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聚类网络干扰下的个体化政策评估与学习AI 解读

Although there is now a large literature on policy evaluation and learning, much of the prior work assumes that the treatment assignment of one unit does not affect the outcome of another unit. Unfortunately, ignoring interference can lead to biased policy evaluation and ineffective learned policies. For example, treating influential individuals who have many friends can generate positive spillover effects, thereby improving the overall performance of an individualized…

结合极端天气协变量与时空条件 Copula 的作物产量概率预测AI 解读

We introduce a novel forecasting model for crop yields that explicitly accounts for spatio-temporal dependence and the influence of extreme weather and climatic events. Our approach combines Bayesian Structural Time Series for modeling marginal crop yields, ensuring a more robust quantification of uncertainty given the typically short historical records. To capture dynamic dependencies between regions, we develop a time-varying conditional copula model, where the copula…

因果推断中多类处理效应的统一估计方法AI 解读

In this paper, we introduce a unified estimator to analyze various treatment effects in causal inference, including but not limited to the average treatment effect (ATE) and the quantile treatment effect (QTE). The proposed estimator is developed under the statistical functional and cumulative distribution function structure, which leads to a flexible and robust estimator and covers some frequent treatment effects. In addition, our approach also takes variable selection into…

竞争性参与者下的政策学习AI 解读

Decision makers often aim to learn a treatment assignment policy under a capacity constraint on the number of agents that they can treat. When agents can respond strategically to such policies, competition arises, complicating estimation of the optimal policy. In this paper, we study capacity-constrained treatment assignment in the presence of such interference. We consider a dynamic model where the decision maker allocates treatments at each time step and heterogeneous…

多层网络回归中的特征向量中心性与社区结构AI 解读

In the analysis of complex networks, centrality measures and community structures play pivotal roles. For multilayer networks, a critical challenge lies in effectively integrating information across diverse layers while accounting for the dependence structures both within and between layers. We propose an innovative two-stage regression model for multilayer networks, combining eigenvector centrality and network community structure within fourth-order tensor-like multilayer…

局部干扰：半参数因果模型中干扰偏差的消除AI 解读

Interference bias is a major impediment to identifying causal effects in real-world settings. For example, vaccination reduces the transmission of a virus in a population such that everyone benefits -- even those who are not treated. This is a source of bias that must be accounted for if one wants to learn the true effect of a vaccine on an individual's immune system. Previous approaches addressing interference bias require strong domain knowledge in the form of a graphical…

嵌入网络自回归：时间序列分析与因果同伴效应推断AI 解读

We propose an Embedding Network Autoregressive Model for multivariate networked longitudinal data. We assume the network is generated from a latent variable model, and these unobserved variables are included in a structural peer effect model or a time series network autoregressive model as additive effects. This approach takes a unified view of two related yet fundamentally different problems: (1) modeling and predicting multivariate networked time series data and (2) causal…

网络干扰下因果推断的局部方法AI 解读

We propose a new nonparametric modeling framework for causal inference when outcomes depend on how agents are linked in a social or economic network. Such network interference describes a large literature on treatment spillovers, social interactions, social learning, information diffusion, disease and financial contagion, social capital formation, and more. Our approach works by first characterizing how an agent is linked in the network using the configuration of other…

空间数据分析AI 解读

This handbook chapter provides an essential introduction to the field of spatial econometrics, offering a comprehensive overview of techniques and methodologies for analysing spatial data in the social sciences. Spatial econometrics addresses the unique challenges posed by spatially dependent observations, where spatial relationships among data points can be of substantive interest or can significantly impact statistical analyses. The chapter begins by exploring the…

fabisearch：高维多元时间序列网络结构变点检测与可视化 R 包AI 解读

Change point detection is a commonly used technique in time series analysis, capturing the dynamic nature in which many real-world processes function. With the ever increasing troves of multivariate high-dimensional time series data, especially in neuroimaging and finance, there is a clear need for scalable and data-driven change point detection methods. Currently, change point detection methods for multivariate high-dimensional data are scarce, with even less available in…

面向具有空间或协变量依赖文档的图主题建模AI 解读

We address the challenge of incorporating document-level metadata into topic modeling to improve topic mixture estimation. To overcome the computational complexity and lack of theoretical guarantees in existing Bayesian methods, we extend probabilistic latent semantic indexing (pLSI), a frequentist framework for topic modeling, by incorporating document-level covariates or known similarities between documents through a graph formalism. Modeling documents as nodes and edges…

欧洲温室气体排放的时空聚类：空间成分的作用AI 解读

In this study, we propose a novel application of spatiotemporal clustering in the environmental sciences, with a particular focus on regionalised time series of greenhouse gases (GHGs) emissions from a range of economic sectors. Utilising a hierarchical spatiotemporal clustering methodology, we analyse yearly time series of emissions by gases and sectors from 1990 to 2022 for European regions at the NUTS-2 level. While the clustering algorithm inherently incorporates spatial…

纵向网络的广义网络自回归建模及美国总统选举应用AI 解读

Longitudinal networks are becoming increasingly relevant in the study of dynamic processes characterised by known or inferred community structure. Generalised Network Autoregressive (GNAR) models provide a parsimonious framework for exploiting the underlying network and multivariate time series. We introduce the community-$α$ GNAR model with interactions that exploits prior knowledge or exogenous variables for analysing interactions within and between communities, and can…

面向具有网络效应的离散选择设计图卷积神经网络AI 解读

We introduce a novel model architecture that incorporates network effects into discrete choice problems, achieving higher predictive performance than standard discrete choice models while offering greater interpretability than general-purpose flexible model classes. Econometric discrete choice models aid in studying individual decision-making, where agents select the option with the highest reward from a discrete set of alternatives. Intuitively, the utility an individual…

用双重差分评估政策效应异质性驱动因素的因果框架AI 解读

Policymakers and researchers often seek to understand how a policy differentially affects a population and the pathways driving this heterogeneity. For example, when studying an excise tax on sweetened beverages, researchers might assess the roles of cross-border shopping, economic competition, and store-level price changes on beverage sales trends. However, traditional policy evaluation tools, like the difference-in-differences (DiD) approach, primarily target average…

自洽方程引导的神经网络用于删失时间事件数据AI 解读

In survival analysis, estimating the conditional survival function given predictors is often of interest. There is a growing trend in the development of deep learning methods for analyzing censored time-to-event data, especially when dealing with high-dimensional predictors that are complexly interrelated. Many existing deep learning approaches for estimating the conditional survival functions extend the Cox regression models by replacing the linear function of predictor…

未来电力系统的发电与平衡容量：贝叶斯网络情景分析AI 解读

This paper examines the evolution of the Finnish electric energy system up to 2035, focusing on the likelihood of different development paths. The primary contribution of this paper is the development of an extensive Bayesian Network, designed to model and analyse the evolution of power generation capacity mix, assess the likelihood of different grid management scenarios, and understand the causal relationships underlying these scenarios. A target optimisation was carried…

结构因果模型的极端行为AI 解读

The behavior of extreme observations is well-understood for time series or spatial data, but little is known if the data generating process is a structural causal model (SCM). We study the behavior of extremes in this model class, both for the observational distribution and under extremal interventions. We show that under suitable regularity conditions on the structure functions, the extremal behavior is described by a multivariate Pareto distribution, which can be…

基于Stein型收缩的联合图模型估计用于scRNAseq快速大规模网络推断AI 解读

Graphical modeling is a widely used tool for analyzing conditional dependencies between variables and traditional methods may struggle to capture shared and distinct structures in multi-group or multi-condition settings. Joint graphical modeling (JGM) extends this framework by simultaneously estimating network structures across multiple related datasets, allowing for a deeper understanding of commonalities and differences. This capability is particularly valuable in fields…

依赖数据下高维矩约束的经验似然方法AI 解读

Economic and financial models -- such as vector autoregressions, local projections, and multivariate volatility models -- feature complex dynamic interactions and spillovers across many time series. These models can be integrated into a unified framework, with high-dimensional parameters identified by moment conditions. As the number of parameters and moment conditions may surpass the sample size, we propose adding a double penalty to the empirical likelihood criterion to…

通过主成分网络回归估计网络中介因果效应AI 解读

We develop a method to decompose causal effects on a social network into an indirect effect mediated by the network, and a direct effect independent of the social network. To handle the complexity of network structures, we assume that latent social groups act as causal mediators. We develop principal components network regression models to differentiate the social effect from the non-social effect. Fitting the regression models is as simple as principal components analysis…

差分网络估计方法的实证比较AI 解读

We provide a review and a comparison of methods for differential network estimation in Gaussian graphical models with focus on structure learning. We consider the case of two datasets from distributions associated with two graphical models. In our simulations, we use five different methods to estimate differential networks. We vary graph structure and sparsity to explore their influence on performance in terms of power and false discovery rate. We demonstrate empirically…

通过重抽样与模型聚合稀疏估计广义向量自回归的参数支撑集AI 解读

The central problem we address in this work is estimation of the parameter support set S, the set of indices corresponding to nonzero parameters, in the context of a sparse parametric likelihood model for discrete multivariate time series. We develop an algorithm that performs the estimation by aggregating support sets obtained by applying the LASSO to data subsamples. Our approach is to identify several candidate models and estimate S by selecting common parameters, thus…

稳健稀疏精度矩阵估计及其应用AI 解读

We address the problem of robust sparse estimation of the precision matrix for heavy-tailed distributions in high-dimensional settings. In such high-dimensional contexts, we observe that the covariance matrix can be approximated by a spatial-sign covariance matrix, scaled by a constant. Based on this insight, we introduce two new procedures, the Spatial-Sign Constrained $l_1$ Inverse Matrix Estimation (SCLIME) and the Spatial-sign Graphic LASSO Estimation (SGLASSO), to…