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CIMLA: Interpretable AI for inference of differential causal networks

CIMLA:用于差异因果网络推断的可解释人工智能

The discovery of causal relationships from high-dimensional data is a major open problem in bioinformatics. Machine learning and feature attribution models have shown great promise in this context but lack causal interpretation. Here, we show that a popular feature attribution model estimates a causal quantity reflecting the influence of one variable on another, under certain assumptions. We leverage this insight to implement a new tool, CIMLA, for discovering…

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Causal Semantic Communication for Digital Twins: A Generalizable Imitation Learning Approach

数字孪生的因果语义通信:可泛化的模仿学习方法

A digital twin (DT) leverages a virtual representation of the physical world, along with communication (e.g., 6G), computing (e.g., edge computing), and artificial intelligence (AI) technologies to enable many connected intelligence services. In order to handle the large amounts of network data based on digital twins (DTs), wireless systems can exploit the paradigm of semantic communication (SC) for facilitating informed decision-making under strict communication constraints…

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The Impact of Industrial Zone:Evidence from China's National High-tech Zone Policy

产业园区的影响:中国国家高新区政策的证据

Based on the statistical yearbook data and related patent data of 287 cities in China from 2000 to 2020, this study regards the policy of establishing the national high-tech zones as a quasi-natural experiment. Using this experiment, this study firstly estimated the treatment effect of the policy and checked the robustness of the estimation. Then the study examined the heterogeneity in different geographic demarcation of China and in different city level of China. After…

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Evaluating Spillover Effects in Network-Based Studies In the Presence of Missing Outcomes

结果缺失下网络研究的溢出效应评估

Estimating causal effects in the presence of spillover among individuals embedded within a social network is often challenging with missing information. The spillover effect is the effect of an intervention if a participant is not exposed to the intervention themselves but is connected to intervention recipients in the network. In network-based studies, outcomes may be missing due to the administrative end of a study or participants being lost to follow-up due to study…

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State space model multiple imputation for missing data in non-stationary multivariate time series with application in digital Psychiatry

非平稳多变量时间序列的状态空间多重填补及数字精神医学应用

Mobile technology enables unprecedented continuous monitoring of an individual's behavior, social interactions, symptoms, and other health conditions, presenting an enormous opportunity for therapeutic advancements and scientific discoveries regarding the etiology of psychiatric illness. Continuous collection of mobile data results in the generation of a new type of data: entangled multivariate time series of outcome, exposure, and covariates. Missing data is a pervasive…

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A Bayesian Analysis of Two-Stage Randomized Experiments in the Presence of Interference, Treatment Nonadherence, and Missing Outcomes

存在干扰、不依从和结果缺失的两阶段随机实验贝叶斯分析

Three critical issues for causal inference that often occur in modern, complicated experiments are interference, treatment nonadherence, and missing outcomes. A great deal of research efforts has been dedicated to developing causal inferential methodologies that address these issues separately. However, methodologies that can address these issues simultaneously are lacking. We propose a Bayesian causal inference methodology to address this gap. Our methodology extends…

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Graphical Models of Entangled Missingness

纠缠缺失的图模型

Despite the growing interest in causal and statistical inference for settings with data dependence, few methods currently exist to account for missing data in dependent data settings; most classical missing data methods in statistics and causal inference treat data units as independent and identically distributed (i.i.d.). We develop a graphical modeling based framework for causal inference in the presence of entangled missingness, defined as missingness with data…

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Network log-ARCH models for forecasting stock market volatility

用于股市波动率预测的网络 log-ARCH 模型

This paper presents a novel dynamic network autoregressive conditional heteroscedasticity (ARCH) model based on spatiotemporal ARCH models to forecast volatility in the US stock market. To improve the forecasting accuracy, the model integrates temporally lagged volatility information and information from adjacent nodes, which may instantaneously spill across the entire network. The model is also suitable for high-dimensional cases where multivariate ARCH models are typically…

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Causal inference with misspecified exposure mappings: separating definitions and assumptions

暴露映射误设下的因果推断:分离效应定义与结构假设

Exposure mappings facilitate investigations of complex causal effects when units interact in experiments. Current methods require experimenters to use the same exposure mappings both to define the effect of interest and to impose assumptions on the interference structure. However, the two roles rarely coincide in practice, and experimenters are forced to make the often questionable assumption that their exposures are correctly specified. This paper argues that the two roles…

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Policy effect evaluation under counterfactual neighborhood interventions in the presence of spillover

存在溢出时反事实邻域干预下的政策效应评估

Policy interventions can spill over to units of a population that are not directly exposed to the policy but are geographically close to the units receiving the intervention. In recent work, investigations of spillover effects on neighboring regions have focused on estimating the average treatment effect of a particular policy in an observed setting. Our research question broadens this scope by asking what policy consequences would the treated units have experienced under…

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Inference in Spatial Experiments with Interference using the SpatialEffect Package

使用 SpatialEffect 包开展存在干扰的空间实验推断

This paper presents methods for analyzing spatial experiments when complex spillovers, displacement effects, and other types of "interference" are present. We present a robust, design-based approach to analyzing effects in such settings. The design-based approach derives inferential properties for causal effect estimators from known features of the experimental design, in a manner analogous to inference in sample surveys. The methods presented here target a quantity of…

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Demystifying Causal Features on Adversarial Examples and Causal Inoculation for Robust Network by Adversarial Instrumental Variable Regression

对抗工具变量回归识别因果特征并增强网络鲁棒性

The origin of adversarial examples is still inexplicable in research fields, and it arouses arguments from various viewpoints, albeit comprehensive investigations. In this paper, we propose a way of delving into the unexpected vulnerability in adversarially trained networks from a causal perspective, namely adversarial instrumental variable (IV) regression. By deploying it, we estimate the causal relation of adversarial prediction under an unbiased environment dissociated…

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The Lauritzen-Chen Likelihood For Graphical Models

图模型的 Lauritzen–Chen 似然

Graphical models such as Markov random fields (MRFs) that are associated with undirected graphs, and Bayesian networks (BNs) that are associated with directed acyclic graphs, have proven to be a very popular approach for reasoning under uncertainty, prediction problems and causal inference. Parametric MRF likelihoods are well-studied for Gaussian and categorical data. However, in more complicated parametric and semi-parametric settings, likelihoods specified via clique…

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Frugal day-ahead forecasting of multiple local electricity loads by aggregating adaptive models

聚合自适应模型的低成本多地电力负荷日前预测

We focus on day-ahead electricity load forecasting of substations of the distribution network in France; therefore, our problem lies between the instability of a single consumption and the stability of a countrywide total demand. Moreover, we are interested in forecasting the loads of over one thousand substations; consequently, we are in the context of forecasting multiple time series. To that end, we rely on an adaptive methodology that provided excellent results at a…

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Network Cluster-Robust Inference

网络聚类稳健推断

Since network data commonly consists of observations from a single large network, researchers often partition the network into clusters in order to apply cluster-robust inference methods. Existing such methods require clusters to be asymptotically independent. Under mild conditions, we prove that, for this requirement to hold for network-dependent data, it is necessary and sufficient that clusters have low conductance, the ratio of edge boundary size to volume. This yields a…

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Time-varying correlation network analysis of non-stationary multivariate time series with complex trends

具有复杂趋势的非平稳多元时间序列时变相关网络分析

This paper proposes a flexible framework for inferring large-scale time-varying and time-lagged correlation networks from multivariate or high-dimensional non-stationary time series with piecewise smooth trends. Built on a novel and unified multiple-testing procedure of time-lagged cross-correlation functions with a fixed or diverging number of lags, our method can accurately disclose flexible time-varying network structures associated with complex functional structures at…

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Model-Based Regression Adjustment with Model-Free Covariates for Network Interference

网络干扰下使用不依赖模型的协变量进行回归调整

When estimating a Global Average Treatment Effect (GATE) under network interference, units can have widely different relationships to the treatment depending on a combination of the structure of their network neighborhood, the structure of the interference mechanism, and how the treatment was distributed in their neighborhood. In this work, we introduce a sequential procedure to generate and select graph- and treatment-based covariates for GATE estimation under regression…

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Changepoint detection on a graph of time series

时间序列图上的变点检测

When analysing multiple time series that may be subject to changepoints, it is sometimes possible to specify a priori, by means of a graph, which pairs of time series are likely to be impacted by simultaneous changepoints. This article proposes an informative prior for changepoints which encodes the information contained in the graph, inducing a changepoint model for multiple time series that borrows strength across clusters of connected time series to detect weak signals…

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Distribution estimation and change-point estimation for time series via DNN-based GANs

基于深度神经网络 GAN 的时间序列分布估计与变点估计

The generative adversarial networks (GANs) have recently been applied to estimating the distribution of independent and identically distributed data, and have attracted a lot of research attention. In this paper, we use the blocking technique to demonstrate the effectiveness of GANs for estimating the distribution of stationary time series. Theoretically, we derive a non-asymptotic error bound for the Deep Neural Network (DNN)-based GANs estimator for the stationary…

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Network Autoregression for Incomplete Matrix-Valued Time Series

不完整矩阵值时间序列的网络自回归

We study the dynamics of matrix-valued time series with observed network structures by proposing a matrix network autoregression model with row and column networks of the subjects. We incorporate covariate information and a low rank intercept matrix. We allow incomplete observations in the matrices and the missing mechanism can be covariate dependent. To estimate the model, a two-step estimation procedure is proposed. The first step aims to estimate the network…

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Estimating Time-Varying Networks for High-Dimensional Time Series

高维时间序列的时变网络估计

We explore time-varying networks for high-dimensional locally stationary time series, using the large VAR model framework with both the transition and (error) precision matrices evolving smoothly over time. Two types of time-varying graphs are investigated: one containing directed edges of Granger causality linkages, and the other containing undirected edges of partial correlation linkages. Under the sparse structural assumption, we propose a penalised local linear method…

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Augmented Learning of Heterogeneous Treatment Effects via Gradient Boosting Trees

基于梯度提升树的异质性处理效应增广学习

Heterogeneous treatment effects (HTE) based on patients' genetic or clinical factors are of significant interest to precision medicine. Simultaneously modeling HTE and corresponding main effects for randomized clinical trials with high-dimensional predictive markers is challenging. Motivated by the modified covariates approach, we propose a two-stage statistical learning procedure for estimating HTE with optimal efficiency augmentation, generalizing to arbitrary interaction…

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Estimation of Policy-Relevant Causal Effects in the Presence of Interference with an Application to the Philadelphia Beverage Tax

存在地区干扰时的政策相关因果效应估计:费城饮料税应用

To comprehensively evaluate a public policy intervention, researchers must consider the effects of the policy not just on the implementing region, but also nearby, indirectly-affected regions. For example, an excise tax on sweetened beverages in Philadelphia was shown to not only be associated with a decrease in volume sales of taxed beverages in Philadelphia, but also an increase in sales in bordering counties not subject to the tax. The latter association may be explained…

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Ananke: A Python Package For Causal Inference Using Graphical Models

Ananke:基于图模型的因果推断 Python 软件包

We implement Ananke: an object-oriented Python package for causal inference with graphical models. At the top of our inheritance structure is an easily extensible Graph class that provides an interface to several broadly useful graph-based algorithms and methods for visualization. We use best practices of object-oriented programming to implement subclasses of the Graph superclass that correspond to types of causal graphs that are popular in the current literature. This…

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