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最节能路径问题的载重渐近分析与动态速度优化AI 解读

We study the effect of using high-resolution elevation data on the selection of the most fuel-efficient(greenest) path for different trucks in various urban environments.We adapt a variant of the Comprehensive Modal Emission Model(CMEM) to show that the optimal speed and the greenest path are slope dependent (dynamic).When there are no elevation changes in a road network, the most fuel-efficient path is the shortest path with a constant (static) optimal speed…

多元相位概率分布的图模型与高效推断方法AI 解读

Multivariate phase relationships are important to characterize and understand numerous physical, biological, and chemical systems, from electromagnetic waves to neural oscillations. These systems exhibit complex spatiotemporal dynamics and intricate interdependencies among their constituent elements. While classical models of multivariate phase relationships, such as the wave equation and Kuramoto model, give theoretical models to describe phenomena, the development of…

因果知识的相对性AI 解读

Recent advances in artificial intelligence reveal the limits of purely predictive systems and call for a shift toward causal and collaborative reasoning. Drawing inspiration from the revolution of Grothendieck in mathematics, we introduce the relativity of causal knowledge, which posits structural causal models (SCMs) are inherently imperfect, subjective representations embedded within networks of relationships. By leveraging category theory, we arrange SCMs into a functor…

网络引导惩罚回归及其在蛋白质组学数据中的应用AI 解读

Network theory has proven invaluable in unraveling complex protein interactions. Previous studies have employed statistical methods rooted in network theory, including the Gaussian graphical model, to infer networks among proteins, identifying hub proteins based on key structural properties of networks such as degree centrality. However, there has been limited research examining a prognostic role of hub proteins on outcomes, while adjusting for clinical covariates in the…

稀疏空间聚集数据的自适应分块变点检测及遥感应用AI 解读

We present a non-parametric change-point detection approach to detect potentially sparse changes in a time series of high-dimensional observations or non-Euclidean data objects. We target a change in distribution that occurs in a small, unknown subset of dimensions, where these dimensions may be correlated. Our work is motivated by a remote sensing application, where changes occur in small, spatially clustered regions over time. An adaptive block-based change-point detection…

高维协方差回归及其在共表达QTL检测中的应用AI 解读

While covariance matrices have been widely studied in many scientific fields, relatively limited progress has been made on estimating conditional covariances that permits a large covariance matrix to vary with high-dimensional subject-level covariates. In this paper, we present a new sparse covariance regression framework that models the covariance matrix as a function of subject-level covariates. In the context of co-expression quantitative trait locus (QTL) studies, our…

结果缺失下的设计型因果推断：缺失机制、插补随机化检验与协变量调整AI 解读

Design-based causal inference, also known as randomization-based or finite-population causal inference, is one of the most widely used causal inference frameworks, largely due to the merit that its validity can be guaranteed by study design (e.g., randomized experiments) and does not require assuming specific outcome-generating distributions or super-population models. Despite its advantages, design-based causal inference can still suffer from other issues, among which…

复杂实验的基于设计估计理论AI 解读

This paper considers the estimation of treatment effects in randomized experiments with complex experimental designs, including cases with interference between units. We develop a design-based estimation theory for arbitrary experimental designs. Our theory facilitates the analysis of many design-estimator pairs that researchers commonly employ in practice and provide procedures to consistently estimate asymptotic variance bounds. We propose new classes of estimators with…

基于混合测度树状图的高斯门控高斯专家混合模型选择AI 解读

Mixture of Experts (MoE) models constitute a widely utilized class of ensemble learning approaches in statistics and machine learning, known for their flexibility and computational efficiency. They have become integral components in numerous state-of-the-art deep neural network architectures, particularly for analyzing heterogeneous data across diverse domains. Despite their practical success, the theoretical understanding of model selection, especially concerning the…

具有灵活上尾的修正对数正态分布随机过程AI 解读

Asymmetric, non-Gaussian probability distributions are often observed in the analysis of natural and engineering datasets. The lognormal distribution is a standard model for data with skewed frequency histograms and fat tails. However, the lognormal law severely restricts the asymptotic dependence of the probability density and the hazard function for high values. Herein we present a family of three-parameter non-Gaussian probability density functions that are based on…

定量贸易与空间模型的新贝叶斯自助法AI 解读

Economists use quantitative trade and spatial models to make counterfactual predictions. Because such predictions often inform policy decisions, it is important to communicate the uncertainty surrounding them. Three key challenges arise in this setting: the data are dyadic and exhibit complex dependence; the number of interacting units is typically small; and counterfactual predictions depend on the data in two distinct ways-through the estimation of structural parameters…

向量值变量的因果发现与一致性引导的聚合AI 解读

Causal discovery (CD) aims to discover the causal graph underlying the data generation mechanism of observed variables. In many real-world applications, the observed variables are vector-valued, such as in climate science where variables are defined over a spatial grid and the task is called spatio-temporal causal discovery. We motivate CD in vector-valued variable setting while considering different possibilities for the underlying model, and highlight the pitfalls of…

深度Fréchet回归AI 解读

Advancements in modern science have led to the increasing availability of non-Euclidean data in metric spaces. This paper addresses the challenge of modeling relationships between non-Euclidean responses and multivariate Euclidean predictors. We propose a flexible regression model capable of handling high-dimensional predictors without imposing parametric assumptions. Two primary challenges are addressed: the curse of dimensionality in nonparametric regression and the…

自由间断回归：互联网关闭经济影响的应用AI 解读

Sharp, multidimensional changepoints-abrupt shifts in a regression surface whose locations and magnitudes are unknown-arise in settings as varied as gene-expression profiling, financial covariance breaks, climate-regime detection, and urban socioeconomic mapping. Despite their prevalence, there are no current approaches that jointly estimate the location and size of the discontinuity set in a one-shot approach with statistical guarantees. We therefore introduce Free…

利用基于聚类的老虎机算法估计网络因果效应AI 解读

The gold standard for estimating causal effects is randomized controlled trial (RCT) or A/B testing where a random group of individuals from a population of interest are given treatment and the outcome is compared to a random group of individuals from the same population. However, A/B testing is challenging in the presence of interference, commonly occurring in social networks, where individuals can impact each others outcome. Moreover, A/B testing can incur a high…

特异波动率的横截面依赖AI 解读

This paper introduces an econometric framework for analyzing cross-sectional dependence in the idiosyncratic volatilities of assets using high frequency data. We first consider the estimation of standard measures of dependence in the idiosyncratic volatilities such as covariances and correlations. Naive estimators of these measures are biased due to the use of the error-laden estimates of idiosyncratic volatilities. We provide bias-corrected estimators and the relevant…

非凸正则化统计模型参数估计的图形化全局优化框架AI 解读

Optimization problems with norm-bounding constraints arise in a variety of applications, including portfolio optimization, machine learning, and feature selection. A common approach to these problems involves relaxing the norm constraint via Lagrangian relaxation, transforming it into a regularization term in the objective function. A particularly challenging class includes the zero-norm function, which promotes sparsity in statistical parameter estimation. Most existing…

基于吸引子的共同演化随机点积图模型AI 解读

We introduce the attractor-based coevolving dot product random graph model (ABCDPRGM) to analyze time-series network data manifesting polarizing or flocking behavior. Graphs are generated based on latent positions under the random dot product graph regime. We assign group membership to each node. When evolving through time, the latent position of each node will change based on its current position and two attractors, which are defined to be the centers of the latent…

贝叶斯 Black-Litterman 模型中的潜变量估计AI 解读

We revisit the Bayesian Black-Litterman (BL) portfolio model and remove its reliance on subjective investor views. Classical BL requires an investor "view": a forecast vector $q$ and its uncertainty matrix $Ω$ that describe how much a chosen portfolio should outperform the market. Our key idea is to treat $(q,Ω)$ as latent variables and learn them from market data within a single Bayesian network. Consequently, the resulting posterior estimation admits closed-form…

高维时间序列网络中的 Granger 因果关系AI 解读

A novel approach is developed for discovering directed connectivity between specified pairs of nodes in a high-dimensional network (HDN) of brain signals. To accurately identify causal connectivity for such specified objectives, it is necessary to properly address the influence of all other nodes within the network. The proposed procedure herein starts with the estimation of a low-dimensional representation of the other nodes in the network utilizing (frequency-domain-based)…

使用机器学习回归模型预测失业动态AI 解读

In this paper, I explored how a range of regression and machine learning techniques can be applied to monthly U.S. unemployment data to produce timely forecasts. I compared seven models: Linear Regression, SGDRegressor, Random Forest, XGBoost, CatBoost, Support Vector Regression, and an LSTM network, training each on a historical span of data and then evaluating on a later hold-out period. Input features include macro indicators (GDP growth, CPI), labor market measures (job…

内生群组中的社会互动AI 解读

This paper investigates social interactions in endogenous groups. We specify a two-sided many-to-one matching model, where individuals select groups based on preferences, while groups admit individuals based on qualifications until reaching capacities. Endogenous formation of groups leads to selection bias in peer effect estimation, which is complicated by equilibrium effects and alternative groups. We propose novel methods to simplify selection bias and develop a sieve OLS…

使用混合模型预测金融市场黄金价格AI 解读

Predicting the price that has the least error and can provide the best and highest accuracy has been one of the most challenging issues and one of the most critical concerns among capital market activists and researchers. Therefore, a model that can solve problems and provide results with high accuracy is one of the topics of interest among researchers. In this project, using time series prediction models such as ARIMA to estimate the price, variables, and indicators related…

随机权重矩阵与回归变量下空间自回归模型的拟得分匹配估计AI 解读

With the rapid advancements in technology for data collection, the application of the spatial autoregressive (SAR) model has become increasingly prevalent in real-world analysis, particularly when dealing with large datasets. However, the commonly used quasi-maximum likelihood estimation (QMLE) for the SAR model is not computationally scalable to handle the data with a large size. In addition, when establishing the asymptotic properties of the parameter estimators of the SAR…