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稀疏回归中一般载荷的线性泛函检验：分离率与计算障碍AI 解读

We study the problem of testing $H_0: ξ^\topβ=t_0$ in high-dimensional sparse linear regression with Gaussian random design and unknown design covariance. The loading vector $ξ$ is arbitrary, and the exact sparsity level $k$ is unknown but bounded by a known value $k_u$. Tests are required to control Type I error uniformly over the $k_u$-sparse null, while power is evaluated against $k$-sparse alternatives. We construct a computationally efficient mixed test that gives an…

不完备物理模型下异方差随机动力系统的因果发现AI 解读

Causal discovery is a data-driven paradigm for analyzing complex systems, while physics-based models, such as ordinary differential equations (ODEs), provide mechanistic structure for real-world dynamical processes. Integrating these paradigms can improve identifiability, stability, and robustness. However, real dynamical systems often exhibit cyclic interactions and nonstationarity, whereas many causal discovery methods rely on acyclicity, stationarity, or equilibrium…

缺失数据与簇图：簇层面缺失和变量层面缺失AI 解读

Missing data is pervasive in many scientific domains such as public health, environmental science, and the social sciences. Recoverability from missing data is typically studied using fully specified variable-level missingness models despite that, in many applications, only coarse structural information is available, for instance when variables are grouped into clusters due to limited knowledge or interpretability reasons. In this paper, we investigate recoverability from…

疫苗效力衰减的简便高功效检验AI 解读

Determining whether vaccine efficacy wanes is important for individual and public decision making. Yet, quantification of waning is a subtle task. The classical approaches cannot be interpreted as measures of declining efficacy unless we impose unreasonable assumptions. Recently, formal causal estimands designed to quantify vaccine waning have been proposed. These estimands can be bounded under weaker assumptions, but the bounds are often too wide to make claims about the…

斯德哥尔摩通勤流动建模：基于手机数据的空间面板方法AI 解读

This paper examines the sociodemographic and socioeconomic determinants of regional commuter mobility in the Greater Stockholm Area using a heteroscedastic spatial Durbin panel data model estimated via Bayesian Markov Chain Monte Carlo methods. Drawing on mobile phone-derived origin-destination flows from the MIND database, the analysis exploits unusually fine spatial and temporal granularity across a balanced panel of 675 regions over the period 2018-2023. A k-nearest…

利用随机试验评估观测数据的条件平均治疗效应估计AI 解读

Conditional average treatment effects (CATEs) are increasingly estimated from observational data and used to guide policy and individualized treatment decisions. Before such estimates can be trusted in practice, their predictive fitness needs to be assessed, yet observational data alone offer limited opportunities for doing so. We propose CATE Assessment via Fitness Evaluation (CAFE), a formal framework for directly assessing the goodness-of-fit of a CATE estimate learned…

模型误设下观测研究中倾向得分模型与因果估计量的应用AI 解读

Propensity score (PS) methods are widely used in observational studies to reduce confounding and estimate causal treatment effects. However, the validity of PS-based causal estimators depends heavily on correct model specification, and model misspecification may lead to substantial bias and instability. In this study, we systematically evaluate the performance of commonly used causal estimators, including response surface modeling (RSM), inverse probability weighting (IPW),…

分类时间序列的变点检测及加拿大每日总云量应用AI 解读

Changepoints are essential for homogenizing categorical time series and analyzing their trends and variations. The original total cloud cover in Canada was recorded hourly in tenths (or eighths), exhibiting inherent seasonality and serial correlation. Lu and Wang (2012) introduced an extended cumulative logit model to detect shifts in the annual frequencies of cloud cover conditions. While annual aggregation mitigates seasonality and serial correlation, it shortens the time…

因变量存在测量误差时的内生分位数回归AI 解读

This paper studies quantile regression with an endogenous regressor and measurement error in the dependent variable. Standard quantile regression estimators ignoring these two elements can induce substantial bias. We adopt a control-function approach in a triangular system and show that the conditional quantile coefficient functions, together with all other distributional parameters, are nonparametrically identifiable. Building on this constructive identification result, we…

条件边际效应估计的实用指南：现代方法AI 解读

This Element offers a practical guide to estimating conditional marginal effects-how treatment effects vary with a moderating variable-using modern statistical methods. Commonly used approaches, such as linear interaction models, often suffer from unclarified estimands, limited overlap, and restrictive functional forms. This guide begins by clearly defining the estimand and presenting the main identification results. It then reviews and improves upon existing solutions, such…

critband：用于多峰分布临界带宽分析的 Python 包AI 解读

Multimodal density estimation is a fundamental problem in scientific computing. Determining the number of modes in a distribution is a core numerical challenge with applications across ecology, economics, genomics, and astronomy. While the R ecosystem provides mature tools through the multimode package, the Python ecosystem has lacked an equivalent cohesive implementation. We present critband, a Python package for critical bandwidth bimodality detection based on Silverman's…

测量误差下的异方差检验AI 解读

In this paper, we propose a novel approach to detect heteroskedasticity in regression models with regressors contaminated by measurement error. Specifically, inspired by the integrated conditional moment (ICM) approach, we construct test statistics based on a deconvolved residual-marked empirical process and establish their asymptotic properties in both ordinary smooth and supersmooth cases, assuming the measurement error distribution is known. The issue of an unknown…

利用扩展桥函数识别干预联合分布AI 解读

Existing identification results in proximal causal inference often focus on marginal interventional distributions using standard outcome or treatment bridge functions. These methods do not generally identify joint interventional distributions that contain all proxy variables that were used to define the corresponding bridge functions. In many applications, however, these joint interventional distributions are a natural target of interest. We introduce extended bridge…

彩色弹球：面向共形预测条件保证的密度加权分位数回归AI 解读

Although conformal prediction provides robust marginal coverage guarantees, achieving reliable conditional coverage for specific inputs remains challenging. While exact distribution-free conditional coverage is impossible with finite samples, recent work has focused on improving the conditional coverage of standard conformal procedures. Distinct from approaches that target relaxed notions of conditional coverage, we directly target the mean squared error of conditional…

集合值政策学习AI 解读

Conventional treatment policies map patient covariates to a single recommended intervention in order to maximize expected clinical outcomes. Although a rich body of causal inference methods has been developed to estimate such policies, point-valued recommendations can be highly sensitive to estimation uncertainty, model specification, and finite-sample variability, while typically providing little guidance about how confident one should be in the recommended action. In this…

Fast Spawn&Prune：随机锥粒子梯度下降的全局收敛AI 解读

We investigate the global optimization of the objective function arising in continuous sparse regression, specifically the Beurling LASSO (BLASSO), over the space of measures. While Conic Particle Gradient Descent (CPGD) methods are computationally efficient, they may become trapped in local minima due to the non-convexity of the parameterization. To overcome this limitation, we introduce Fast Spawn\&Prune (FS\&P), a stochastic algorithm that extends FastPart introduced in…

竞争事件下生存时间结局的因果治疗效应分解AI 解读

Inference about treatment effects for time-to-event outcomes is often obscured by the presence of competing events. A particularly complex situation arises when the treatment influences the occurrence of the competing event. A comprehensive assessment should then account for different mechanisms by which the treatment and the competing event together produce the apparent treatment effect. Here, we propose a decomposition of the treatment's effect on the event of interest…

从观测数据中学习因果分析所需的控制变量与工具变量AI 解读

This study introduces a data-driven, machine learning-based method to detect suitable control variables and instruments for assessing the causal effect of a treatment on an outcome in observational data. Our approach tests the joint existence of instruments, which are associated with the treatment but not directly with the outcome (at least conditional on observables), and suitable control variables, conditional on which the treatment is exogenous, and learns the partition…

检验观测数据中因果效应的识别AI 解读

This study demonstrates the existence of a testable condition for the identification of the causal effect of a treatment on an outcome in observational data, which relies on two sets of variables: observed covariates to be controlled for and a suspected instrument. Under a causal structure commonly found in empirical applications, the testable conditional independence of the suspected instrument and the outcome given the treatment and the covariates has two implications.…

TEA-Time：跨时间迁移处理效应AI 解读

Treatment effects estimated from a randomized controlled trial are local not only to the study population but also to the time at which the trial was conducted. The literature on generalizing experimental findings to new populations is extensive, yet transporting effects across time has received far less attention, and even defining the target estimand is nonobvious. We formalize the transported average treatment effect under a separable temporal effects assumption, derive…

用于多模式故障预测的多传感器与故障事件贝叶斯联合模型AI 解读

Modern industrial systems are often subject to multiple failure modes, and their conditions are monitored by multiple sensors, generating multiple time-series signals. Additionally, time-to-failure data are commonly available. Accurately predicting a system's remaining useful life (RUL) requires effectively leveraging multi-sensor time-series data alongside multi-mode failure event data. In most existing models, failure modes and RUL prediction are performed independently,…

特征感知协方差估计及其在化学暴露混合物中的应用AI 解读

The motivation of this article is to improve inferences on the covariation in environmental exposures, motivated by data from a study of Toddlers Exposure to SVOCs in Indoor Environments (TESIE). The challenge is that the sample size is limited, so empirical covariance provides a poor estimate. In related applications, Bayesian factor models have been popular; these approaches express the covariance as low rank plus diagonal and can infer the number of factors adaptively.…

基于贝叶斯非参数联合模型的连续时间纵向与生存数据因果中介分析AI 解读

Observational cohort data is an important source of information for understanding the causal effects of treatments on survival and the degree to which these effects are mediated through changes in disease-related risk factors. However, these analyses are often complicated by irregular data collection intervals and the presence of longitudinal confounders and mediators. We propose a causal mediation framework that jointly models longitudinal exposures, confounders, mediators,…

一类实验设计的渐近效率界AI 解读

We consider an experimental design setting in which units are assigned to treatment after being sampled sequentially from an infinite population. We derive asymptotic efficiency bounds that apply to data from any experiment that assigns treatment as a (possibly randomized) function of covariates and past outcome data, including stratification on covariates and adaptive designs. For estimating the average treatment effect of a binary treatment, our results show that no…