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Regularizing Attention Scores with Bootstrapping

用自助法正则化注意力分数

Vision transformers (ViT) rely on attention mechanism to weigh input features, and therefore attention scores have naturally been considered as explanations for its decision-making process. However, attention scores are almost always non-zero, resulting in noisy and diffused attention maps and limiting interpretability. Can we quantify uncertainty measures of attention scores and obtain regularized attention scores? To this end, we consider attention scores of ViT in a…

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The Digital Twin Counterfactual Framework: A Validation Architecture for Simulated Potential Outcomes

数字孪生反事实框架:模拟潜在结果的验证架构

The fundamental problem of causal inference - that the counterfactual outcome for any individual is never observed - has shaped the entire methodology of the field. Every existing approach substitutes assumptions for missing data: ignorability, parallel trends, exclusion restrictions. None produces the counterfactual itself. This paper proposes the Digital Twin Counterfactual Framework (DTCF): rather than estimating the counterfactual statistically, we simulate it using a…

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Learning When the Concept Shifts: Confounding, Invariance, and Dimension Reduction

概念发生漂移时的学习:混杂、不变性与降维

Practitioners often face the challenge of deploying prediction models in new environments with shifted distributions of covariates and responses. With observational data, such shifts are often driven by unobserved confounding, and can in fact alter the concept of which model is best. This paper studies distribution shifts in the domain adaptation problem with unobserved confounding. We postulate a linear structural causal model to account for endogeneity and unobserved…

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Predicted Incrementality by Experimentation (PIE) for Ad Measurement

基于实验预测广告增量效果:PIE 广告衡量方法

Randomized controlled trials (RCTs) provide the most credible estimates of advertising incrementality but are difficult to scale. We propose Predicted Incrementality by Experimentation (PIE), which reframes ad measurement as a campaign-level prediction problem. PIE uses a sample of RCTs to learn a mapping from campaign features to causal effects, then applies it to campaigns not run as RCTs. Because the RCTs identify the causal effects, PIE can incorporate post-determined…

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Bayesian Multi-Group Functional Factor Models with Parameter-Expanded Cumulative Shrinkage Priors

采用参数扩展累积收缩先验的贝叶斯多组函数型因子模型

Functional data consist of trajectories observed over a continuous domain, such as time, space, or wavelength. Here we consider curves observed on different groups of subjects and propose a Bayesian multi-group functional factor analysis framework that jointly models the data via an explicit decomposition into group-specific mean functions and latent components that capture both common and distinct latent structures across the groups. We represent these functional components…

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Deconfounding Scores and Representation Learning for Causal Effect Estimation with Weak Overlap

弱重叠下因果效应估计的去混杂得分与表示学习

Overlap, also known as positivity, is a key condition for causal treatment effect estimation. Many popular estimators suffer from high variance and become brittle when features differ strongly across treatment groups. This is especially challenging in high dimensions: the curse of dimensionality can make overlap implausible. To address this, we propose a class of feature representations called deconfounding scores, which preserve both identification and the target of…

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The Cointegrated Matrix Autoregressive Model

协整矩阵自回归模型

Traditional econometric analyzes represent observations as vectors despite the inherent complexity of empirical data structures. When data are organized along dual classification dimensions, a matrix representation provides a more natural and interpretable framework. Building on recent advances in matrix autoregressive (MAR) modeling, this study introduces a novel error correction representation tailored for matrix-structured data. Through comparative analysis with existing…

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Estimating causal effects of continuous-time dynamic treatments with unmeasured confounders

存在未测量混杂时连续时间动态处理的因果效应估计

Modern medical research demands specialized causal inference methods evaluating complex continuous-time dynamic treatment regimens using observational data. For instance, obtaining the causal effects of intravenous administration, a continuous process involving dynamic adjustments of the treatment dose, can guide clinicians on drug use. However, the existing causal inference frameworks in longitudinal studies typically assume that time advances in discrete time steps.…

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Identifying Drift, Diffusion, and Causal Structure from Temporal Snapshots

从时间快照识别漂移、扩散与因果结构

Stochastic differential equations (SDEs) are a fundamental tool for modelling dynamic processes, including gene regulatory networks (GRNs), contaminant transport, financial markets, and image generation. However, learning the underlying SDE from data is a challenging task, especially if individual trajectories are not observable. Motivated by burgeoning research in single-cell datasets, we present the first comprehensive approach for jointly identifying the drift and…

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Dynamic linear regression models for forecasting time series with semi long memory errors

具有半长记忆误差的动态线性回归预测模型

Dynamic linear regression models forecast the values of a time series based on a linear combination of a set of exogenous time series while incorporating a time series process for the error term. This error process is often assumed to follow a stationary autoregressive integrated moving average (ARIMA) model, or its seasonal variants, which are unable to capture a long-range dependence structure (long memory) of the error process. We propose a novel dynamic linear regression…

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Regularizing Extrapolation in Causal Inference

因果推断中的外推正则化

Many common estimators in machine learning and causal inference are linear smoothers, where the prediction is a weighted average of the training outcomes. Some estimators, such as ordinary least squares and kernel ridge regression, allow for arbitrarily negative weights, which improve feature imbalance but often at the cost of increased dependence on parametric modeling assumptions and higher variance. By contrast, estimators like importance weighting and random forests…

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The general solution to an autoregressive law of motion

自回归运动方程的通解

We provide a complete description of the set of all solutions to a vector autoregressive law of motion. Every solution is shown to be the sum of three components, each corresponding to a directed flow of time. One component flows forward from the arbitrarily distant past; one flows backward from the arbitrarily distant future; and one flows outward from time zero. The three components are obtained by applying three complementary spectral projections to the solution, these…

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Design Stability in Adaptive Experiments: Implications for Treatment Effect Estimation

自适应实验的设计稳定性及其对处理效应估计的影响

We study the problem of estimating the average treatment effect (ATE) under sequentially adaptive treatment assignment mechanisms. In contrast to classical completely randomized designs, we consider a setting in which the probability of assigning treatment to each experimental unit may depend on prior assignments and observed outcomes. Within the potential outcomes framework, we propose and analyze two natural estimators for the ATE: the inverse propensity weighted (IPW)…

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A generalized tetrad constraint for testing conditional independence given a latent variable

检验给定潜变量条件独立性的广义四元约束

The tetrad constraint is widely used to test whether four observed variables are conditionally independent given a latent variable, based on the fact that if four observed variables following a linear model are mutually independent after conditioning on an unobserved variable, then products of covariances of any two different pairs of these four variables are equal. It is an important tool for discovering a latent common cause or distinguishing between alternative linear…

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Central limit theorems for the outputs of fully convolutional neural networks with time series input

时间序列输入下全卷积神经网络输出的中心极限定理

Deep learning is widely deployed for time series learning tasks such as classification and forecasting. Despite the empirical successes, only little theory has been developed so far in the time series context. In this work, we prove that if the network inputs are generated from short-range dependent linear processes, the outputs of fully convolutional neural networks (FCNs) with global average pooling (GAP) are asymptotically Gaussian and the limit is attained if the length…

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Forecast collapse of transformer-based models under squared loss in financial time series

平方损失下金融时间序列中 Transformer 模型的预测塌缩

We study trajectory forecasting under squared loss for time series with weak conditional structure, using highly expressive prediction models. Building on the classical characterization of squared-loss risk minimization, we emphasize regimes in which the conditional expectation of future trajectories is effectively degenerate, leading to trivial Bayes-optimal predictors (flat for prices and zero for returns in standard financial settings). In this regime, increased model…

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Constructive Instrumental Variable Identification and Inference with Many Weak Interaction Moments

利用大量弱交互矩的构造性工具变量识别与推断

Instrumental variable methods are widely used for causal inference, but identification becomes especially challenging when instruments are weak and potentially invalid. These challenges are particularly pronounced in Mendelian randomization, where genetic variants serve as instruments and violations of exclusion restriction or independence assumptions are common. We propose MAGIC, a constructive and assumption-lean framework that achieves identification even when all…

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Linear models for causal inference under network interference

网络干扰下因果推断的线性模型

In causal inference, interference occurs when the treatment of one unit may affect the outcomes of other units. The goal of this work is to serve as a guide to the use of linear outcome modeling for estimating causal effects in settings where interference may pose a challenge to identification and estimation, such as spatial and network data. We demonstrate that, under a linear model, causal effects of binary and continuous treatments can be identified in terms of regression…

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When Bayes goes bad: Weakly-regularized covariate adjustment leads to a biased estimate of prevalence

当贝叶斯方法失效:弱正则化协变量调整导致患病率估计偏倚

When estimating population prevalence from a non-random sample, it is important to adjust for differences between sample and population. However, adjustment for multiple factors requires analysis that can be difficult to understand and validate. In this manuscript, we explore an unexpected downward trend of estimates when covariates are added sequentially to a Bayesian hierarchical model for the estimation of the prevalence of SARS-CoV-2 specific antibodies in an Australian…

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Optimal Data Integration and Adaptive Sampling for Efficient Treatment Effect Estimation

高效处理效应估计的最优数据整合与自适应抽样

This study addresses the challenge of estimating average treatment effects (ATEs) for advertising campaigns in online marketplaces where complete randomized experimentation is infeasible. We propose two key innovations: (1) a shrinkage estimator that optimally combines observational and experimental data without assuming smooth treatment effects across campaigns, and (2) a Bayesian adaptive experimental design framework that efficiently selects campaigns for randomized…

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A Unified Framework for Nonlinear Mediation Analysis of Random Objects

随机对象非线性中介分析的统一框架

Mediation analysis for complex, non-Euclidean data, such as probability distributions, compositions, images, and networks, presents significant methodological challenges due to the inherent nonlinearity and geometric constraints of such spaces. Existing approaches are often restricted to Euclidean settings or specific data types. We propose Random Object Mediation Analysis (ROMA), a unified framework that simultaneously accommodates object-valued exposures, mediators, and…

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Likelihood-Free Inference via Structured Score Matching

基于结构化得分匹配的无似然推断

In many statistical problems, the data distribution is specified through a generative process for which the likelihood function is analytically intractable, yet inference on the associated model parameters remains of primary interest. We develop a likelihood-free inference framework that combines score matching with gradient-based optimization and bootstrap procedures to facilitate parameter estimation together with uncertainty quantification. The proposed methodology…

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Unbiased Estimation of Central Moments in Unbalanced Two- and Three-Level Models

非平衡两层与三层模型中中心矩的无偏估计

This paper derives closed-form unbiased estimators of central moments in multilevel random-effects models with unbalanced group sizes. In a two-level model, we provide unbiased estimators for the second, third, and fourth central moments under both group-level and observation-level averaging. In a three-level model, we provide unbiased estimators for the second and third central moments.

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Linear Regression from 1-bit Quantized Data

基于1比特量化数据的线性回归

Motivated by the prevalence of environments in which data is abundant while resources for storage and/or transmission might be scarce, we study linear regression when predictors, their squares, and responses are subject to single-bit dithered quantization. An estimator relying on plug-in estimation of the quadratic and linear terms in the quadratic program formulation of the least squares problem is proposed. We provide a non-asymptotic bound on the $\ell_2$-estimation error…

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