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SPORTSCausal：存在溢出效应的时间序列因果推断AI 解读

Randomized controlled trials (RCTs) have long been the gold standard for causal inference across various fields, including business analysis, economic studies, sociology, clinical research, and network learning. The primary advantage of RCTs over observational studies lies in their ability to significantly reduce noise from individual variance. However, RCTs depend on strong assumptions, such as group independence, time independence, and group randomness, which are not…

全基因组关联研究中的空间 Knockoff 贝叶斯变量选择AI 解读

High-dimensional variable selection has emerged as one of the prevailing statistical challenges in the big data revolution. Many variable selection methods have been adapted for identifying single nucleotide polymorphisms (SNPs) linked to phenotypic variation in genome-wide association studies. We develop a Bayesian variable selection regression model for identifying SNPs linked to phenotypic variation. We modify our Bayesian variable selection regression models to control…

利用可解释频域特征分类高维时间序列AI 解读

Interpretable classification of time series presents significant challenges in high dimensions. Traditional feature selection methods in the frequency domain often assume sparsity in spectral density matrices (SDMs) or their inverses, which can be restrictive for real-world applications. In this article, we propose a model-based approach for classifying high-dimensional stationary time series by assuming sparsity in the difference between inverse SDMs. Our approach…

不可观测混杂因素下的动力系统因果关系AI 解读

Causality inference is prone to spurious causal interactions, due to the substantial confounders in a complex system. While many existing methods based on the statistical methods or dynamical methods attempt to address misidentification challenges, there remains a notable lack of effective methods to infer causality, in particular in the presence of invisible/unobservable confounders. As a result, accurately inferring causation with invisible confounders remains a largely…

多维交叉索引数据的经验似然AI 解读

This paper develops a general methodology to conduct statistical inference for observations indexed by multiple sets of entities. We propose a novel multiway empirical likelihood statistic that converges to a chi-square distribution under the non-degenerate case, where corresponding Hoeffding type decomposition is dominated by linear terms. Our methodology is related to the notion of jackknife empirical likelihood but the leave-out pseudo values are constructed by leaving…

缺乏可观测特征的成对连边形成模型中个体系数的半参数估计AI 解读

Dyadic network formation models have wide applicability in economic research, yet are difficult to estimate in the presence of individual specific effects and in the absence of distributional assumptions regarding the model noise component. The availability of (continuously distributed) individual or link characteristics generally facilitates estimation. Yet, while data on social networks has recently become more abundant, the characteristics of the entities involved in the…

混合移动平均场引导的时空数据学习AI 解读

Influenced mixed moving average fields are a versatile modeling class for spatio-temporal data. However, their predictive distribution is not generally known. Under this modeling assumption, we define a novel spatio-temporal embedding and a theory-guided machine learning approach that employs a generalized Bayesian algorithm to make ensemble forecasts. We use Lipschitz predictors and determine fixed-time and any-time PAC Bayesian bounds in the batch learning setting.…

随机干预下广义网络实验的基于设计推断AI 解读

A growing number of researchers are conducting randomized experiments to analyze causal relationships in network settings where units influence one another. A dominant methodology for analyzing these experiments is design-based, leveraging random treatment assignments as the basis for inference. In this paper, we generalize this design-based approach to accommodate complex experiments with a variety of causal estimands and different target populations. An important special…

利用平均场方法估计网络干扰下的因果效应AI 解读

We study causal effect estimation from observational data under interference. The interference pattern is captured by an observed network. We adopt the chain graph framework of Tchetgen Tchetgen et. al. (2021), which allows (i) interaction among the outcomes of distinct study units connected along the graph and (ii) long range interference, whereby the outcome of an unit may depend on the treatments assigned to distant units connected along the interference network. For…

因果推断中的结构方程模型与贝叶斯网络整合：积极青少年发展案例AI 解读

In this study, the combined use of structural equation modeling (SEM) and Bayesian network modeling (BNM) in causal inference analysis is revisited. The perspective highlights the debate between proponents of using BNM as either an exploratory phase or even as the sole phase in the definition of structural models, and those advocating for SEM as the superior alternative for exploratory analysis. The individual strengths and limitations of SEM and BNM are recognized, but this…

群组整合动态因子模型及其多受试者脑连接应用AI 解读

This work introduces a novel framework for dynamic factor model-based group-level analysis of multiple subjects time series data, called GRoup Integrative DYnamic factor (GRIDY) models. The framework identifies and characterizes inter-subject similarities and differences between two pre-determined groups by considering a combination of group spatial information and individual temporal dynamics. Furthermore, it enables the identification of intra-subject similarities and…

利用随机分块网络对 VAR 精度矩阵进行贝叶斯建模AI 解读

Commonly used priors for Vector Autoregressions (VARs) induce shrinkage on the autoregressive coefficients. Introducing shrinkage on the error covariance matrix is sometimes done but, in the vast majority of cases, without considering the network structure of the shocks and by placing the prior on the lower Cholesky factor of the precision matrix. In this paper, we propose a prior on the VAR error precision matrix directly. Our prior, which resembles a standard spike and…

空间聚类空间自回归模型及其在欧洲农业市场集中度中的应用AI 解读

In this paper, we present an extension of the spatially-clustered linear regression models, namely, the spatially-clustered spatial autoregression (SCSAR) model, to deal with spatial heterogeneity issues in clustering procedures. In particular, we extend classical spatial econometrics models, such as the spatial autoregressive model, the spatial error model, and the spatially-lagged model, by allowing the regression coefficients to be spatially varying according to a…

基于有效连接的癫痫发作脑层级变化拓扑分析AI 解读

Traditional Topological Data Analysis (TDA) methods, such as Persistent Homology (PH), rely on distance measures (e.g., cross-correlation, partial correlation, coherence, and partial coherence) that are symmetric by definition. While useful for studying topological patterns in functional brain connectivity, the main limitation of these methods is their inability to capture the directional dynamics - which is crucial for understanding effective brain connectivity. We propose…

函数型数据的时空因子模型及人口地图预测应用AI 解读

The proliferation of mobile devices has led to the collection of large amounts of population data. This situation has prompted the need to utilize this rich, multidimensional data in practical applications. In response to this trend, we have integrated functional data analysis (FDA) and factor analysis to address the challenge of predicting hourly population changes across various districts in Tokyo. Specifically, by assuming a Gaussian process, we avoided the large…

研发支出的即时预测：机器学习方法AI 解读

Macroeconomic data are crucial for monitoring countries' performance and driving policy. However, traditional data acquisition processes are slow, subject to delays, and performed at a low frequency. We address this 'ragged-edge' problem with a two-step framework. The first step is a supervised learning model predicting observed low-frequency figures. We propose a neural-network-based nowcasting model that exploits mixed-frequency, high-dimensional data. The second step uses…

网络时间序列中的群落建模：美国总统选举应用AI 解读

Network time series are becoming increasingly relevant in the study of dynamic processes characterised by a known or inferred underlying network structure. Generalised Network Autoregressive (GNAR) models provide a parsimonious framework for exploiting the underlying network, even in the high-dimensional setting. We extend the GNAR framework by presenting the $\textit{community}$-$α$ GNAR model that exploits prior knowledge and/or exogenous variables for identifying and…

异质性部分干扰下观测研究处理效应的半参数估计AI 解读

In many observational studies in social science and medicine, subjects or units are connected, and one unit's treatment and attributes may affect another's treatment and outcome, violating the stable unit treatment value assumption (SUTVA) and resulting in interference. To enable feasible estimation and inference, many previous works assume exchangeability of interfering units (neighbors). However, in many applications with distinctive units, interference is heterogeneous…

颠覆性指数受到引用膨胀与引用实践变化的混淆AI 解读

Measuring the rate of innovation in academia and industry is fundamental to monitoring the efficiency and competitiveness of the knowledge economy. To this end, a disruption index (CD) was recently developed and applied to publication and patent citation networks (Wu et al., Nature 2019; Park et al., Nature 2023). Here we show that CD systematically decreases over time due to secular growth in research and patent production, following two distinct mechanisms unrelated to…

含潜变量的因果推断：近期进展与未来展望AI 解读

Causality lays the foundation for the trajectory of our world. Causal inference (CI), which aims to infer intrinsic causal relations among variables of interest, has emerged as a crucial research topic. Nevertheless, the lack of observation of important variables (e.g., confounders, mediators, exogenous variables, etc.) severely compromises the reliability of CI methods. The issue may arise from the inherent difficulty in measuring the variables. Additionally, in…

传送器理论：跨世界反事实因果建模的一般图示方法AI 解读

Leveraging the development of structural causal model (SCM), researchers can establish graphical models for exploring the causal mechanisms behind machine learning techniques. As the complexity of machine learning applications rises, single-world interventionism causal analysis encounters theoretical adaptation limitations. Accordingly, cross-world counterfactual approach extends our understanding of causality beyond observed data, enabling hypothetical reasoning about…

利用部分网络数据进行干扰效应的模型推断与实验设计AI 解读

The stable unit treatment value assumption states that the outcome of an individual is not affected by the treatment statuses of others, however in many real world applications, treatments can have an effect on many others beyond the immediately treated. Interference can generically be thought of as mediated through some network structure. In many empirically relevant situations however, complete network data (required to adjust for these spillover effects) are too costly or…

合成控制模型中用于供体选择的溢出检测AI 解读

Synthetic control (SC) models are widely used to estimate causal effects in settings with observational time-series data. To identify the causal effect on a target unit, SC requires the existence of correlated units that are not impacted by the intervention. Given one of these potential donor units, how can we decide whether it is in fact a valid donor - that is, one not subject to spillover effects from the intervention? Such a decision typically requires appealing to…

调整潜在同质性以识别治疗社区中的同伴影响AI 解读

We investigate peer role model influence on successful graduation from Therapeutic Communities (TCs) for substance abuse and criminal behavior. We use data from 3 TCs that kept records of exchanges of affirmations among residents and their precise entry and exit dates, allowing us to form peer networks and define a causal effect of interest. The role model effect measures the difference in the expected outcome of a resident (ego) who can observe one of their peers graduate…