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Characterizing Signalling: Connections between Causal Inference and Space-time Geometry

刻画信号传递:因果推断与时空几何的联系

Causality is pivotal to our understanding of the world, presenting itself in different forms: information-theoretic and relativistic, the former linked to the flow of information, the latter to the structure of space-time. Leveraging a framework introduced in PRA, 106, 032204 (2022), which formally connects these two notions in general physical theories, we study their interplay. Here, information-theoretic causality is defined through a causal modelling approach. First, we…

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Assessing imbalance in signed brain networks

评估带符号脑网络的不平衡性

Many complex systems - be they financial, natural, or social - are composed of units - such as stocks, neurons, or agents - whose joint activity can be represented as a multivariate time series. An issue of both practical and theoretical importance concerns the possibility of inferring the presence of a static relationship between any two units solely from their dynamic behaviour. The present contribution aims at tackling such an issue within the framework of traditional…

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Statistical Inference in Large Multi-way Networks

大型多维网络中的统计推断

We propose the Polyads estimator, a new method to estimate structural parameters in weighted multi-way networks while controlling for rich, arbitrary structures of fixed effects. The method is based on a series of classification tasks and is agnostic to both the number and structure of fixed effects. Unlike full maximum likelihood, our estimator does not suffer from the incidental parameter problem: it is consistent and satisfies a Central Limit Theorem with no asymptotic…

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Aggregation Bias in Proxy Measurement: Nighttime Lights and Local Economic Activity

代理测量中的聚合偏差:夜间灯光与地方经济活动

This paper studies when high-resolution signals aggregated to administrative units can recover unobserved local economic activity. We develop a reverse-regression framework for signals generated by activity but used to predict it at coarser spatial supports. The main theorem decomposes predictive elasticity into elementary elasticity, reverse-regression attenuation, and a spatial aggregation term driven by unit size and within-unit dispersion, showing aggregation pulls…

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Partially Observed Structural Causal Models

部分可观测的结构因果模型

Here we introduce Partially Observed Structural Causal Models (POSCMs) as an extension of structural causal models (SCMs) to settings where upstream contexts co-determine both the interaction structure and downstream mechanisms on observed variables. POSCMs thus provide a self-contained causal modeling framework for endogenous graphs, allowing for an intervention hierarchy spanning node- and edge-level contexts and endogenous variable interventions. To define edge…

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Estimation and Inference for Latent Dual Networks Using High-Dimensional IV Screening

利用高维工具变量筛选估计潜在双重网络并开展推断

We develop a novel methodology for estimation and inference in high-dimensional panel network models with latent dual structures. The framework allows outcomes to be affected simultaneously by positive and negative interaction channels, accommodating settings in which some interactions reinforce outcomes while others generate competition and displacement effects. The proposed method identifies and estimates the network directly from the structural model using observed data…

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Experimental Designs for Multi-Item Multi-Period Inventory Control

多商品多期库存控制的实验设计

Randomized experiments, or A/B testing, are the gold standard for evaluating interventions, yet they remain underutilized in inventory management. This study addresses this gap by analyzing A/B testing strategies in multi-item, multi-period inventory systems with lost sales and capacity constraints. We examine two canonical experimental designs--switchback experiments and item-level randomization--and show that both suffer from systematic bias due to interference: temporal…

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Regularized Estimation of Spatial Patterns

空间模式的正则化估计

Global warming and the El Niño phenomenon cause various climate changes and anomalies worldwide. Recently, extreme weather events such as heatwaves, droughts, and floods have become increasingly frequent. Researchers have studied atmospheric dynamics to reduce potential damage and increase safety. Statistical methods such as principal component analysis and maximum covariance analysis have been widely used to analyze spatial patterns of atmospheric variables. However, when…

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Higher-order Spillover Effects Under Partial Interference

部分干扰下的高阶溢出效应

Interference, under which a unit's outcome is affected by the treatment of other units through network connections, is often present when units interact on a network. When the network of interactions is measured, researchers are often interested in the spillover effect from first-order neighbors. When this is the case, the prevailing approach often involves the neighborhood interference assumption, which is oftentimes overly restrictive. In this paper, we instead rely on a…

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Diagrams-to-Dynamics (D2D): Exploring Causal Loop Diagram Leverage Points under Uncertainty

从图到动态:在不确定性下探索因果回路图的干预点

Background: Causal loop diagrams (CLDs) are widely used in health and environmental research to represent hypothesized causal structures underlying complex problems. However, as qualitative and static representations, CLDs are limited in their ability to support dynamic analysis and inform intervention strategies. We propose Diagrams-to-Dynamics (D2D), a method for converting CLDs into exploratory system dynamics models in the absence of empirical data. With minimal user…

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Estimating Dyadic Treatment Effects with Unknown Confounders

存在未知混杂因素时的二元关系处理效应估计

This paper proposes estimation and inference methods for assessing treatment effects with dyadic data. Under the assumption that the treatments follow an exchangeable distribution, our approach allows for the presence of any unobserved confounding factors that potentially cause endogeneity of treatment choice without requiring additional information other than the treatments and outcomes. Building on the literature of graphon estimation in network data analysis, we propose a…

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Causal Estimation of Share-Induced Engagement with Flywheel Effects

具有飞轮效应的分享诱导参与度因果估计

Sustainable user growth in online platforms depends not only on acquiring new users but also on reactivating and engaging existing ones through social sharing features. A well-designed sharing feature can trigger a self-reinforcing ``flywheel effect'': reactivated users become potential sharers whose engagement propagates through the network over multiple rounds, amplifying total engagement. Measuring the causal impact of such sharing features is challenging, as their…

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Detecting changes in the mean of spatial random fields on a regular grid

规则网格上空间随机场均值变化的检测

We propose statistical procedures for detecting changes in the mean of spatial random fields observed on regular grids. The proposed framework provides a general approach to change detection in spatial processes. Extending a block-based method originally developed for time series, we introduce two test statistics, one based on Gini's mean difference and a novel variance-based variant. Under mild moment conditions, we derive asymptotic normality of the variance-based…

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Coupling Designs for Randomized Experiments with Complex Treatments

复杂处理空间随机实验的耦合设计

We describe a new family of experimental designs that extends the principle of stratified randomization to settings with continuous, constrained multivariate, and other irregular treatment spaces. Our approach is to first match units into homogeneous groups, then use Monte Carlo couplings to assign within-group treatments to be highly dispersed over the treatment space. We show that ensuring similar units receive dissimilar treatments improves estimation efficiency. The…

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Semiparametric Bayesian structure learning of nonparanormal directed acyclic graphs with local--global shrinkage

采用局部—全局收缩的非正态变换有向无环图半参数贝叶斯结构学习

Bayesian structure learning of directed acyclic graphs (DAGs) is central to high-dimensional causal discovery, yet existing methods mostly assume multivariate Gaussian data, which is routinely violated by measurements displaying heavy tails, skewness, or bounded support. We address this by introducing NPN-DAG-HS, a fully Bayesian semiparametric DAG model coupling the nonparanormal family with horseshoe shrinkage on Cholesky off-diagonals via an extended-rank likelihood. This…

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Scalable Bayesian structure learning of directed acyclic graphs via Laplace approximation, with an application to breast cancer gene expression networks

通过拉普拉斯近似实现可扩展的贝叶斯有向无环图结构学习及乳腺癌应用

Structure learning of directed acyclic graphs (DAGs) from observational data is a foundational task in causal discovery and is widely used to infer regulatory networks from medical and genomic measurements. The Bayesian formulation quantifies model uncertainty and admits prior biological knowledge, but its practical use has been hampered by the super-exponential growth of the DAG space and by the intractability of the node-marginal likelihood under flexible, non-conjugate…

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Deep Gaussian Processes on Directed Acyclic Graphs

有向无环图上的深度高斯过程

Many real-world processes can be represented as compositions of functions along a directed acyclic graph (DAG). In causal modelling, these correspond to the underlying mechanisms; in engineering, to multiple fidelity levels; and in gene-regulatory networks, to transcription factors. These functions are partially observed across the DAG, with noisy and heterogeneously sampled measurements, posing significant challenges for reconstruction, uncertainty propagation, and…

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Media Measurement and the Assisted Own Goal: Attribution, Marketing-Mix Models, and Individual-Level Incrementality

媒体效果衡量与“助攻乌龙”:归因、营销组合模型及个体增量效应

We use the assisted own goal hypothesis as a lens into media measurement. A demand-generating (upper-funnel) advertising platform such as a short-video social network can cause an incremental purchase, yet see that purchase booked on -- and credited to -- a downstream trusted marketplace, because consumers who discover a product on the platform complete the transaction elsewhere, for example because of distrust of the generating platform as a psychological mechanism. Under…

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Was Stalin Necessary? Counterfactual Evidence on Soviet Growth

斯大林是否必要?苏联经济增长的反事实证据

This article evaluates whether the exceptionally rapid growth of the Russian and Soviet economy after 1928 requires a specifically Stalinist explanation. The analysis treats this historical question as a sequence of increasingly demanding counterfactual comparisons rather than a binary comparison between observed growth and a single alternative. Long run output series from the Global Macro Database and the Maddison Project are combined with synthetic control, augmented…

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Inference of large scale relational state processes

大规模关系状态过程的推断

Relational states refer to concepts such as friendship or collaboration, in which a relationship persists over a certain amount of time. Study of relational states often involves figuring out what factors contribute to the creation or dissolution of these relationships. However, most methods available now restrict their attention to binary states, i.e., ties that are either present or absent, even though many real-world systems evolve through multiple relational states…

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Causal Perspectives on Network Meta-Analysis

网络元分析的因果视角

Pairwise and network meta-analyses occupy the highest tier of evidence-based medicine and routinely inform clinical guidelines and healthcare decision-making. Current approaches typically aggregate study-level treatment effects to obtain an overall estimate. We argue that the causal estimand should come first, with the aggregation derived only afterwards: the target population and the relevant sources of between-study heterogeneity should be explicitly defined before…

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Bayesian DAG Structure Learning with Simultaneous Shrinkage Covariance Estimation under Scale-Mixture Error Distributions in the Proportional High-Dimensional Regime

比例高维下尺度混合误差的贝叶斯DAG结构学习与收缩协方差估计

We propose a unified Bayesian framework namely robust DAG-Cholesky horseshoe (R-DACH) for joint directed acyclic graph (DAG) structure learning and precision matrix estimation in the high-dimensional proportional asymptotic regime $p/n \to c \in (0,\infty)$, under the scale mixture of normal errors. The construction places a global-local horseshoe-type prior directly on the strictly lower-triangular entries of the modified Cholesky factor of the DAG-Markov precision matrix,…

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Where Does Ethereum Validators' Money Go? A Spectral Analysis

以太坊验证者的资金流向何处?一项谱分析

Existing decentralization measures are almost entirely origination-side, quantifying concentration in who mines or validates blocks. We introduce a spectral methodology measuring concentration on the destination side instead: where value ultimately flows once it leaves a validator wallet. Modeling wallet-to-wallet transfers as a Markov chain, we compute near-real-time steady-state probabilities via the Perron--Frobenius theorem to identify long-run terminal recipients.…

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Embracing Spillover: Spatial Effects in Experiments

正视溢出:实验中的空间效应

Interventions delivered in space generate effects that spill over between experimental units. We develop a framework for spatial experiments in which causal estimands, inclduing direct, indirect, total, and dose--response effects, are linear functionals of a spillover kernel. Under cluster randomisation with a fixed exposure set size, the data identify the shape of the kernel but not its level: the level is aliased with the intercept and direct effect, at any sample size and…

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