference under…

凸与非凸矩阵感知的高维统计理论AI 解读

The problem of matrix sensing, or trace regression, is a problem wherein one wishes to estimate a low-rank matrix from linear measurements perturbed with noise. A number of existing works have studied both convex and nonconvex approaches to this problem, establishing minimax error rates when the number of measurements is sufficiently large relative to the rank and dimension of the low-rank matrix, though a precise comparison of these procedures still remains unexplored. In…

单变量引导的稀疏回归AI 解读

In this paper, we introduce ``UniLasso'' -- a novel statistical method for sparse regression. This two-stage approach preserves the signs of the univariate coefficients and leverages their magnitude. Both of these properties are attractive for stability and interpretation of the model. Through comprehensive simulations and applications to real-world datasets, we demonstrate that UniLasso outperforms Lasso in various settings, particularly in terms of sparsity and model…

易错计数数据的推断：二项卷积框架下的估计AI 解读

Measurement error in count data is common but underexplored in the literature, particularly in contexts where observed scores are bounded and arise from discrete scoring processes. Motivated by applications in oral reading fluency assessment, we propose a binomial convolution framework that extends binary misclassification models to settings where only the aggregate number of correct responses is observed, and errors may involve both overcounting and undercounting the number…

未知方差高斯模型中的L2范数后验收缩AI 解读

The testing-based approach is a fundamental tool for establishing posterior contraction rates. Although the Hellinger metric is attractive owing to the existence of a desirable test function, it is not directly applicable in Gaussian models, because translating the Hellinger metric into more intuitive metrics typically requires strong boundedness conditions. When the variance is known, this issue can be addressed by directly constructing a test function relative to the $L_2$-…

多变量长期剖面监测及其在KW51铁路桥中的应用AI 解读

Structural Health Monitoring (SHM) plays a pivotal role in modern civil engineering, providing critical insights into the health and integrity of infrastructure systems. This work presents a novel multivariate long-term profile monitoring approach to eliminate fluctuations in the measured response quantities, e.g., caused by environmental influences or measurement error. Our methodology addresses critical challenges in SHM and combines supervised methods with unsupervised,…

密集纵向数据的动态因果中介分析AI 解读

Intensive longitudinal data, characterized by frequent measurements across numerous time points, are increasingly common due to advances in wearable devices and mobile health technologies. We consider evaluating causal mediation pathways between time-varying exposures, time-varying mediators, and a final, distal outcome using such data. Addressing mediation questions in these settings is challenging due to numerous potential exposures, complex mediation pathways, and…

网络干扰下异质处理效应的随机化推断AI 解读

We develop randomization-based tests for heterogeneous treatment effects in the presence of network interference. Leveraging the exposure mapping framework, we study a broad class of null hypotheses that represent various forms of constant treatment effects in networked populations. These null hypotheses, unlike the classical Fisher sharp null, are not sharp due to unknown parameters and multiple potential outcomes. Existing conditional randomization procedures either fail…

结合可观测特征的单指标分位数因子模型AI 解读

We propose a characteristics-augmented quantile factor (QCF) model, where unknown factor loading functions are linked to a large set of observed individual-level (e.g., bond- or stock-specific) covariates via a single-index projection. The single-index specification offers a parsimonious, interpretable, and statistically efficient way to nonparametrically characterize the time-varying loadings, while avoiding the curse of dimensionality in flexible nonparametric models.…

异质性、不确定性与学习：半参数识别和估计AI 解读

We provide identification results for a broad class of learning models in which continuous outcomes depend on three types of unobservables: known heterogeneity, initially unknown heterogeneity that may be revealed over time, and transitory uncertainty. We consider a common environment where the researcher only has access to a short panel on choices and realized outcomes. We establish identification of the outcome equation parameters and the distribution of the unobservables,…

干扰程度：存在干扰时因果推断的一般框架AI 解读

One core assumption typically adopted for valid causal inference is that of no interference between experimental units, i.e., the outcome of an experimental unit is unaffected by the treatments assigned to other experimental units. This assumption can be violated in real-life experiments, which significantly complicates the task of causal inference. As the number of potential outcomes increases, it becomes challenging to disentangle direct treatment effects from…

条件矩限制的双重机器学习：工具变量回归、近端因果学习及拓展AI 解读

Solving conditional moment restrictions (CMRs) is a key problem considered in statistics, causal inference, and econometrics, where the aim is to solve for a function of interest that satisfies some conditional moment equalities. Specifically, many techniques for causal inference, such as instrumental variable (IV) regression and proximal causal learning (PCL), are CMR problems. Most CMR estimators use a two-stage approach, where the first-stage estimation is directly…

泊松有向图模型的似然比检验AI 解读

Directed acyclic graphs are widely used to describe the causal effects among random variables, and the inference of those causal effects has become an popular topic in statistics and machine learning, and has wide applications in neuroinformatics, bioinformatics and so on. However, most studies focus on the estimation or inference of the directional relations among continuous random variables, those among discrete random variables have not gained much attentions. In this…

时间序列分位数与预期短缺回归中的自归一化推断AI 解读

This paper proposes valid inference tools, based on self-normalization, in time series expected shortfall regressions and, as a corollary, also in quantile regressions. Extant methods for such time series regressions, based on a bootstrap or direct estimation of the long-run variance, are computationally more involved, require the choice of tuning parameters and have serious size distortions when the regression errors are strongly serially dependent. In contrast, our…

不定概率理论AI 解读

Complex continuous or mixed joint distributions (e.g., P(Y | z_1, z_2, ..., z_N)) generally lack closed-form solutions, often necessitating approximations such as MCMC. This paper proposes Indeterminate Probability Theory (IPT), which makes the following contributions: (1) An observer-centered framework in which experimental outcomes are represented as distributions combining ground truth with observation error; (2) The introduction of three independence candidate axioms…

利用特异性进行观察研究中的因果推断AI 解读

Hill's specificity criterion has been highly influential in biomedical and epidemiological research. However, it remains controversial and its application often relies on subjective and qualitative analysis without a comprehensive and rigorous causal theory. Focusing on unmeasured confounding adjustment with multiple treatments and multiple outcomes, this paper develops a formal and quantitative framework for leveraging specificity for causal inference in observational…

利用外部对照提高随机试验累积发生率估计的精度AI 解读

Augmenting the control arm in clinical trials with external data can improve statistical power for demonstrating treatment effects. In many time-to-event outcome trials, participants are subject to truncation by death. Direct application of methods for competing risks analysis on the joint data may introduce bias, for example, due to covariate shifts between the populations. In this work, we consider transportability of the conditional cause-specific hazard of the event of…

GRASP：带自适应收缩先验的分组回归AI 解读

We introduce GRASP, a simple Bayesian framework for regression with grouped predictors, built on the normal beta prime (NBP) prior. The NBP prior is an adaptive generalization of the horseshoe prior with tunable hyperparameters that control tail behavior, enabling a flexible range of sparsity, from strong shrinkage to ridge-like regularization. Unlike prior work that introduced the group inverse-gamma gamma (GIGG) prior by decomposing the NBP prior into structured…

恰好识别模型中弱工具变量稳健推断程序的实证比较AI 解读

Instrumental variable (IV) regression is recognized as one of the five core methods for causal inference, as identified by Angrist and Pischke (2008). This paper compares two leading approaches to inference under weak identification for just-identified IV models: the classical Anderson-Rubin (AR) procedure and the recently popular tF method proposed by Lee et al. (2022). Using replication data from the American Economic Review (AER) and Monte Carlo simulation experiments, we…

左截断对数逻辑斯蒂分布的贝叶斯推断：面向时间事件数据AI 解读

Parameter estimation is a foundational step in statistical modeling, enabling us to extract knowledge from data and apply it effectively. Bayesian estimation of parameters incorporates prior beliefs with observed data to infer distribution parameters probabilistically and robustly. Moreover, it provides full posterior distributions, allowing uncertainty quantification and regularization, especially useful in small or truncated samples. Utilizing the left-truncated…